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

Packages that use FundingLabel

Package	Description
org.drip.analytics.cashflow
org.drip.analytics.output
org.drip.analytics.support
org.drip.dynamics.hjm
org.drip.dynamics.hullwhite
org.drip.dynamics.lmm
org.drip.param.market
org.drip.product.calib
org.drip.product.credit
org.drip.product.definition
org.drip.product.fx
org.drip.product.govvie
org.drip.product.option
org.drip.product.rates
org.drip.state.identifier

Uses of FundingLabel in org.drip.analytics.cashflow

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

Modifier and Type	Method and Description
FundingLabel	CompositePeriod.fundingLabel() Return the Funding Label
FundingLabel	Bullet.fundingLabel() Return the Funding Label

Uses of FundingLabel in org.drip.analytics.output

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

Modifier and Type	Method and Description
FundingLabel	BulletMetrics.fundingLabel() Retrieve the Funding Label

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

Modifier and Type	Method and Description
java.util.Map<java.lang.Integer,java.lang.Double>	BulletMetrics.discountFactorFundingLoading(FundingLabel fundingLabel) Retrieve the Discount Factor Loading Coefficient for the specified Funding Latent State

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

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 FundingLabel in org.drip.analytics.support

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

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

Uses of FundingLabel in org.drip.dynamics.hjm

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

Modifier and Type	Method and Description
FundingLabel	MultiFactorStateEvolver.fundingLabel() Retrieve the Funding Label

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

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 FundingLabel

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

Uses of FundingLabel in org.drip.dynamics.hullwhite

Methods in org.drip.dynamics.hullwhite that return FundingLabel

Modifier and Type	Method and Description
FundingLabel	SingleFactorStateEvolver.fundingLabel() Retrieve the Funding Label

Methods in org.drip.dynamics.hullwhite with parameters of type FundingLabel

Modifier and Type	Method and Description
static ShortRateUpdate	ShortRateUpdate.Create(FundingLabel lslFunding, int iInitialDate, int iFinalDate, int iTargetPointDate, double dblInitialShortRate, double dblRealizedFinalShortRate, double dblExpectedFinalShortRate, double dblFinalShortRateVariance, double dblZeroCouponBondPrice) Construct an Instance of ShortRateUpdate

Constructors in org.drip.dynamics.hullwhite with parameters of type FundingLabel

Constructor and Description
SingleFactorStateEvolver(FundingLabel lslFunding, double dblSigma, double dblA, R1ToR1 auIFRInitial, UnivariateSequenceGenerator usg) SingleFactorStateEvolver Constructor

Uses of FundingLabel in org.drip.dynamics.lmm

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

Modifier and Type	Method and Description
FundingLabel	LognormalLIBORPointEvolver.fundingLabel() Retrieve the Funding Label
FundingLabel	LognormalLIBORCurveEvolver.fundingLabel() Retrieve the Funding Label
FundingLabel	ContinuousForwardRateEvolver.fundingLabel() Retrieve the Funding Label

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

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 FundingLabel

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

Uses of FundingLabel in org.drip.param.market

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

Modifier and Type	Method and Description
R1ToR1	CurveSurfaceQuoteContainer.collateralFundingCorrelation(java.lang.String strCollateralCurrency, FundingLabel fundingLabel) Retrieve the Correlation Surface between the Collateral and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditFundingCorrelation(CreditLabel creditLabel, FundingLabel fundingLabel) Retrieve the Correlation Surface between the Credit and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.customMetricFundingCorrelation(CustomLabel customLabel, FundingLabel fundingLabel) Retrieve the Correlation Surface between Custom Metric and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityFundingCorrelation(EquityLabel equityLabel, FundingLabel fundingLabel) Retrieve the Correlation Surface between Equity and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardFundingCorrelation(ForwardLabel forwardLabel, FundingLabel fundingLabel) Retrieve the Correlation Surface between the Forward and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingFundingCorrelation(FundingLabel fundingLabel1, FundingLabel fundingLabel2) Retrieve the Correlation Surface between the Pair of Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingFXCorrelation(FundingLabel fundingLabel, FXLabel fxLabel) Retrieve the Correlation Surface between the Funding and the FX Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingGovvieCorrelation(FundingLabel fundingLabel, GovvieLabel govvieLabel) Retrieve the Correlation Surface between the Funding and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingOvernightCorrelation(FundingLabel fundingLabel, OvernightLabel overnightLabel) Retrieve the Correlation Surface between the Funding and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingPaydownCorrelation(FundingLabel fundingLabel, PaydownLabel paydownLabel) Retrieve the Correlation Surface between the Funding and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingRatingCorrelation(FundingLabel fundingLabel, RatingLabel ratingLabel) Retrieve the Correlation Surface between the Funding and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingRecoveryCorrelation(FundingLabel fundingLabel, RecoveryLabel recoveryLabel) Retrieve the Correlation Surface between the Funding and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingRepoCorrelation(FundingLabel fundingLabel, RepoLabel repoLabel) Retrieve the Correlation Surface between the Funding and the Repo Latent States
MergedDiscountForwardCurve	CurveSurfaceQuoteContainer.fundingState(FundingLabel fundingLabel) Retrieve the Funding Latent State Corresponding to the Label
VolatilityCurve	CurveSurfaceQuoteContainer.fundingVolatility(FundingLabel fundingLabel) Retrieve the Volatility Curve for the Funding Latent State Label
boolean	CurveSurfaceQuoteContainer.setCollateralFundingCorrelation(java.lang.String strCollateralCurrency, FundingLabel fundingLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Collateral and the Funding 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.setCustomFundingCorrelation(CustomLabel customLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Custom Metric and the Funding 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.setForwardFundingCorrelation(ForwardLabel forwardLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Forward and the Funding Latent States
boolean	CurveSurfaceQuoteContainer.setFundingFundingCorrelation(FundingLabel fundingLabel1, FundingLabel fundingLabel2, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Pair of Funding Latent States
boolean	CurveSurfaceQuoteContainer.setFundingFXCorrelation(FundingLabel fundingLabel, FXLabel fxLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Funding and the FX Latent States
boolean	CurveSurfaceQuoteContainer.setFundingGovvieCorrelation(FundingLabel fundingLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Funding and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setFundingOvernightCorrelation(FundingLabel fundingLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Funding and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setFundingPaydownCorrelation(FundingLabel fundingLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Funding and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setFundingRecoveryCorrelation(FundingLabel fundingLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Funding and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setFundingRecoveryCorrelation(FundingLabel fundingLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Funding and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setFundingRepoCorrelation(FundingLabel fundingLabel, RepoLabel repoLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Funding and the Repo Latent States

Uses of FundingLabel in org.drip.product.calib

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

Modifier and Type	Method and Description
FundingLabel	ProductQuoteSet.fundingLabel() Retrieve the Funding Latent State Label, if it exists

Uses of FundingLabel in org.drip.product.credit

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

Modifier and Type	Method and Description
FundingLabel	CDSComponent.fundingLabel()
FundingLabel	BondComponent.fundingLabel()

Uses of FundingLabel in org.drip.product.definition

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

Modifier and Type	Method and Description
FundingLabel	ComponentMarketParamRef.fundingLabel() Get the Funding Curve Latent State Label
FundingLabel[]	BasketProduct.fundingLabel()
FundingLabel[]	BasketMarketParamRef.fundingLabel() Get the Array of Funding Curve Latent State Labels

Uses of FundingLabel in org.drip.product.fx

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

Modifier and Type	Method and Description
FundingLabel	FXForwardComponent.fundingLabel()

Uses of FundingLabel in org.drip.product.govvie

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

Modifier and Type	Method and Description
FundingLabel	TreasuryFutures.fundingLabel()

Uses of FundingLabel in org.drip.product.option

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

Modifier and Type	Method and Description
FundingLabel	OptionComponent.fundingLabel()

Uses of FundingLabel in org.drip.product.rates

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

Modifier and Type	Method and Description
FundingLabel	Stream.fundingLabel() Retrieve the Funding Label
FundingLabel	SingleStreamComponent.fundingLabel()
FundingLabel	RatesBasket.fundingLabel()
FundingLabel	FloatFloatComponent.fundingLabel()
FundingLabel	FixFloatComponent.fundingLabel()

Uses of FundingLabel in org.drip.state.identifier

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

Modifier and Type	Method and Description
static FundingLabel	FundingLabel.Standard(java.lang.String strCurrency) Make a Standard Funding Label from the Funding Currency