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

Packages that use RecoveryLabel

Package	Description
org.drip.param.market
org.drip.state.identifier

Uses of RecoveryLabel in org.drip.param.market

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

Modifier and Type	Method and Description
R1ToR1	CurveSurfaceQuoteContainer.collateralRecoveryCorrelation(java.lang.String strCollateralCurrency, RecoveryLabel recoveryLabel) Retrieve the Correlation Surface for the specified Collateral and Recovery Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditRecoveryCorrelation(CreditLabel creditLabel, RecoveryLabel recoveryLabel) Retrieve the Correlation Surface between the Credit and the Recovery Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.customRecoveryCorrelation(CustomLabel customLabel, RecoveryLabel recoveryLabel) Retrieve the Correlation Surface between the Custom Metric and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityRecoveryCorrelation(EquityLabel equityLabel, RecoveryLabel recoveryLabel) Retrieve the Correlation Surface between the Equity and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardRecoveryCorrelation(ForwardLabel forwardLabel, RecoveryLabel recoveryLabel) Retrieve the Correlation Surface between the Forward and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingRecoveryCorrelation(FundingLabel fundingLabel, RecoveryLabel recoveryLabel) Retrieve the Correlation Surface between the Funding and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxRecoveryCorrelation(FXLabel fxLabel, RecoveryLabel recoveryLabel) Retrieve the Correlation Surface for the specified FX and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieRecoveryCorrelation(GovvieLabel govvieLabel, RecoveryLabel recoveryLabel) Retrieve the Correlation Surface for the specified Govvie and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.overnightRecoveryCorrelation(OvernightLabel overnightLabel, RecoveryLabel recoveryLabel) Retrieve the Correlation Surface for the specified Overnight and the Recovery 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.ratingRecoveryCorrelation(RatingLabel ratingLabel, RecoveryLabel recoveryLabel) Retrieve the Correlation Surface for the specified Rating and Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.recoveryRecoveryCorrelation(RecoveryLabel recoveryLabel1, RecoveryLabel recoveryLabel2) Retrieve the Correlation Surface for the specified Recovery Latent State Pair
R1ToR1	CurveSurfaceQuoteContainer.recoveryRepoCorrelation(RecoveryLabel recoveryLabel, RepoLabel repoLabel) Retrieve the Correlation Surface for the specified Recovery and the Repo Latent States
CreditCurve	CurveSurfaceQuoteContainer.recoveryState(RecoveryLabel recoveryLabel) Retrieve the Recovery Latent State from the Label
VolatilityCurve	CurveSurfaceQuoteContainer.recoveryVolatility(RecoveryLabel recoveryLabel) Retrieve the Volatility Curve for the specified Recovery Latent State
boolean	CurveSurfaceQuoteContainer.setCollateralRecoveryCorrelation(java.lang.String strCollateralCurrency, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface for the specified Collateral and Recovery Latent State Labels
boolean	CurveSurfaceQuoteContainer.setCreditRecoveryCorrelation(CreditLabel creditLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Credit and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setCustomRecoveryCorrelation(CustomLabel customLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Custom Metric and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setEquityRecoveryCorrelation(EquityLabel equityLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Equity and the Recovery 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.setFundingRecoveryCorrelation(FundingLabel fundingLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface between the Funding and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setFXRecoveryCorrelation(FXLabel fxLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface for the specified FX and the Recovery 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.setOvernightRecoveryCorrelation(OvernightLabel overnightLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface for the specified Overnight and the Recovery 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.setRatingRecoveryCorrelation(RatingLabel ratingLabel, RecoveryLabel recoveryLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface for the specified Rating and Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setRecoveryRecoveryCorrelation(RecoveryLabel recoveryLabel1, RecoveryLabel recoveryLabel2, R1ToR1 auCorrelation) (Re)-set the Correlation Surface for the Recovery Latent State Pair
boolean	CurveSurfaceQuoteContainer.setRecoveryRepoCorrelation(RecoveryLabel recoveryLabel, RepoLabel repoLabel, R1ToR1 auCorrelation) (Re)-set the Correlation Surface for the specified Recovery and the Repo Latent States

Uses of RecoveryLabel in org.drip.state.identifier

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

Modifier and Type	Method and Description
static RecoveryLabel	RecoveryLabel.Standard(java.lang.String strReferenceEntity) Make a Standard Recovery Label from the Reference Entity Name