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

Packages that use GovvieLabel

Package	Description
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 GovvieLabel in org.drip.param.market

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

Modifier and Type	Method and Description
R1ToR1	CurveSurfaceQuoteContainer.collateralGovvieCorrelation(java.lang.String strCollateralCurrency, GovvieLabel govvieLabel) Retrieve the Correlation Surface for the specified Collateral and Govvie 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.customGovvieCorrelation(CustomLabel customLabel, GovvieLabel govvieLabel) Retrieve the Correlation Surface between the Custom Metric and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityGovvieCorrelation(EquityLabel equityLabel, GovvieLabel govvieLabel) Retrieve the Correlation Surface between the Equity and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardGovvieCorrelation(ForwardLabel forwardLabel, GovvieLabel govvieLabel) Retrieve the Correlation Surface between the Forward and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingGovvieCorrelation(FundingLabel fundingLabel, GovvieLabel govvieLabel) Retrieve the Correlation Surface between the Funding and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxGovvieCorrelation(FXLabel fxLabel, GovvieLabel govvieLabel) Retrieve the Correlation Surface for the specified FX and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieGovvieCorrelation(GovvieLabel govvieLabel1, GovvieLabel govvieLabel2) Retrieve the Correlation Surface for the specified Govvie Latent State Pair
R1ToR1	CurveSurfaceQuoteContainer.govvieOvernightCorrelation(GovvieLabel govvieLabel, OvernightLabel overnightLabel) Retrieve the Correlation Surface for the specified Govvie and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.govviePaydownCorrelation(GovvieLabel govvieLabel, PaydownLabel paydownLabel) Retrieve the Correlation Surface for the specified Govvie and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieRecoveryCorrelation(GovvieLabel govvieLabel, RatingLabel ratingLabel) Retrieve the Correlation Surface for the specified Govvie and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieRecoveryCorrelation(GovvieLabel govvieLabel, RecoveryLabel recoveryLabel) Retrieve the Correlation Surface for the specified Govvie and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieRepoCorrelation(GovvieLabel govvieLabel, RepoLabel repoLabel) Retrieve the Correlation Surface for the specified Govvie and the Repo Latent States
GovvieCurve	CurveSurfaceQuoteContainer.govvieState(GovvieLabel govvieLabel) Retrieve the Government State for the specified Label
VolatilityCurve	CurveSurfaceQuoteContainer.govvieVolatility(GovvieLabel govvieLabel) Retrieve the Volatility Curve for the specified Govvie Latent State
boolean	CurveSurfaceQuoteContainer.setCollateralGovvieCorrelation(java.lang.String strCollateralCurrency, GovvieLabel govvieLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface for the specified Collateral and Govvie Latent State Labels
boolean	CurveSurfaceQuoteContainer.setCreditGovvieCorrelation(CreditLabel creditLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Credit and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setCustomGovvieCorrelation(CustomLabel customLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Custom Metric and the Govvie 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.setForwardGovvieCorrelation(ForwardLabel forwardLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Forward and the Govvie 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.setFXGovvieCorrelation(FXLabel fxLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface for the specified FX and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setGovvieGovvieCorrelation(GovvieLabel govvieLabel1, GovvieLabel govvieLabel2, R1ToR1 auCorrelation) (Re)-set the Correlation Surface for the Govvie Latent State Pair
boolean	CurveSurfaceQuoteContainer.setGovvieOvernightCorrelation(GovvieLabel govvieLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface for the specified Govvie and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setGovviePaydownCorrelation(GovvieLabel govvieLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface for the specified Govvie and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setGovvieRatingCorrelation(GovvieLabel govvieLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface for the specified Govvie and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setGovvieRecoveryCorrelation(GovvieLabel govvieLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface for the specified Govvie and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setGovvieRepoCorrelation(GovvieLabel govvieLabel, RepoLabel repoLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface for the specified Govvie and the Repo Latent States

Uses of GovvieLabel in org.drip.product.calib

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

Modifier and Type	Method and Description
GovvieLabel	ProductQuoteSet.govvieLabel() Retrieve the Govvie Latent State Label, if it exists

Uses of GovvieLabel in org.drip.product.credit

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

Modifier and Type	Method and Description
GovvieLabel	CDSComponent.govvieLabel()
GovvieLabel	BondComponent.govvieLabel()

Uses of GovvieLabel in org.drip.product.definition

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

Modifier and Type	Method and Description
GovvieLabel	ComponentMarketParamRef.govvieLabel() Get the Govvie Curve Latent State Label

Uses of GovvieLabel in org.drip.product.fx

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

Modifier and Type	Method and Description
GovvieLabel	FXForwardComponent.govvieLabel()

Uses of GovvieLabel in org.drip.product.govvie

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

Modifier and Type	Method and Description
GovvieLabel	TreasuryFutures.govvieLabel()

Uses of GovvieLabel in org.drip.product.option

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

Modifier and Type	Method and Description
GovvieLabel	OptionComponent.govvieLabel()

Uses of GovvieLabel in org.drip.product.rates

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

Modifier and Type	Method and Description
GovvieLabel	SingleStreamComponent.govvieLabel()
GovvieLabel	RatesBasket.govvieLabel()
GovvieLabel	FloatFloatComponent.govvieLabel()
GovvieLabel	FixFloatComponent.govvieLabel()

Uses of GovvieLabel in org.drip.state.identifier

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

Modifier and Type	Method and Description
static GovvieLabel	GovvieLabel.Standard(java.lang.String strTreasuryCode) Make a Standard Govvie Label from the Treasury Code