Package org.drip.dynamics.evolution
Class LSQMCurveIncrement
java.lang.Object
org.drip.dynamics.evolution.LSQMCurveIncrement
public class LSQMCurveIncrement
extends java.lang.Object
LSQMCurveIncrement contains the Increment of the Evolving Term Structure of the Latent State
Quantification Metrics.
- Module = Product Core Module
- Library = Fixed Income Analytics
- Project = HJM, Hull White, LMM, and SABR Dynamic Evolution Models
- Package = Latent State Evolution Edges/Vertexes
- Author:
- Lakshmi Krishnamurthy
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Constructor Summary
Constructors Constructor Description LSQMCurveIncrement()
Empty LSQMCurveIncrement Constructor -
Method Summary
Modifier and Type Method Description boolean
containsLatentState(LatentStateLabel lsl)
Indicate if Quantification Metrics are available for the specified Latent Stateboolean
containsQM(LatentStateLabel lsl, java.lang.String strQM)
Indicate if the Value for the specified Quantification Metric is availablejava.util.Set<java.lang.String>
latentStateLabel()
Retrieve the Latent State Labelsboolean
setQMSpan(LatentStateLabel lsl, java.lang.String strQM, Span spanIncrement)
Set the LSQM Increment SpanSpan
span(LatentStateLabel lsl, java.lang.String strQM)
Retrieve the specified Latent State Quantification Metric Span IncrementMethods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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LSQMCurveIncrement
public LSQMCurveIncrement()Empty LSQMCurveIncrement Constructor
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Method Details
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latentStateLabel
public java.util.Set<java.lang.String> latentStateLabel()Retrieve the Latent State Labels- Returns:
- The Latent State Labels
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containsLatentState
Indicate if Quantification Metrics are available for the specified Latent State- Parameters:
lsl
- The Latent State Label- Returns:
- TRUE - Quantification Metrics are available for the specified Latent State
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containsQM
Indicate if the Value for the specified Quantification Metric is available- Parameters:
lsl
- The Latent State LabelstrQM
- The Quantification Metric- Returns:
- TRUE - The Requested Value is available
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setQMSpan
Set the LSQM Increment Span- Parameters:
lsl
- The Latent State LabelstrQM
- The Quantification MetricspanIncrement
- The Increment Span- Returns:
- TRUE - The LSQM Increment Span successfully set
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span
Retrieve the specified Latent State Quantification Metric Span Increment- Parameters:
lsl
- The Latent State LabelstrQM
- The Quantification Metric- Returns:
- The Latent State Quantification Metric Span Increment
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