Uses of Interface
org.drip.state.identifier.LatentStateLabel

Packages that use LatentStateLabel

Package	Description
org.drip.analytics.definition
org.drip.analytics.support
org.drip.dynamics.evolution
org.drip.param.definition
org.drip.param.market
org.drip.product.calib
org.drip.spline.grid
org.drip.state.basis
org.drip.state.boot
org.drip.state.creator
org.drip.state.credit
org.drip.state.curve
org.drip.state.discount
org.drip.state.estimator
org.drip.state.forward
org.drip.state.fx
org.drip.state.govvie
org.drip.state.identifier
org.drip.state.repo
org.drip.state.representation

Uses of LatentStateLabel in org.drip.analytics.definition

Methods in org.drip.analytics.definition that return LatentStateLabel

Modifier and Type	Method and Description
LatentStateLabel	NodeStructure.label()
LatentStateLabel	MarketSurface.label()
LatentStateLabel	Curve.label() Get the Curve Latent State Identifier Label

Uses of LatentStateLabel in org.drip.analytics.support

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

Modifier and Type	Method and Description
static boolean	Helper.LabelMatch(LatentStateLabel lslLeft, LatentStateLabel lslRight) Do the Left and the Right Labels Match?

Uses of LatentStateLabel in org.drip.dynamics.evolution

Methods in org.drip.dynamics.evolution with parameters of type LatentStateLabel

Modifier and Type	Method and Description
boolean	LSQMPointRecord.containsLatentState(LatentStateLabel lsl) Indicate if Quantification Metrics are available for the specified Latent State
boolean	LSQMCurveSnapshot.containsLatentState(LatentStateLabel lsl) Indicate if Quantification Metrics are available for the specified Latent State
boolean	LSQMCurveIncrement.containsLatentState(LatentStateLabel lsl) Indicate if Quantification Metrics are available for the specified Latent State
boolean	LSQMPointRecord.containsQM(LatentStateLabel lsl, java.lang.String strQM) Indicate if the Value for the specified Quantification Metric is available
boolean	LSQMCurveSnapshot.containsQM(LatentStateLabel lsl, java.lang.String strQM) Indicate if the Value for the specified Quantification Metric is available
boolean	LSQMCurveIncrement.containsQM(LatentStateLabel lsl, java.lang.String strQM) Indicate if the Value for the specified Quantification Metric is available
double	LSQMPointRecord.qm(LatentStateLabel lsl, java.lang.String strQM) Retrieve the specified Quantification Metric Value
Curve	LSQMCurveSnapshot.qm(LatentStateLabel lsl, java.lang.String strQM) Retrieve the specified Latent State Quantification Metric Curve
boolean	LSQMPointRecord.setQM(LatentStateLabel lsl, java.lang.String strQM, double dblValue) Set the LSQM Value
boolean	LSQMCurveIncrement.setQMSpan(LatentStateLabel lsl, java.lang.String strQM, Span spanIncrement) Set the LSQM Increment Span
Span	LSQMCurveIncrement.span(LatentStateLabel lsl, java.lang.String strQM) Retrieve the specified Latent State Quantification Metric Span Increment

Uses of LatentStateLabel in org.drip.param.definition

Methods in org.drip.param.definition with parameters of type LatentStateLabel

Modifier and Type	Method and Description
abstract boolean	ScenarioMarketParams.addFixing(JulianDate dtFix, LatentStateLabel lsl, double dblFixing) Add the fixing for the given Latent State Label and the given date
abstract boolean	ScenarioMarketParams.removeFixing(JulianDate dtFix, LatentStateLabel lsl) Remove the fixing corresponding to the given date and the Latent State Label

Uses of LatentStateLabel in org.drip.param.market

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

Modifier and Type	Method and Description
boolean	LatentStateFixingsContainer.add(int iDate, LatentStateLabel lsl, double dblFixing) Add the Latent State Fixing corresponding to the Date/Label Pair
boolean	LatentStateFixingsContainer.add(JulianDate dt, LatentStateLabel lsl, double dblFixing) Add the Fixing corresponding to the Date/Label Pair
boolean	CurveSurfaceScenarioContainer.addFixing(JulianDate dtFix, LatentStateLabel lsl, double dblFixing)
boolean	LatentStateFixingsContainer.available(int iDate, LatentStateLabel lsl) Indicate the Availability of the Fixing for the Specified LSL on the specified Date
boolean	CurveSurfaceQuoteContainer.available(int iDate, LatentStateLabel lsl) Indicates the Availability of the Fixing for the Specified LSL Label on the specified Date
boolean	LatentStateFixingsContainer.available(JulianDate dt, LatentStateLabel lsl) Indicate the Availability of the Fixing for the Specified LSL Label on the specified Date
boolean	CurveSurfaceQuoteContainer.available(JulianDate dt, LatentStateLabel lsl) Indicates the Availability of the Fixing for the Specified LSL Label on the specified Date
double	LatentStateFixingsContainer.fixing(int iDate, LatentStateLabel lsl) Retrieve the Latent State Fixing for the Specified Date
double	CurveSurfaceQuoteContainer.fixing(int iDate, LatentStateLabel lsl) Retrieve the Fixing for the Specified Date/LSL Combination
double	LatentStateFixingsContainer.fixing(JulianDate dt, LatentStateLabel lsl) Retrieve the Latent State Fixing for the Specified Date/LSL Combination
double	CurveSurfaceQuoteContainer.fixing(JulianDate dt, LatentStateLabel lsl) Retrieve the Fixing for the Specified Date/LSL Combination
boolean	LatentStateFixingsContainer.remove(int iDate, LatentStateLabel lsl) Remove the Latent State Fixing corresponding to the Date/Label Pair it if exists
boolean	LatentStateFixingsContainer.remove(JulianDate dt, LatentStateLabel lsl) Remove the Latent State Fixing corresponding to the Date/Label Pair it if exists
boolean	CurveSurfaceQuoteContainer.removeFixing(int iDate, LatentStateLabel lsl) Remove the Fixing corresponding to the Date/Label Pair it if exists
boolean	CurveSurfaceScenarioContainer.removeFixing(JulianDate dtFix, LatentStateLabel lsl)
boolean	CurveSurfaceQuoteContainer.removeFixing(JulianDate dt, LatentStateLabel lsl) Remove the Fixing corresponding to the Date/Label Pair it if exists
boolean	CurveSurfaceQuoteContainer.setFixing(int iDate, LatentStateLabel lsl, double dblFixing) Set the Fixing corresponding to the Date/Label Pair
boolean	CurveSurfaceQuoteContainer.setFixing(JulianDate dt, LatentStateLabel lsl, double dblFixing) Set the Fixing corresponding to the Date/Label Pair

Uses of LatentStateLabel in org.drip.product.calib

Methods in org.drip.product.calib with parameters of type LatentStateLabel

Modifier and Type	Method and Description
boolean	ProductQuoteSet.contains(java.lang.String strLatentState, java.lang.String strLatentStateQuantificationMetric, LatentStateLabel label) Indicate if the Specified External Latent State Specification is contained in the Array

Uses of LatentStateLabel in org.drip.spline.grid

Methods in org.drip.spline.grid with parameters of type LatentStateLabel

Modifier and Type	Method and Description
boolean	Span.isMergeState(double dblPredictorOrdinate, LatentStateLabel lsl) Indicate if the specified Label is part of the Merge State at the specified Predictor Ordinate
boolean	OverlappingStretchSpan.isMergeState(double dblPredictorOrdinate, LatentStateLabel lsl)
boolean	AggregatedSpan.isMergeState(double dblPredictorOrdinate, LatentStateLabel lsl)

Uses of LatentStateLabel in org.drip.state.basis

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

Modifier and Type	Method and Description
LatentStateLabel	BasisCurve.label()

Uses of LatentStateLabel in org.drip.state.boot

Methods in org.drip.state.boot with parameters of type LatentStateLabel

Modifier and Type	Method and Description
static VolatilityCurve	VolatilityCurveScenario.Standard(java.lang.String strName, ValuationParams valParams, LatentStateLabel lslUnderlying, FRAStandardCapFloor[] aFRACapFloor, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, boolean bFlat, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Calibrate a Volatility Curve
static VolatilityCurve[]	VolatilityCurveScenario.Tenor(java.lang.String strName, ValuationParams valParams, LatentStateLabel lslUnderlying, FRAStandardCapFloor[] aFRACapFloor, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, boolean bFlat, double dblBump, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Create an array of tenor bumped Volatility curves
CaseInsensitiveTreeMap<VolatilityCurve>	VolatilityCurveScenario.TenorMap(java.lang.String strName, ValuationParams valParams, LatentStateLabel lslUnderlying, FRAStandardCapFloor[] aFRACapFloor, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, boolean bFlat, double dblBump, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc, ValuationCustomizationParams vcp) Create an tenor named map of tenor bumped Volatility curves

Uses of LatentStateLabel in org.drip.state.creator

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

Modifier and Type	Method and Description
static VolatilityCurve	ScenarioLocalVolatilityBuilder.NonlinearBuild(java.lang.String strName, JulianDate dtSpot, LatentStateLabel lslUnderlying, FRAStandardCapFloor[] aFRACapFloor, double[] adblCalibQuote, java.lang.String[] astrCalibMeasure, MergedDiscountForwardCurve dc, ForwardCurve fc, LatentStateFixingsContainer lsfc) Create a Volatility Curve from the Calibration Instruments

Uses of LatentStateLabel in org.drip.state.credit

Methods in org.drip.state.credit that return LatentStateLabel

Modifier and Type	Method and Description
LatentStateLabel	CreditCurve.label()

Uses of LatentStateLabel in org.drip.state.curve

Methods in org.drip.state.curve that return LatentStateLabel

Modifier and Type	Method and Description
LatentStateLabel	DerivedZeroRate.label()

Uses of LatentStateLabel in org.drip.state.discount

Methods in org.drip.state.discount that return LatentStateLabel

Modifier and Type	Method and Description
LatentStateLabel	MergedDiscountForwardCurve.label()

Uses of LatentStateLabel in org.drip.state.estimator

Methods in org.drip.state.estimator that return types with arguments of type LatentStateLabel

Modifier and Type	Method and Description
java.util.Set<LatentStateLabel>	PredictorResponseWeightConstraint.mergeLabelSet() Return the Set of Merged Latent State Labels

Methods in org.drip.state.estimator with parameters of type LatentStateLabel

Modifier and Type	Method and Description
boolean	PredictorResponseWeightConstraint.addMergeLabel(LatentStateLabel lslMerge) Add a Merging Latent State Label

Method parameters in org.drip.state.estimator with type arguments of type LatentStateLabel

Modifier and Type	Method and Description
boolean	CurveStretch.markSegmentBuilt(int iSegment, java.util.Set<LatentStateLabel> setLSL) Mark the Range of the "built" Segments, and set the set of Merge Latent States

Uses of LatentStateLabel in org.drip.state.forward

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

Modifier and Type	Method and Description
LatentStateLabel	ForwardCurve.label()

Uses of LatentStateLabel in org.drip.state.fx

Methods in org.drip.state.fx that return LatentStateLabel

Modifier and Type	Method and Description
LatentStateLabel	FXCurve.label()

Uses of LatentStateLabel in org.drip.state.govvie

Methods in org.drip.state.govvie that return LatentStateLabel

Modifier and Type	Method and Description
LatentStateLabel	GovvieCurve.label()

Uses of LatentStateLabel in org.drip.state.identifier

Classes in org.drip.state.identifier that implement LatentStateLabel

Modifier and Type	Class and Description
class	CollateralLabel CollateralLabel contains the Identifier Parameters referencing the Latent State of the named Collateral Discount Curve.
class	CreditLabel CreditLabel contains the Identifier Parameters referencing the Latent State of the named Credit Curve.
class	CustomLabel CustomLabel contains the Identifier Parameters referencing the Latent State of the named Custom Metric.
class	EquityLabel EquityLabel contains the Identifier Parameters referencing the Latent State of the named Equity Curve.
class	ForwardLabel ForwardLabel contains the Index Parameters referencing a payment on a Forward Index.
class	FundingLabel FundingLabel contains the Identifier Parameters referencing the Latent State of the named Funding Discount Curve.
class	FXLabel FXLabel contains the Identifier Parameters referencing the Latent State of the named FX Curve.
class	GovvieLabel GovvieLabel contains the Identifier Parameters referencing the Latent State of the named Sovereign Curve.
class	OvernightLabel OvernightLabel contains the Index Parameters referencing an Overnight Index.
class	PaydownLabel PaydownLabel contains the Identifier Parameters referencing the Latent State of the named Paydown Curve.
class	RatingLabel RatingLabel contains the Identifier Parameters referencing the Label corresponding to the Credit Rating Latent State.
class	RecoveryLabel RecoveryLabel contains the Identifier Parameters referencing the Latent State of the named Recovery Curve.
class	RepoLabel RepoLabel contains the Identifier Parameters referencing the Latent State of the named Repo Curve.
class	VolatilityLabel VolatilityLabel contains the Identifier Parameters referencing the Latent State of the named Volatility Curve.

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

Modifier and Type	Method and Description
LatentStateLabel	VolatilityLabel.underlyingLatentState() Retrieve the Latent State Underlying the Volatility Latent State

Methods in org.drip.state.identifier with parameters of type LatentStateLabel

Modifier and Type	Method and Description
boolean	VolatilityLabel.match(LatentStateLabel lslOther)
boolean	RepoLabel.match(LatentStateLabel lslOther)
boolean	RecoveryLabel.match(LatentStateLabel lslOther)
boolean	RatingLabel.match(LatentStateLabel lslOther)
boolean	PaydownLabel.match(LatentStateLabel lslOther)
boolean	OvernightLabel.match(LatentStateLabel lslOther)
boolean	LatentStateLabel.match(LatentStateLabel lslOther) Indicate whether this Label matches the supplied.
boolean	GovvieLabel.match(LatentStateLabel lslOther)
boolean	FXLabel.match(LatentStateLabel lslOther)
boolean	FundingLabel.match(LatentStateLabel lslOther)
boolean	ForwardLabel.match(LatentStateLabel lslOther)
boolean	EquityLabel.match(LatentStateLabel lslOther)
boolean	CustomLabel.match(LatentStateLabel lslOther)
boolean	CreditLabel.match(LatentStateLabel lslOther)
boolean	CollateralLabel.match(LatentStateLabel lslOther)
static VolatilityLabel	VolatilityLabel.Standard(LatentStateLabel lslUnderlyingState) Make a Standard Volatility Latent State Label from the Underlying Latent State Label

Constructors in org.drip.state.identifier with parameters of type LatentStateLabel

Constructor and Description
VolatilityLabel(LatentStateLabel lslUnderlyingState) VolatilityLabel constructor

Uses of LatentStateLabel in org.drip.state.repo

Methods in org.drip.state.repo that return LatentStateLabel

Modifier and Type	Method and Description
LatentStateLabel	RepoCurve.label()

Uses of LatentStateLabel in org.drip.state.representation

Methods in org.drip.state.representation that return LatentStateLabel

Modifier and Type	Method and Description
LatentStateLabel	LatentStateSpecification.label() Retrieve the Latent State Label
LatentStateLabel	LatentStateMergeSubStretch.label() Retrieve the Latent State Label

Methods in org.drip.state.representation with parameters of type LatentStateLabel

Modifier and Type	Method and Description
boolean	MergeSubStretchManager.partOfMergeState(double dblDate, LatentStateLabel lsl) Indicates whether the specified Latent State Label is Part of the Merge Stretch

Constructors in org.drip.state.representation with parameters of type LatentStateLabel

Constructor and Description
LatentStateMergeSubStretch(double dblStartDate, double dblEndDate, LatentStateLabel lsl) LatentStateMergeSubStretch constructor
LatentStateSpecification(java.lang.String strLatentState, java.lang.String strLatentStateQuantificationMetric, LatentStateLabel label) LatentStateSpecification constructor