| Package | Description |
|---|---|
| org.drip.param.market | |
| org.drip.state.identifier |
| Modifier and Type | Method and Description |
|---|---|
R1ToR1 |
CurveSurfaceQuoteContainer.collateralPaydownCorrelation(java.lang.String strCollateralCurrency,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified Collateral and Pay-down Latent State Labels
|
R1ToR1 |
CurveSurfaceQuoteContainer.creditPaydownCorrelation(CreditLabel creditLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Credit and the Pay-down Latent State Labels
|
R1ToR1 |
CurveSurfaceQuoteContainer.customPaydownCorrelation(CustomLabel customLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Custom Metric and the Pay-down Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.equityPaydownCorrelation(EquityLabel equityLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Equity and the Pay-down Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.forwardPaydownCorrelation(ForwardLabel forwardLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Forward and the Pay-down Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.fundingPaydownCorrelation(FundingLabel fundingLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Funding and the Pay-down Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.fxPaydownCorrelation(FXLabel fxLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified FX and the Pay-down 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.overnightPaydownCorrelation(OvernightLabel overnightLabel,
PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified Overnight and the Pay-down Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.paydownPaydownCorrelation(PaydownLabel paydownLabel1,
PaydownLabel paydownLabel2)
Retrieve the Correlation Surface for the specified Pay-down Latent State Pair
|
R1ToR1 |
CurveSurfaceQuoteContainer.paydownRatingCorrelation(PaydownLabel paydownLabel,
RatingLabel ratingLabel)
Retrieve the Correlation Surface for the specified Pay-down and the Rating Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.paydownRecoveryCorrelation(PaydownLabel paydownLabel,
RecoveryLabel recoveryLabel)
Retrieve the Correlation Surface for the specified Pay-down and the Recovery Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.paydownRepoCorrelation(PaydownLabel paydownLabel,
RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified Pay-down and the Repo Latent States
|
R1ToR1 |
CurveSurfaceQuoteContainer.paydownState(PaydownLabel paydownLabel)
Retrieve the Pay-down State for the specified Pay-down Latent State Label
|
VolatilityCurve |
CurveSurfaceQuoteContainer.paydownVolaitlity(PaydownLabel paydownLabel)
Retrieve the Volatility Curve for the specified Pay-down Latent State
|
boolean |
CurveSurfaceQuoteContainer.setCollateralPaydownCorrelation(java.lang.String strCollateralCurrency,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral and Pay-down Latent State Labels
|
boolean |
CurveSurfaceQuoteContainer.setCreditPaydownCorrelation(CreditLabel creditLabel,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Pay-down Latent States
|
boolean |
CurveSurfaceQuoteContainer.setCustomPaydownCorrelation(CustomLabel customLabel,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Pay-down 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.setForwardPaydownCorrelation(ForwardLabel forwardLabel,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Pay-down 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.setFXPaydownCorrelation(FXLabel fxLabel,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX and the Pay-down 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.setOvernightPaydownCorrelation(OvernightLabel overnightLabel,
PaydownLabel paydownLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Overnight and the Pay-down Latent States
|
boolean |
CurveSurfaceQuoteContainer.setPaydownCurve(PaydownLabel paydownLabel,
R1ToR1 auPaydown)
(Re)-set the Pay-down State for the specified Pay-down Latent State Label
|
boolean |
CurveSurfaceQuoteContainer.setPaydownPaydownCorrelation(PaydownLabel paydownLabel1,
PaydownLabel paydownLabel2,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the Pay-down Latent State Pair
|
boolean |
CurveSurfaceQuoteContainer.setPaydownRatingCorrelation(PaydownLabel paydownLabel,
RatingLabel ratingLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Pay-down and the Rating Latent States
|
boolean |
CurveSurfaceQuoteContainer.setPaydownRecoveryCorrelation(PaydownLabel paydownLabel,
RecoveryLabel recoveryLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Pay-down and the Recovery Latent States
|
boolean |
CurveSurfaceQuoteContainer.setPaydownRepoCorrelation(PaydownLabel paydownLabel,
RepoLabel repoLabel,
R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Pay-down and the Repo Latent States
|
| Modifier and Type | Method and Description |
|---|---|
static PaydownLabel |
PaydownLabel.Standard(java.lang.String strReferenceEntity)
Make a Standard Pay-down Label from the Reference Entity Name
|