LSQMCurveSnapshot

java.lang.Object

org.drip.dynamics.evolution.LSQMCurveSnapshot

public class LSQMCurveSnapshot
extends java.lang.Object

LSQMCurveSnapshot contains the Snapshot 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

Constructor Summary

Constructors

Constructor Description

LSQMCurveSnapshot()
Empty LSQMCurveSnapshot Constructor

Method Summary

Modifier and Type	Method	Description
`boolean`	`containsLatentState(LatentStateLabel lsl)`	Indicate if Quantification Metrics are available for the specified Latent State
`boolean`	`containsQM(LatentStateLabel lsl, java.lang.String strQM)`	Indicate if the Value for the specified Quantification Metric is available
`java.util.Set<java.lang.String>`	`latentStateLabel()`	Retrieve the Latent State Labels
`Curve`	`qm(LatentStateLabel lsl, java.lang.String strQM)`	Retrieve the specified Latent State Quantification Metric Curve
`boolean`	`setQMCurve(java.lang.String strQM, Curve curve)`	Set the LSQM Curve

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- LSQMCurveSnapshot
  
  public LSQMCurveSnapshot()
  
  Empty LSQMCurveSnapshot Constructor
Method Details
- latentStateLabel
  
  public java.util.Set<java.lang.String> latentStateLabel()
  
  Retrieve the Latent State Labels
  
  Returns:
  
  The Latent State Labels
- containsLatentState
  
  public boolean containsLatentState(LatentStateLabel lsl)
  
  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
- containsQM
  
  public boolean containsQM(LatentStateLabel lsl, java.lang.String strQM)
  
  Indicate if the Value for the specified Quantification Metric is available
  
  Parameters:
  
  lsl - The Latent State Label
  
  strQM - The Quantification Metric
  
  Returns:
  
  TRUE - The Requested Value is available
- setQMCurve
  
  public boolean setQMCurve(java.lang.String strQM, Curve curve)
  
  Set the LSQM Curve
  
  Parameters:
  
  strQM - The Quantification Metric
  
  curve - The QM Curve
  
  Returns:
  
  TRUE - The QM successfully set
- qm
  
  public Curve qm(LatentStateLabel lsl, java.lang.String strQM)
  
  Retrieve the specified Latent State Quantification Metric Curve
  
  Parameters:
  
  lsl - The Latent State Label
  
  strQM - The Quantification Metric
  
  Returns:
  
  The Latent State Quantification Metric Curve