Package org.drip.state.identifier

Interface Summary

Interface	Description
LatentStateLabel	LatentStateLabel is the interface that contains the labels inside the sub-stretch of the alternate state.

Class Summary

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