Package org.drip.param.market

Class CurveSurfaceQuoteContainer

java.lang.Object
org.drip.param.market.CurveSurfaceQuoteContainer
public class CurveSurfaceQuoteContainer
extends java.lang.Object
CurveSurfaceQuoteContainer provides implementation of the set of the market curve parameters. It serves as a place holder for the market parameters needed to value the product – discount curve, forward curve, treasury curve, credit curve, product quote, treasury quote map, and fixings map.

Author:
Lakshmi Krishnamurthy

  • Constructor Details

    • CurveSurfaceQuoteContainer

      public CurveSurfaceQuoteContainer()
      Empty CurveSurfaceQuoteSet Constructor

  • Method Details

    • payCurrencyCollateralCurrencyCurve

      public MergedDiscountForwardCurve payCurrencyCollateralCurrencyCurve​(java.lang.String strPayCurrency, java.lang.String strCollateralCurrency)
      Retrieve the Discount Curve associated with the Pay Cash-flow Collateralized using a different Collateral Currency Numeraire
      Parameters:
      strPayCurrency - The Pay Currency
      strCollateralCurrency - The Collateral Currency
      Returns:
      The Discount Curve associated with the Pay Cash-flow Collateralized using a different Collateral Currency Numeraire

    • setPayCurrencyCollateralCurrencyCurve

      public boolean setPayCurrencyCollateralCurrencyCurve​(java.lang.String strPayCurrency, java.lang.String strCollateralCurrency, MergedDiscountForwardCurve dcPayCurrencyCollateralCurrency)
      Set the Discount Curve associated with the Pay Cash-flow Collateralized using a different Collateral Currency Numeraire
      Parameters:
      strPayCurrency - The Pay Currency
      strCollateralCurrency - The Collateral Currency
      dcPayCurrencyCollateralCurrency - The Discount Curve associated with the Pay Cash-flow Collateralized using a different Collateral Currency Numeraire
      Returns:
      TRUE - Successfully set

    • collateralChoiceDiscountCurve

      public MergedDiscountForwardCurve collateralChoiceDiscountCurve​(java.lang.String strPayCurrency)
      Retrieve the Collateral Choice Discount Curve for the specified Pay Currency
      Parameters:
      strPayCurrency - The Pay Currency
      Returns:
      Collateral Choice Discount Curve

    • creditState

      public CreditCurve creditState​(EntityCDSLabel creditLabel)
      Retrieve the Credit Latent State from the Label
      Parameters:
      creditLabel - The Credit Latent State Label
      Returns:
      The Credit Latent State from the Label

    • setCreditState

      public boolean setCreditState​(CreditCurve cc)
      (Re)-set the Credit State
      Parameters:
      cc - The Credit State
      Returns:
      TRUE - Successfully set

    • equityState

      public R1ToR1 equityState​(EntityEquityLabel equityLabel)
      Retrieve the Equity State for the specified Equity Latent State Label
      Parameters:
      equityLabel - The Equity Latent State Label
      Returns:
      Equity Curve

    • setEquityState

      public boolean setEquityState​(EntityEquityLabel equityLabel, R1ToR1 auEquity)
      (Re)-set the Equity State for the specified Equity Latent State Label
      Parameters:
      equityLabel - The Equity Latent State Label
      auEquity - The Equity State
      Returns:
      TRUE - Successfully set

    • forwardState

      public ForwardCurve forwardState​(ForwardLabel forwardLabel)
      Retrieve the Forward State corresponding to the Label
      Parameters:
      forwardLabel - Forward Latent State Label
      Returns:
      Forward Curve

    • setForwardState

      public boolean setForwardState​(ForwardCurve fc)
      (Re)-set the Forward State
      Parameters:
      fc - Forward State
      Returns:
      TRUE - Successfully set

    • fundingState

      public MergedDiscountForwardCurve fundingState​(FundingLabel fundingLabel)
      Retrieve the Funding Latent State Corresponding to the Label
      Parameters:
      fundingLabel - Funding Latent State Label
      Returns:
      The Funding Latent State

    • setFundingState

      public boolean setFundingState​(MergedDiscountForwardCurve dc)
      (Re)-set the Funding State
      Parameters:
      dc - Funding State
      Returns:
      TRUE - Successfully set

    • fxState

      public FXCurve fxState​(FXLabel fxLabel)
      Retrieve the FX State for the specified FX Latent State Label
      Parameters:
      fxLabel - The FX Latent State Label
      Returns:
      FX Curve

    • setFXState

      public boolean setFXState​(FXCurve fxfc)
      (Re)-set the FX State for the specified FX Latent State Label
      Parameters:
      fxfc - The FX State
      Returns:
      TRUE - Successfully set

    • govvieState

      public GovvieCurve govvieState​(GovvieLabel govvieLabel)
      Retrieve the Government State for the specified Label
      Parameters:
      govvieLabel - Govvie Latent State Label
      Returns:
      Government Curve for the specified Label

    • setGovvieState

      public boolean setGovvieState​(GovvieCurve gc)
      (Re)-set the Govvie State Curve
      Parameters:
      gc - Govvie State Curve
      Returns:
      TRUE - Successfully set

    • overnightState

      public MergedDiscountForwardCurve overnightState​(OvernightLabel overnightLabel)
      Retrieve the Overnight Latent State Corresponding to the Label
      Parameters:
      overnightLabel - Overnight Latent State Label
      Returns:
      The Overnight Latent State

    • setOvernightState

      public boolean setOvernightState​(MergedDiscountForwardCurve dcOvernight)
      (Re)-set the Overnight State
      Parameters:
      dcOvernight - Overnight State Curve
      Returns:
      TRUE - Successfully set

    • paydownState

      public R1ToR1 paydownState​(PaydownLabel paydownLabel)
      Retrieve the Pay-down State for the specified Pay-down Latent State Label
      Parameters:
      paydownLabel - The Pay-down Latent State Label
      Returns:
      Pay-down State

    • setPaydownCurve

      public boolean setPaydownCurve​(PaydownLabel paydownLabel, R1ToR1 auPaydown)
      (Re)-set the Pay-down State for the specified Pay-down Latent State Label
      Parameters:
      paydownLabel - The Pay-down Latent State Label
      auPaydown - The Pay-down State
      Returns:
      TRUE - Successfully set

    • ratingState

      public MergedDiscountForwardCurve ratingState​(RatingLabel ratingLabel)
      Retrieve the Rating State for the specified Rating Latent State Label
      Parameters:
      ratingLabel - The Rating Latent State Label
      Returns:
      Rating State

    • setRatingCurve

      public boolean setRatingCurve​(RatingLabel ratingLabel, MergedDiscountForwardCurve dcRating)
      (Re)-set the Rating State for the specified Rating Latent State Label
      Parameters:
      ratingLabel - The Rating Latent State Label
      dcRating - The Rating State
      Returns:
      TRUE - Successfully set

    • recoveryState

      public CreditCurve recoveryState​(EntityRecoveryLabel recoveryLabel)
      Retrieve the Recovery Latent State from the Label
      Parameters:
      recoveryLabel - The Recovery Latent State Label
      Returns:
      The Recovery Latent State from the Label

    • setRecoveryState

      public boolean setRecoveryState​(CreditCurve rc)
      (Re)-set the Recovery State for the specified Recovery Latent State Label
      Parameters:
      rc - The Recovery State
      Returns:
      TRUE - Successfully set

    • repoState

      public RepoCurve repoState​(RepoLabel repoLabel)
      Retrieve the Repo Latent State Corresponding to the Label
      Parameters:
      repoLabel - Repo Latent State Label
      Returns:
      The Repo Latent State

    • setRepoState

      public boolean setRepoState​(RepoCurve repoState)
      (Re)-set the Repo State
      Parameters:
      repoState - Repo State
      Returns:
      TRUE - Successfully set

    • collateralVolatility

      public VolatilityCurve collateralVolatility​(CollateralLabel collateralLabel)
      Retrieve the Volatility Curve for the specified Collateral Label
      Parameters:
      collateralLabel - The Collateral Currency
      Returns:
      The Volatility Curve for the Collateral Label

    • setCollateralVolatility

      public boolean setCollateralVolatility​(VolatilityCurve vcCollateral)
      (Re)-set the Volatility Curve for the specified Collateral Label
      Parameters:
      vcCollateral - The Collateral Volatility Curve
      Returns:
      TRUE - Successfully set

    • creditVolatility

      public VolatilityCurve creditVolatility​(EntityCDSLabel creditLabel)
      Retrieve the Volatility Curve for the Credit Latent State
      Parameters:
      creditLabel - The Credit Curve Latent State Label
      Returns:
      The Volatility Curve for the Credit Latent State

    • setCreditVolatility

      public boolean setCreditVolatility​(VolatilityCurve vcCredit)
      (Re)-set the Volatility Curve for the Credit Latent State
      Parameters:
      vcCredit - The Credit Volatility Curve
      Returns:
      TRUE - Successfully set

    • customVolatility

      public VolatilityCurve customVolatility​(CustomLabel customLabel)
      Retrieve the Volatility Curve for the Custom Metric Latent State
      Parameters:
      customLabel - The Custom Metric Latent State Label
      Returns:
      The Volatility Curve for the Custom Metric Latent State

    • setCustomVolatility

      public boolean setCustomVolatility​(VolatilityCurve vcCustom)
      (Re)-set the Custom Metric Volatility Curve
      Parameters:
      vcCustom - The Custom Metric Volatility Curve
      Returns:
      TRUE - Successfully set

    • equityVolatility

      public VolatilityCurve equityVolatility​(EntityEquityLabel equityLabel)
      Retrieve the Volatility Curve for the Equity Latent State
      Parameters:
      equityLabel - The Equity Latent State Label
      Returns:
      The Volatility Curve for the Equity Latent State

    • setEquityVolatility

      public boolean setEquityVolatility​(VolatilityCurve vcEquity)
      (Re)-set the Volatility Curve for the Equity Latent State
      Parameters:
      vcEquity - The Equity Volatility Curve
      Returns:
      TRUE - Successfully set

    • forwardVolatility

      public VolatilityCurve forwardVolatility​(ForwardLabel forwardLabel)
      Retrieve the Volatility Curve for the specified Forward Latent State Label
      Parameters:
      forwardLabel - The Forward Latent State Label
      Returns:
      The Volatility Curve for the Forward Label

    • setForwardVolatility

      public boolean setForwardVolatility​(VolatilityCurve vcForward)
      (Re)-set the Volatility Curve for the specified Forward Latent State Label
      Parameters:
      vcForward - The Forward Volatility Curve
      Returns:
      TRUE - Successfully set

    • fundingVolatility

      public VolatilityCurve fundingVolatility​(FundingLabel fundingLabel)
      Retrieve the Volatility Curve for the Funding Latent State Label
      Parameters:
      fundingLabel - The Funding Latent State Label
      Returns:
      The Volatility Curve for the Funding Label

    • setFundingVolatility

      public boolean setFundingVolatility​(VolatilityCurve vcFunding)
      (Re)-set the Volatility Curve for the Funding Latent State Label
      Parameters:
      vcFunding - The Funding Volatility Curve
      Returns:
      TRUE - Successfully set

    • fxVolatility

      public VolatilityCurve fxVolatility​(FXLabel fxLabel)
      Retrieve the Volatility Curve for the specified FX Latent State Label
      Parameters:
      fxLabel - The FX Latent State Label
      Returns:
      The Volatility Curve for the FX Latent State Label

    • setFXVolatility

      public boolean setFXVolatility​(VolatilityCurve vcFX)
      (Re)-set the Volatility Curve for the specified FX Latent State
      Parameters:
      vcFX - The FX Volatility Surface
      Returns:
      TRUE - Successfully set

    • govvieVolatility

      public VolatilityCurve govvieVolatility​(GovvieLabel govvieLabel)
      Retrieve the Volatility Curve for the specified Govvie Latent State
      Parameters:
      govvieLabel - The Govvie Latent State Label
      Returns:
      The Volatility Curve for the Govvie Latent State

    • setGovvieVolatility

      public boolean setGovvieVolatility​(VolatilityCurve vcGovvie)
      (Re)-set the Volatility Curve for the Govvie Latent State
      Parameters:
      vcGovvie - The Govvie Volatility Curve
      Returns:
      TRUE - Successfully set

    • overnightVolatility

      public VolatilityCurve overnightVolatility​(OvernightLabel overnightLabel)
      Retrieve the Volatility Curve for the Overnight Latent State Label
      Parameters:
      overnightLabel - The Overnight Latent State Label
      Returns:
      The Volatility Curve for the Overnight Label

    • setOvernightVolatility

      public boolean setOvernightVolatility​(VolatilityCurve vcOvernight)
      (Re)-set the Volatility Curve for the Overnight Latent State Label
      Parameters:
      vcOvernight - The Overnight Volatility Surface
      Returns:
      TRUE - Successfully set

    • paydownVolaitlity

      public VolatilityCurve paydownVolaitlity​(PaydownLabel paydownLabel)
      Retrieve the Volatility Curve for the specified Pay-down Latent State
      Parameters:
      paydownLabel - The Pay Down Latent State Label
      Returns:
      The Volatility Curve for the Pay-down Latent State

    • setPaydownVolatility

      public boolean setPaydownVolatility​(VolatilityCurve vcPaydown)
      (Re)-set the Volatility Curve for the Pay-down Latent State
      Parameters:
      vcPaydown - The Pay down Volatility Curve
      Returns:
      TRUE - Successfully set

    • ratingVolaitlity

      public VolatilityCurve ratingVolaitlity​(RatingLabel ratingLabel)
      Retrieve the Volatility Curve for the specified Rating Latent State
      Parameters:
      ratingLabel - The Rating Latent State Label
      Returns:
      The Volatility Curve for the Rating Latent State

    • setRatingVolatility

      public boolean setRatingVolatility​(VolatilityCurve vcRating)
      (Re)-set the Volatility Curve for the Rating Latent State
      Parameters:
      vcRating - The Rating Volatility Curve
      Returns:
      TRUE - Successfully set

    • recoveryVolatility

      public VolatilityCurve recoveryVolatility​(EntityRecoveryLabel recoveryLabel)
      Retrieve the Volatility Curve for the specified Recovery Latent State
      Parameters:
      recoveryLabel - The Recovery Latent State Label
      Returns:
      The Volatility Curve for the Recovery Latent State

    • setRecoveryVolatility

      public boolean setRecoveryVolatility​(VolatilityCurve vcRecovery)
      (Re)-set the Volatility Curve for the Recovery Latent State
      Parameters:
      vcRecovery - The Recovery Volatility Surface
      Returns:
      TRUE - Successfully set

    • repoVolatility

      public VolatilityCurve repoVolatility​(RepoLabel repoLabel)
      Retrieve the Volatility Curve for the Repo Latent State Label
      Parameters:
      repoLabel - The Repo Latent State Label
      Returns:
      The Volatility Curve for the Repo Label

    • setRepoVolatility

      public boolean setRepoVolatility​(VolatilityCurve vcRepo)
      (Re)-set the Volatility Curve for the Repo Latent State Label
      Parameters:
      vcRepo - The Repo Volatility Curve
      Returns:
      TRUE - Successfully set

    • collateralCollateralCorrelation

      public R1ToR1 collateralCollateralCorrelation​(java.lang.String strCurrency1, java.lang.String strCurrency2)
      Retrieve the Correlation Surface for the specified Collateral Currency Pair
      Parameters:
      strCurrency1 - Collateral Currency #1
      strCurrency2 - Collateral Currency #2
      Returns:
      The Correlation Surface for the specified Collateral Currency Pair

    • setCollateralCollateralCorrelation

      public boolean setCollateralCollateralCorrelation​(java.lang.String strCurrency1, java.lang.String strCurrency2, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Collateral Currency Pair
      Parameters:
      strCurrency1 - Collateral Currency #1
      strCurrency2 - Collateral Currency #2
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • creditCreditCorrelation

      public R1ToR1 creditCreditCorrelation​(EntityCDSLabel creditLabel1, EntityCDSLabel creditLabel2)
      Retrieve the Correlation Surface between the Pair of Credit Latent States
      Parameters:
      creditLabel1 - The Credit Curve Latent State Label #1
      creditLabel2 - The Credit Curve Latent State Label #2
      Returns:
      The Correlation Surface between the Pair of Credit Latent States

    • setCreditCreditCorrelation

      public boolean setCreditCreditCorrelation​(EntityCDSLabel creditLabel1, EntityCDSLabel creditLabel2, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Pair of Credit Latent States
      Parameters:
      creditLabel1 - The Credit Curve Latent State Label #1
      creditLabel2 - The Credit Curve Latent State Label #2
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • customCustomCorrelation

      public R1ToR1 customCustomCorrelation​(CustomLabel customLabel1, CustomLabel customLabel2)
      Retrieve the Correlation Surface between the Custom Metric Latent State Pair
      Parameters:
      customLabel1 - The Custom Metric Latent State Label #1
      customLabel2 - The Custom Metric Latent State Label #2
      Returns:
      The Correlation Surface between the Custom Metric Latent State Pair

    • setCustomCustomCorrelation

      public boolean setCustomCustomCorrelation​(CustomLabel customLabel1, CustomLabel customLabel2, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Custom Metric Latent State Pair
      Parameters:
      customLabel1 - The Custom Metric Latent State Label #1
      customLabel2 - The Custom Metric Latent State Label #2
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • equityEquityCorrelation

      public R1ToR1 equityEquityCorrelation​(EntityEquityLabel equityLabel1, EntityEquityLabel equityLabel2)
      Retrieve the Correlation Surface between the Pair of Equity Latent States
      Parameters:
      equityLabel1 - Equity Curve Latent State Label #1
      equityLabel2 - EquityCurve Latent State Label #2
      Returns:
      The Correlation Surface between the Pair of Equity Latent States

    • setEquityEquityCorrelation

      public boolean setEquityEquityCorrelation​(EntityEquityLabel equityLabel1, EntityEquityLabel equityLabel2, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Pair of Equity Latent States
      Parameters:
      equityLabel1 - EquityCurve Latent State Label #1
      equityLabel2 - EquityCurve Latent State Label #2
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • forwardForwardCorrelation

      public R1ToR1 forwardForwardCorrelation​(ForwardLabel forwardLabel1, ForwardLabel forwardLabel2)
      Retrieve the Correlation Surface between the Pair of Forward Latent States
      Parameters:
      forwardLabel1 - Forward Curve Latent State Label #1
      forwardLabel2 - Forward Curve Latent State Label #2
      Returns:
      The Correlation Surface between the Pair of Forward Latent States

    • setForwardForwardCorrelation

      public boolean setForwardForwardCorrelation​(ForwardLabel forwardLabel1, ForwardLabel forwardLabel2, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Pair of Forward Latent States
      Parameters:
      forwardLabel1 - Forward Curve Latent State Label #1
      forwardLabel2 - Forward Curve Latent State Label #2
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fundingFundingCorrelation

      public R1ToR1 fundingFundingCorrelation​(FundingLabel fundingLabel1, FundingLabel fundingLabel2)
      Retrieve the Correlation Surface between the Pair of Funding Latent States
      Parameters:
      fundingLabel1 - Funding Latent State Label #1
      fundingLabel2 - Funding Latent State Label #2
      Returns:
      The Correlation Surface between the Pair of Funding Latent States

    • setFundingFundingCorrelation

      public boolean setFundingFundingCorrelation​(FundingLabel fundingLabel1, FundingLabel fundingLabel2, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Pair of Funding Latent States
      Parameters:
      fundingLabel1 - Funding Latent State Label #1
      fundingLabel2 - Funding Latent State Label #2
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fxFXCorrelation

      public R1ToR1 fxFXCorrelation​(FXLabel fxLabel1, FXLabel fxLabel2)
      Retrieve the Correlation Surface for the specified FX Latent State Label Set
      Parameters:
      fxLabel1 - The FX Latent State Label #1
      fxLabel2 - The FX Latent State Label #2
      Returns:
      The Correlation Surface for the specified FX Latent State Label Set

    • setFXFXCorrelation

      public boolean setFXFXCorrelation​(FXLabel fxLabel1, FXLabel fxLabel2, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified FX Latent State Label Set
      Parameters:
      fxLabel1 - The FX Latent State Label #1
      fxLabel2 - The FX Latent State Label #2
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • govvieGovvieCorrelation

      public R1ToR1 govvieGovvieCorrelation​(GovvieLabel govvieLabel1, GovvieLabel govvieLabel2)
      Retrieve the Correlation Surface for the specified Govvie Latent State Pair
      Parameters:
      govvieLabel1 - The Govvie Curve Latent State Label #1
      govvieLabel2 - The Govvie Curve Latent State Label #2
      Returns:
      The Correlation Surface for the specified Govvie Latent State Pair

    • setGovvieGovvieCorrelation

      public boolean setGovvieGovvieCorrelation​(GovvieLabel govvieLabel1, GovvieLabel govvieLabel2, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the Govvie Latent State Pair
      Parameters:
      govvieLabel1 - The Govvie Curve Latent State Label #1
      govvieLabel2 - The Govvie Curve Latent State Label #2
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • overnightOvernightCorrelation

      public R1ToR1 overnightOvernightCorrelation​(OvernightLabel overnightLabel1, OvernightLabel overnightLabel2)
      Retrieve the Correlation Surface between the Pair of Overnight Latent States
      Parameters:
      overnightLabel1 - Overnight Latent State Label #1
      overnightLabel2 - Overnight Latent State Label #2
      Returns:
      The Correlation Surface between the Pair of Overnight Latent States

    • setOvernightOvernightCorrelation

      public boolean setOvernightOvernightCorrelation​(OvernightLabel overnightLabel1, OvernightLabel overnightLabel2, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Pair of Overnight Latent States
      Parameters:
      overnightLabel1 - Overnight Latent State Label #1
      overnightLabel2 - Overnight Latent State Label #2
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • paydownPaydownCorrelation

      public R1ToR1 paydownPaydownCorrelation​(PaydownLabel paydownLabel1, PaydownLabel paydownLabel2)
      Retrieve the Correlation Surface for the specified Pay-down Latent State Pair
      Parameters:
      paydownLabel1 - The Pay-down Curve Latent State Label #1
      paydownLabel2 - The Pay-down Curve Latent State Label #2
      Returns:
      The Correlation Surface for the specified Pay-down Latent State Pair

    • setPaydownPaydownCorrelation

      public boolean setPaydownPaydownCorrelation​(PaydownLabel paydownLabel1, PaydownLabel paydownLabel2, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the Pay-down Latent State Pair
      Parameters:
      paydownLabel1 - The Pay-down Curve Latent State Label #1
      paydownLabel2 - The Pay-down Curve Latent State Label #2
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • recoveryRecoveryCorrelation

      public R1ToR1 recoveryRecoveryCorrelation​(EntityRecoveryLabel recoveryLabel1, EntityRecoveryLabel recoveryLabel2)
      Retrieve the Correlation Surface for the specified Recovery Latent State Pair
      Parameters:
      recoveryLabel1 - The Recovery Curve Latent State Label #1
      recoveryLabel2 - The Recovery Curve Latent State Label #2
      Returns:
      The Correlation Surface for the specified Recovery Latent State Pair

    • setRecoveryRecoveryCorrelation

      public boolean setRecoveryRecoveryCorrelation​(EntityRecoveryLabel recoveryLabel1, EntityRecoveryLabel recoveryLabel2, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the Recovery Latent State Pair
      Parameters:
      recoveryLabel1 - The Recovery Curve Latent State Label #1
      recoveryLabel2 - The Recovery Curve Latent State Label #2
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • repoRepoCorrelation

      public R1ToR1 repoRepoCorrelation​(RepoLabel repoLabel1, RepoLabel repoLabel2)
      Retrieve the Correlation Surface between the Pair of Repo Latent States
      Parameters:
      repoLabel1 - Repo Latent State Label #1
      repoLabel2 - Repo Latent State Label #2
      Returns:
      The Correlation Surface between the Pair of Repo Latent States

    • setRepoRepoCorrelation

      public boolean setRepoRepoCorrelation​(RepoLabel repoLabel1, RepoLabel repoLabel2, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Pair of Repo Latent States
      Parameters:
      repoLabel1 - Repo Latent State Label #1
      repoLabel2 - Repo Latent State Label #2
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • collateralCreditCorrelation

      public R1ToR1 collateralCreditCorrelation​(java.lang.String strCollateralCurrency, EntityCDSLabel creditLabel)
      Retrieve the Correlation Surface between the Collateral and the Credit Latent States
      Parameters:
      strCollateralCurrency - The Collateral Currency
      creditLabel - The Credit Curve Latent State Label
      Returns:
      The Correlation Surface between the Collateral and the Credit Latent States

    • setCollateralCreditCorrelation

      public boolean setCollateralCreditCorrelation​(java.lang.String strCollateralCurrency, EntityCDSLabel creditLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Collateral and the Credit Latent States
      Parameters:
      strCollateralCurrency - The Collateral Currency
      creditLabel - The Credit Curve Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • collateralCustomCorrelation

      public R1ToR1 collateralCustomCorrelation​(java.lang.String strCollateralCurrency, CustomLabel customLabel)
      Retrieve the Correlation Surface between the Collateral and the Custom Metric Latent States
      Parameters:
      strCollateralCurrency - The Collateral Currency
      customLabel - The Custom Metric Latent State Label
      Returns:
      The Correlation Surface between the Collateral and the Custom Metric Latent States

    • setCollateralCustomCorrelation

      public boolean setCollateralCustomCorrelation​(java.lang.String strCollateralCurrency, CustomLabel customLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Collateral and the Custom Metric Latent States
      Parameters:
      strCollateralCurrency - The Collateral Currency
      customLabel - The Custom Metric Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • collateralForwardCorrelation

      public R1ToR1 collateralForwardCorrelation​(java.lang.String strCollateralCurrency, ForwardLabel forwardLabel)
      Retrieve the Correlation Surface between the Collateral and the Forward Latent States
      Parameters:
      strCollateralCurrency - The Collateral Currency
      forwardLabel - The Forward Latent State Label
      Returns:
      The Correlation Surface between the Collateral and the Forward Latent States

    • setCollateralEquityCorrelation

      public boolean setCollateralEquityCorrelation​(java.lang.String strCollateralCurrency, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Collateral and the Equity Latent States
      Parameters:
      strCollateralCurrency - The Collateral Currency
      equityLabel - The Equity Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • collateralEquityCorrelation

      public R1ToR1 collateralEquityCorrelation​(java.lang.String strCollateralCurrency, EntityEquityLabel equityLabel)
      Retrieve the Correlation Surface between the Collateral and the Equity Latent States
      Parameters:
      strCollateralCurrency - The Collateral Currency
      equityLabel - The Equity Latent State Label
      Returns:
      The Correlation Surface between the Collateral and the Equity Latent States

    • setCollateralForwardCorrelation

      public boolean setCollateralForwardCorrelation​(java.lang.String strCollateralCurrency, ForwardLabel forwardLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Collateral and the Forward Latent States
      Parameters:
      strCollateralCurrency - The Collateral Currency
      forwardLabel - The Forward Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • collateralFundingCorrelation

      public R1ToR1 collateralFundingCorrelation​(java.lang.String strCollateralCurrency, FundingLabel fundingLabel)
      Retrieve the Correlation Surface between the Collateral and the Funding Latent States
      Parameters:
      strCollateralCurrency - The Collateral Currency
      fundingLabel - The Funding Latent State Label
      Returns:
      The Correlation Surface between the Collateral and the Funding Latent States

    • setCollateralFundingCorrelation

      public boolean setCollateralFundingCorrelation​(java.lang.String strCollateralCurrency, FundingLabel fundingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Collateral and the Funding Latent States
      Parameters:
      strCollateralCurrency - The Collateral Currency
      fundingLabel - The Funding Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • collateralFXCorrelation

      public R1ToR1 collateralFXCorrelation​(java.lang.String strCollateralCurrency, FXLabel fxLabel)
      Retrieve the Correlation Surface for the specified Collateral and the FX Latent State Label
      Parameters:
      strCollateralCurrency - The Collateral Currency
      fxLabel - The FX Latent State Label
      Returns:
      The Correlation Surface for the specified Collateral and the FX Latent State Label

    • setCollateralFXCorrelation

      public boolean setCollateralFXCorrelation​(java.lang.String strCollateralCurrency, FXLabel fxLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Collateral and FX Latent States
      Parameters:
      strCollateralCurrency - The Collateral Currency
      fxLabel - The FX Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • collateralGovvieCorrelation

      public R1ToR1 collateralGovvieCorrelation​(java.lang.String strCollateralCurrency, GovvieLabel govvieLabel)
      Retrieve the Correlation Surface for the specified Collateral and Govvie Latent State Labels
      Parameters:
      strCollateralCurrency - The Collateral Currency
      govvieLabel - The Govvie Latent State Label
      Returns:
      The Correlation Surface for the specified Collateral and Govvie Latent State Labels

    • setCollateralGovvieCorrelation

      public boolean setCollateralGovvieCorrelation​(java.lang.String strCollateralCurrency, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Collateral and Govvie Latent State Labels
      Parameters:
      strCollateralCurrency - The Collateral Currency
      govvieLabel - The Govvie Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • collateralOvernightCorrelation

      public R1ToR1 collateralOvernightCorrelation​(java.lang.String strCollateralCurrency, OvernightLabel overnightLabel)
      Retrieve the Correlation Surface between the Collateral and the Overnight Latent States
      Parameters:
      strCollateralCurrency - The Collateral Currency
      overnightLabel - The Overnight Latent State Label
      Returns:
      The Correlation Surface between the Collateral and the Overnight Latent States

    • setCollateralOvernightCorrelation

      public boolean setCollateralOvernightCorrelation​(java.lang.String strCollateralCurrency, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Collateral and the Overnight Latent States
      Parameters:
      strCollateralCurrency - The Collateral Currency
      overnightLabel - The Overnight Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • collateralPaydownCorrelation

      public R1ToR1 collateralPaydownCorrelation​(java.lang.String strCollateralCurrency, PaydownLabel paydownLabel)
      Retrieve the Correlation Surface for the specified Collateral and Pay-down Latent State Labels
      Parameters:
      strCollateralCurrency - The Collateral Currency
      paydownLabel - The Pay-down Latent State Label
      Returns:
      The Correlation Surface for the specified Collateral and Pay-down Latent State Labels

    • setCollateralPaydownCorrelation

      public boolean setCollateralPaydownCorrelation​(java.lang.String strCollateralCurrency, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Collateral and Pay-down Latent State Labels
      Parameters:
      strCollateralCurrency - The Collateral Currency
      paydownLabel - The Pay-down Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • collateralRatingCorrelation

      public R1ToR1 collateralRatingCorrelation​(java.lang.String strCollateralCurrency, RatingLabel ratingLabel)
      Retrieve the Correlation Surface for the specified Collateral and Rating Latent State Labels
      Parameters:
      strCollateralCurrency - The Collateral Currency
      ratingLabel - The Rating Latent State Label
      Returns:
      The Correlation Surface for the specified Collateral and Rating Latent State Labels

    • setCollateralRatingCorrelation

      public boolean setCollateralRatingCorrelation​(java.lang.String strCollateralCurrency, RatingLabel ratingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Collateral and Rating Latent State Labels
      Parameters:
      strCollateralCurrency - The Collateral Currency
      ratingLabel - The Rating Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • collateralRecoveryCorrelation

      public R1ToR1 collateralRecoveryCorrelation​(java.lang.String strCollateralCurrency, EntityRecoveryLabel recoveryLabel)
      Retrieve the Correlation Surface for the specified Collateral and Recovery Latent State Labels
      Parameters:
      strCollateralCurrency - The Collateral Currency
      recoveryLabel - The Recovery Latent State Label
      Returns:
      The Correlation Surface for the specified Collateral and Recovery Latent State Labels

    • setCollateralRecoveryCorrelation

      public boolean setCollateralRecoveryCorrelation​(java.lang.String strCollateralCurrency, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Collateral and Recovery Latent State Labels
      Parameters:
      strCollateralCurrency - The Collateral Currency
      recoveryLabel - The Recovery Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • collateralRepoCorrelation

      public R1ToR1 collateralRepoCorrelation​(java.lang.String strCollateralCurrency, RepoLabel repoLabel)
      Retrieve the Correlation Surface for the specified Collateral and Repo Latent State Labels
      Parameters:
      strCollateralCurrency - The Collateral Currency
      repoLabel - The Repo Latent State Label
      Returns:
      The Correlation Surface for the specified Collateral and Repo Latent State Labels

    • setCollateralRepoCorrelation

      public boolean setCollateralRepoCorrelation​(java.lang.String strCollateralCurrency, RepoLabel repoLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Collateral and Repo Latent State Labels
      Parameters:
      strCollateralCurrency - The Collateral Currency
      repoLabel - The Repo Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • creditCustomMetricCorrelation

      public R1ToR1 creditCustomMetricCorrelation​(EntityCDSLabel creditLabel, CustomLabel customLabel)
      Retrieve the Correlation Surface between the Credit and the Custom Metric Latent States
      Parameters:
      creditLabel - The Credit Latent State Label
      customLabel - The Custom Metric Latent State Label
      Returns:
      The Correlation Surface between the Credit and the Custom Metric Latent States

    • setCreditCustomCorrelation

      public boolean setCreditCustomCorrelation​(EntityCDSLabel creditLabel, CustomLabel customLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Credit and the Custom Metric Latent States
      Parameters:
      creditLabel - The Credit Latent State Label
      customLabel - The Custom Metric Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • creditEquityCorrelation

      public R1ToR1 creditEquityCorrelation​(EntityCDSLabel creditLabel, EntityEquityLabel equityLabel)
      Retrieve the Correlation Surface between the Credit and the Equity Latent States
      Parameters:
      creditLabel - The Credit Curve Label
      equityLabel - The Equity Latent State Label
      Returns:
      The Correlation Surface between the Credit and the Equity Latent States

    • setCreditEquityCorrelation

      public boolean setCreditEquityCorrelation​(EntityCDSLabel creditLabel, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Credit and the Equity Latent States
      Parameters:
      creditLabel - The Credit Curve Label
      equityLabel - The Equity Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • creditForwardCorrelation

      public R1ToR1 creditForwardCorrelation​(EntityCDSLabel creditLabel, ForwardLabel forwardLabel)
      Retrieve the Correlation Surface between the Credit and the Forward Latent States
      Parameters:
      creditLabel - The Credit Curve Label
      forwardLabel - The Forward Latent State Label
      Returns:
      The Correlation Surface between the Credit and the Forward Latent States

    • setCreditForwardCorrelation

      public boolean setCreditForwardCorrelation​(EntityCDSLabel creditLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Credit and the Forward Latent States
      Parameters:
      creditLabel - The Credit Curve Label
      forwardLabel - The Forward Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • creditFundingCorrelation

      public R1ToR1 creditFundingCorrelation​(EntityCDSLabel creditLabel, FundingLabel fundingLabel)
      Retrieve the Correlation Surface between the Credit and the Funding Latent States
      Parameters:
      creditLabel - The Credit Curve Latent State Label
      fundingLabel - The Funding Latent State Label
      Returns:
      The Correlation Surface between the Credit and the Funding Latent States

    • setCreditFundingCorrelation

      public boolean setCreditFundingCorrelation​(EntityCDSLabel creditLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Credit and the Funding Latent States
      Parameters:
      creditLabel - The Credit Curve Label
      fundingLabel - The Funding Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • creditFXCorrelation

      public R1ToR1 creditFXCorrelation​(EntityCDSLabel creditLabel, FXLabel fxLabel)
      Retrieve the Correlation Surface between the Credit and the FX Latent State Labels
      Parameters:
      creditLabel - The Credit Curve Label
      fxLabel - The FX Latent State Label
      Returns:
      The Correlation Surface between the Credit and the FX Latent State Labels

    • setCreditFXCorrelation

      public boolean setCreditFXCorrelation​(EntityCDSLabel creditLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Credit and the FX Latent States
      Parameters:
      creditLabel - The Credit Curve Label
      fxLabel - The FX Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • creditGovvieCorrelation

      public R1ToR1 creditGovvieCorrelation​(EntityCDSLabel creditLabel, GovvieLabel govvieLabel)
      Retrieve the Correlation Surface between the Credit and the Govvie Latent State Labels
      Parameters:
      creditLabel - The Credit Curve Label
      govvieLabel - The Govvie Latent State Label
      Returns:
      The Correlation Surface between the Credit and the Govvie Latent State Labels

    • setCreditGovvieCorrelation

      public boolean setCreditGovvieCorrelation​(EntityCDSLabel creditLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Credit and the Govvie Latent States
      Parameters:
      creditLabel - The Credit Curve Latent State Label
      govvieLabel - The Govvie Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • creditOvernightCorrelation

      public R1ToR1 creditOvernightCorrelation​(EntityCDSLabel creditLabel, OvernightLabel overnightLabel)
      Retrieve the Correlation Surface between the Credit and the Overnight Latent States
      Parameters:
      creditLabel - The Credit Curve Latent State Label
      overnightLabel - The Overnight Latent State Label
      Returns:
      The Correlation Surface between the Credit and the Overnight Latent States

    • setCreditOvernightCorrelation

      public boolean setCreditOvernightCorrelation​(EntityCDSLabel creditLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Credit and the Overnight Latent States
      Parameters:
      creditLabel - The Credit Curve Label
      overnightLabel - The Overnight Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • creditPaydownCorrelation

      public R1ToR1 creditPaydownCorrelation​(EntityCDSLabel creditLabel, PaydownLabel paydownLabel)
      Retrieve the Correlation Surface between the Credit and the Pay-down Latent State Labels
      Parameters:
      creditLabel - The Credit Curve Label
      paydownLabel - The Pay-down Latent State Label
      Returns:
      The Correlation Surface between the Credit and the Pay-down Latent State Labels

    • setCreditPaydownCorrelation

      public boolean setCreditPaydownCorrelation​(EntityCDSLabel creditLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Credit and the Pay-down Latent States
      Parameters:
      creditLabel - The Credit Curve Latent State Label
      paydownLabel - The Pay-down Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • creditRatingCorrelation

      public R1ToR1 creditRatingCorrelation​(EntityCDSLabel creditLabel, RatingLabel ratingLabel)
      Retrieve the Correlation Surface between the Credit and the Rating Latent State Labels
      Parameters:
      creditLabel - The Credit Curve Label
      ratingLabel - The Rating Latent State Label
      Returns:
      The Correlation Surface between the Credit and the Rating Latent State Labels

    • setCreditRatingCorrelation

      public boolean setCreditRatingCorrelation​(EntityCDSLabel creditLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Credit and the Rating Latent States
      Parameters:
      creditLabel - The Credit Curve Latent State Label
      ratingLabel - The Rating Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • creditRepoCorrelation

      public R1ToR1 creditRepoCorrelation​(EntityCDSLabel creditLabel, RepoLabel repoLabel)
      Retrieve the Correlation Surface between the Credit and the Repo Latent State Labels
      Parameters:
      creditLabel - The Credit Curve Label
      repoLabel - The Repo Latent State Label
      Returns:
      The Correlation Surface between the Credit and the Repo Latent State Labels

    • setCreditRepoCorrelation

      public boolean setCreditRepoCorrelation​(EntityCDSLabel creditLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Credit and the Repo Latent States
      Parameters:
      creditLabel - The Credit Curve Latent State Label
      repoLabel - The Repo Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • creditRecoveryCorrelation

      public R1ToR1 creditRecoveryCorrelation​(EntityCDSLabel creditLabel, EntityRecoveryLabel recoveryLabel)
      Retrieve the Correlation Surface between the Credit and the Recovery Latent State Labels
      Parameters:
      creditLabel - The Credit Curve Label
      recoveryLabel - The Recovery Latent State Label
      Returns:
      The Correlation Surface between the Credit and the Recovery Latent State Labels

    • setCreditRecoveryCorrelation

      public boolean setCreditRecoveryCorrelation​(EntityCDSLabel creditLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Credit and the Recovery Latent States
      Parameters:
      creditLabel - The Credit Curve Latent State Label
      recoveryLabel - The Recovery Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • customEquityCorrelation

      public R1ToR1 customEquityCorrelation​(CustomLabel customLabel, EntityEquityLabel equityLabel)
      Retrieve the Correlation Surface between the Custom Metric and the Equity Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      equityLabel - The Equity Latent State Label
      Returns:
      The Correlation Surface between the Custom Metric and the Equity Latent States

    • setCustomEquityCorrelation

      public boolean setCustomEquityCorrelation​(CustomLabel customLabel, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Custom Metric and the Equity Latent States
      Parameters:
      customLabel - The Custom Metric Label
      equityLabel - The Equity Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • customForwardCorrelation

      public R1ToR1 customForwardCorrelation​(CustomLabel customLabel, ForwardLabel forwardLabel)
      Retrieve the Correlation Surface between the Custom Metric and the Forward Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      forwardLabel - The Forward Latent State Label
      Returns:
      The Correlation Surface between the Custom Metric and the Forward Latent States

    • setCustomForwardCorrelation

      public boolean setCustomForwardCorrelation​(CustomLabel customLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Custom Metric and the Forward Latent States
      Parameters:
      customLabel - The Custom Metric Label
      forwardLabel - The Forward Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • customMetricFundingCorrelation

      public R1ToR1 customMetricFundingCorrelation​(CustomLabel customLabel, FundingLabel fundingLabel)
      Retrieve the Correlation Surface between Custom Metric and the Funding Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      fundingLabel - The Funding Latent State Label
      Returns:
      The Correlation Surface between the Custom Metric and the Funding Latent States

    • setCustomFundingCorrelation

      public boolean setCustomFundingCorrelation​(CustomLabel customLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Custom Metric and the Funding Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      fundingLabel - The Funding Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • customFXCorrelation

      public R1ToR1 customFXCorrelation​(CustomLabel customLabel, FXLabel fxLabel)
      Retrieve the Correlation Surface between the Custom Metric and the FX Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      fxLabel - The FX Latent State Label
      Returns:
      The Correlation Surface between the Custom Metric and the FX Latent States

    • setCustomFXCorrelation

      public boolean setCustomFXCorrelation​(CustomLabel customLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Custom Metric and the FX Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      fxLabel - The FX Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • customGovvieCorrelation

      public R1ToR1 customGovvieCorrelation​(CustomLabel customLabel, GovvieLabel govvieLabel)
      Retrieve the Correlation Surface between the Custom Metric and the Govvie Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      govvieLabel - The Govvie Latent State Label
      Returns:
      The Correlation Surface between the Custom Metric and the Govvie Latent States

    • setCustomGovvieCorrelation

      public boolean setCustomGovvieCorrelation​(CustomLabel customLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Custom Metric and the Govvie Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      govvieLabel - The Govvie Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • customOvernightCorrelation

      public R1ToR1 customOvernightCorrelation​(CustomLabel customLabel, OvernightLabel overnightLabel)
      Retrieve the Correlation Surface between the Custom Metric and the Overnight Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      overnightLabel - The Overnight Latent State Label
      Returns:
      The Correlation Surface between the Custom Metric and the Overnight Latent States

    • setCustomOvernightCorrelation

      public boolean setCustomOvernightCorrelation​(CustomLabel customLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Custom Metric and the Overnight Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      overnightLabel - The Overnight Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • customPaydownCorrelation

      public R1ToR1 customPaydownCorrelation​(CustomLabel customLabel, PaydownLabel paydownLabel)
      Retrieve the Correlation Surface between the Custom Metric and the Pay-down Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      paydownLabel - The Pay-down Latent State Label
      Returns:
      The Correlation Surface between the Custom Metric and the Pay-down Latent States

    • setCustomPaydownCorrelation

      public boolean setCustomPaydownCorrelation​(CustomLabel customLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Custom Metric and the Pay-down Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      paydownLabel - The Pay-down Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • customRatingCorrelation

      public R1ToR1 customRatingCorrelation​(CustomLabel customLabel, RatingLabel ratingLabel)
      Retrieve the Correlation Surface between the Custom Metric and the Rating Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      ratingLabel - The Rating Latent State Label
      Returns:
      The Correlation Surface between the Custom Metric and the Rating Latent States

    • setCustomRatingCorrelation

      public boolean setCustomRatingCorrelation​(CustomLabel customLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Custom Metric and the Rating Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      ratingLabel - The Rating Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • customRecoveryCorrelation

      public R1ToR1 customRecoveryCorrelation​(CustomLabel customLabel, EntityRecoveryLabel recoveryLabel)
      Retrieve the Correlation Surface between the Custom Metric and the Recovery Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      recoveryLabel - The Recovery Latent State Label
      Returns:
      The Correlation Surface between the Custom Metric and the Recovery Latent States

    • setCustomRecoveryCorrelation

      public boolean setCustomRecoveryCorrelation​(CustomLabel customLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Custom Metric and the Recovery Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      recoveryLabel - The Recovery Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • customRepoCorrelation

      public R1ToR1 customRepoCorrelation​(CustomLabel customLabel, RepoLabel repoLabel)
      Retrieve the Correlation Surface between the Custom Metric and the Repo Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      repoLabel - The Repo Latent State Label
      Returns:
      The Correlation Surface between the Custom Metric and the Repo Latent States

    • setCustomRepoCorrelation

      public boolean setCustomRepoCorrelation​(CustomLabel customLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Custom Metric and the Repo Latent States
      Parameters:
      customLabel - The Custom Metric Latent State Label
      repoLabel - The Repo Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • equityForwardCorrelation

      public R1ToR1 equityForwardCorrelation​(EntityEquityLabel equityLabel, ForwardLabel forwardLabel)
      Retrieve the Correlation Surface between the Equity and the Forward Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      forwardLabel - The Forward Latent State Label
      Returns:
      The Correlation Surface between the Equity and the Forward Latent States

    • setEquityForwardCorrelation

      public boolean setEquityForwardCorrelation​(EntityEquityLabel equityLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Equity and the Forward Latent States
      Parameters:
      equityLabel - The Equity Label
      forwardLabel - The Forward Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • equityFundingCorrelation

      public R1ToR1 equityFundingCorrelation​(EntityEquityLabel equityLabel, FundingLabel fundingLabel)
      Retrieve the Correlation Surface between Equity and the Funding Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      fundingLabel - The Funding Latent State Label
      Returns:
      The Correlation Surface between the Equity and the Funding Latent States

    • setEquityFundingCorrelation

      public boolean setEquityFundingCorrelation​(EntityEquityLabel equityLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Equity and the Funding Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      fundingLabel - The Funding Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • equityFXCorrelation

      public R1ToR1 equityFXCorrelation​(EntityEquityLabel equityLabel, FXLabel fxLabel)
      Retrieve the Correlation Surface between the Equity and the FX Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      fxLabel - The FX Latent State Label
      Returns:
      The Correlation Surface between the Equity and the FX Latent States

    • setEquityFXCorrelation

      public boolean setEquityFXCorrelation​(EntityEquityLabel equityLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Equity and the FX Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      fxLabel - The FX Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • equityGovvieCorrelation

      public R1ToR1 equityGovvieCorrelation​(EntityEquityLabel equityLabel, GovvieLabel govvieLabel)
      Retrieve the Correlation Surface between the Equity and the Govvie Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      govvieLabel - The Govvie Latent State Label
      Returns:
      The Correlation Surface between the Equity and the Govvie Latent States

    • setEquityGovvieCorrelation

      public boolean setEquityGovvieCorrelation​(EntityEquityLabel equityLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Equity and the Govvie Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      govvieLabel - The Govvie Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • equityOvernightCorrelation

      public R1ToR1 equityOvernightCorrelation​(EntityEquityLabel equityLabel, OvernightLabel overnightLabel)
      Retrieve the Correlation Surface between Equity and the Overnight Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      overnightLabel - The Overnight Latent State Label
      Returns:
      The Correlation Surface between the Equity and the Overnight Latent States

    • setEquityOvernightCorrelation

      public boolean setEquityOvernightCorrelation​(EntityEquityLabel equityLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Equity and the Overnight Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      overnightLabel - The Overnight Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • equityPaydownCorrelation

      public R1ToR1 equityPaydownCorrelation​(EntityEquityLabel equityLabel, PaydownLabel paydownLabel)
      Retrieve the Correlation Surface between the Equity and the Pay-down Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      paydownLabel - The Pay-down Latent State Label
      Returns:
      The Correlation Surface between the Equity and the Pay-down Latent States

    • setEquityPaydownCorrelation

      public boolean setEquityPaydownCorrelation​(EntityEquityLabel equityLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Equity and the Pay-down Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      paydownLabel - The Pay-down Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • equityRecoveryCorrelation

      public R1ToR1 equityRecoveryCorrelation​(EntityEquityLabel equityLabel, EntityRecoveryLabel recoveryLabel)
      Retrieve the Correlation Surface between the Equity and the Recovery Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      recoveryLabel - The Recovery Latent State Label
      Returns:
      The Correlation Surface between the Equity and the Recovery Latent States

    • setEquityRecoveryCorrelation

      public boolean setEquityRecoveryCorrelation​(EntityEquityLabel equityLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Equity and the Recovery Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      recoveryLabel - The Recovery Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • equityRatingCorrelation

      public R1ToR1 equityRatingCorrelation​(EntityEquityLabel equityLabel, RatingLabel ratingLabel)
      Retrieve the Correlation Surface between the Equity and the Rating Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      ratingLabel - The Rating Latent State Label
      Returns:
      The Correlation Surface between the Equity and the Rating Latent States

    • setEquityRatingCorrelation

      public boolean setEquityRatingCorrelation​(EntityEquityLabel equityLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Equity and the Rating Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      ratingLabel - The Rating Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • equityRepoCorrelation

      public R1ToR1 equityRepoCorrelation​(EntityEquityLabel equityLabel, RepoLabel repoLabel)
      Retrieve the Correlation Surface between the Equity and the Repo Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      repoLabel - The Repo Latent State Label
      Returns:
      The Correlation Surface between the Equity and the Repo Latent States

    • setEquityRepoCorrelation

      public boolean setEquityRepoCorrelation​(EntityEquityLabel equityLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Equity and the Repo Latent States
      Parameters:
      equityLabel - The Equity Latent State Label
      repoLabel - The Repo Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • forwardFundingCorrelation

      public R1ToR1 forwardFundingCorrelation​(ForwardLabel forwardLabel, FundingLabel fundingLabel)
      Retrieve the Correlation Surface between the Forward and the Funding Latent States
      Parameters:
      forwardLabel - The Forward Latent State Label
      fundingLabel - The Funding Latent State Label
      Returns:
      The Correlation Surface between the Forward and the Funding Latent States

    • setForwardFundingCorrelation

      public boolean setForwardFundingCorrelation​(ForwardLabel forwardLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Forward and the Funding Latent States
      Parameters:
      forwardLabel - The Forward Curve Latent State Label
      fundingLabel - The Funding Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • forwardFXCorrelation

      public R1ToR1 forwardFXCorrelation​(ForwardLabel forwardLabel, FXLabel fxLabel)
      Retrieve the Correlation Surface between the Forward and the FX Latent State Labels
      Parameters:
      forwardLabel - The Forward Curve Latent State Label
      fxLabel - The FX Latent State Label
      Returns:
      The Correlation Surface between the Forward and the FX Latent State Labels

    • setForwardFXCorrelation

      public boolean setForwardFXCorrelation​(ForwardLabel forwardLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Forward and the FX Latent State Labels
      Parameters:
      forwardLabel - The Forward Curve Latent State Label
      fxLabel - The FX Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • forwardGovvieCorrelation

      public R1ToR1 forwardGovvieCorrelation​(ForwardLabel forwardLabel, GovvieLabel govvieLabel)
      Retrieve the Correlation Surface between the Forward and the Govvie Latent States
      Parameters:
      forwardLabel - The Forward Curve Latent State Label
      govvieLabel - The Govvie Latent State Label
      Returns:
      The Correlation Surface between the Forward and the Govvie Latent States

    • setForwardGovvieCorrelation

      public boolean setForwardGovvieCorrelation​(ForwardLabel forwardLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Forward and the Govvie Latent States
      Parameters:
      forwardLabel - The Forward Curve Latent State Label
      govvieLabel - The Govvie Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • forwardOvernightCorrelation

      public R1ToR1 forwardOvernightCorrelation​(ForwardLabel forwardLabel, OvernightLabel overnightLabel)
      Retrieve the Correlation Surface between the Forward and the Overnight Latent States
      Parameters:
      forwardLabel - The Forward Latent State Label
      overnightLabel - The Overnight Latent State Label
      Returns:
      The Correlation Surface between the Forward and the Overnight Latent States

    • setForwardOvernightCorrelation

      public boolean setForwardOvernightCorrelation​(ForwardLabel forwardLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Forward and the Overnight Latent States
      Parameters:
      forwardLabel - The Forward Curve Latent State Label
      overnightLabel - The Overnight Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • forwardPaydownCorrelation

      public R1ToR1 forwardPaydownCorrelation​(ForwardLabel forwardLabel, PaydownLabel paydownLabel)
      Retrieve the Correlation Surface between the Forward and the Pay-down Latent States
      Parameters:
      forwardLabel - The Forward Curve Latent State Label
      paydownLabel - The Pay-down Latent State Label
      Returns:
      The Correlation Surface between the Forward and the Pay-down Latent States

    • setForwardPaydownCorrelation

      public boolean setForwardPaydownCorrelation​(ForwardLabel forwardLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Forward and the Pay-down Latent States
      Parameters:
      forwardLabel - The Forward Curve Latent State Label
      paydownLabel - The Pay-down Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • forwardRatingCorrelation

      public R1ToR1 forwardRatingCorrelation​(ForwardLabel forwardLabel, RatingLabel ratingLabel)
      Retrieve the Correlation Surface between the Forward and the Rating Latent States
      Parameters:
      forwardLabel - The Forward Curve Latent State Label
      ratingLabel - The Rating Latent State Label
      Returns:
      The Correlation Surface between the Forward and the Rating Latent States

    • setForwardRatingCorrelation

      public boolean setForwardRatingCorrelation​(ForwardLabel forwardLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Forward and the Rating Latent States
      Parameters:
      forwardLabel - The Forward Curve Latent State Label
      ratingLabel - The Rating Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • forwardRecoveryCorrelation

      public R1ToR1 forwardRecoveryCorrelation​(ForwardLabel forwardLabel, EntityRecoveryLabel recoveryLabel)
      Retrieve the Correlation Surface between the Forward and the Recovery Latent States
      Parameters:
      forwardLabel - The Forward Curve Latent State Label
      recoveryLabel - The Recovery Latent State Label
      Returns:
      The Correlation Surface between the Forward and the Recovery Latent States

    • setForwardRecoveryCorrelation

      public boolean setForwardRecoveryCorrelation​(ForwardLabel forwardLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Forward and the Recovery Latent States
      Parameters:
      forwardLabel - The Forward Curve Latent State Label
      recoveryLabel - The Recovery Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • forwardRepoCorrelation

      public R1ToR1 forwardRepoCorrelation​(ForwardLabel forwardLabel, RepoLabel repoLabel)
      Retrieve the Correlation Surface between the Forward and the Repo Latent States
      Parameters:
      forwardLabel - The Forward Curve Latent State Label
      repoLabel - The Repo Latent State Label
      Returns:
      The Correlation Surface between the Forward and the Repo Latent States

    • setForwardRepoCorrelation

      public boolean setForwardRepoCorrelation​(ForwardLabel forwardLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Forward and the Repo Latent States
      Parameters:
      forwardLabel - The Forward Curve Latent State Label
      repoLabel - The Repo Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fundingFXCorrelation

      public R1ToR1 fundingFXCorrelation​(FundingLabel fundingLabel, FXLabel fxLabel)
      Retrieve the Correlation Surface between the Funding and the FX Latent States
      Parameters:
      fundingLabel - The Funding Latent State Label
      fxLabel - The FX Latent State Label
      Returns:
      The Correlation Surface between the Funding and the FX Latent States

    • setFundingFXCorrelation

      public boolean setFundingFXCorrelation​(FundingLabel fundingLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Funding and the FX Latent States
      Parameters:
      fundingLabel - The Funding Latent State Label
      fxLabel - The FX Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fundingGovvieCorrelation

      public R1ToR1 fundingGovvieCorrelation​(FundingLabel fundingLabel, GovvieLabel govvieLabel)
      Retrieve the Correlation Surface between the Funding and the Govvie Latent States
      Parameters:
      fundingLabel - The Funding Latent State Label
      govvieLabel - The Govvie Latent State Label
      Returns:
      The Correlation Surface between the Funding and the Govvie Latent States

    • setFundingGovvieCorrelation

      public boolean setFundingGovvieCorrelation​(FundingLabel fundingLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Funding and the Govvie Latent States
      Parameters:
      fundingLabel - The Funding Latent State Label
      govvieLabel - The Govvie Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fundingOvernightCorrelation

      public R1ToR1 fundingOvernightCorrelation​(FundingLabel fundingLabel, OvernightLabel overnightLabel)
      Retrieve the Correlation Surface between the Funding and the Overnight Latent States
      Parameters:
      fundingLabel - The Funding Latent State Label
      overnightLabel - The Overnight Latent State Label
      Returns:
      The Correlation Surface between the Funding and the Overnight Latent States

    • setFundingOvernightCorrelation

      public boolean setFundingOvernightCorrelation​(FundingLabel fundingLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Funding and the Overnight Latent States
      Parameters:
      fundingLabel - The Funding Latent State Label
      overnightLabel - The Overnight Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fundingPaydownCorrelation

      public R1ToR1 fundingPaydownCorrelation​(FundingLabel fundingLabel, PaydownLabel paydownLabel)
      Retrieve the Correlation Surface between the Funding and the Pay-down Latent States
      Parameters:
      fundingLabel - The Funding Latent State Label
      paydownLabel - The Pay-down Latent State Label
      Returns:
      The Correlation Surface between the Funding and the Pay-down Latent States

    • setFundingPaydownCorrelation

      public boolean setFundingPaydownCorrelation​(FundingLabel fundingLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Funding and the Pay-down Latent States
      Parameters:
      fundingLabel - The Funding Latent State Label
      paydownLabel - The Pay-down Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fundingRatingCorrelation

      public R1ToR1 fundingRatingCorrelation​(FundingLabel fundingLabel, RatingLabel ratingLabel)
      Retrieve the Correlation Surface between the Funding and the Rating Latent States
      Parameters:
      fundingLabel - The Funding Latent State Label
      ratingLabel - The Rating Latent State Label
      Returns:
      The Correlation Surface between the Funding and the Rating Latent States

    • setFundingRecoveryCorrelation

      public boolean setFundingRecoveryCorrelation​(FundingLabel fundingLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Funding and the Rating Latent States
      Parameters:
      fundingLabel - The Funding Latent State Label
      ratingLabel - The Rating Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fundingRecoveryCorrelation

      public R1ToR1 fundingRecoveryCorrelation​(FundingLabel fundingLabel, EntityRecoveryLabel recoveryLabel)
      Retrieve the Correlation Surface between the Funding and the Recovery Latent States
      Parameters:
      fundingLabel - The Funding Latent State Label
      recoveryLabel - The Recovery Latent State Label
      Returns:
      The Correlation Surface between the Funding and the Recovery Latent States

    • setFundingRecoveryCorrelation

      public boolean setFundingRecoveryCorrelation​(FundingLabel fundingLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Funding and the Recovery Latent States
      Parameters:
      fundingLabel - The Funding Latent State Label
      recoveryLabel - The Recovery Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fundingRepoCorrelation

      public R1ToR1 fundingRepoCorrelation​(FundingLabel fundingLabel, RepoLabel repoLabel)
      Retrieve the Correlation Surface between the Funding and the Repo Latent States
      Parameters:
      fundingLabel - The Funding Latent State Label
      repoLabel - The Repo Latent State Label
      Returns:
      The Correlation Surface between the Funding and the Repo Latent States

    • setFundingRepoCorrelation

      public boolean setFundingRepoCorrelation​(FundingLabel fundingLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface between the Funding and the Repo Latent States
      Parameters:
      fundingLabel - The Funding Latent State Label
      repoLabel - The Repo Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fxGovvieCorrelation

      public R1ToR1 fxGovvieCorrelation​(FXLabel fxLabel, GovvieLabel govvieLabel)
      Retrieve the Correlation Surface for the specified FX and the Govvie Latent States
      Parameters:
      fxLabel - The FX Latent State Label
      govvieLabel - The Govvie Latent State Label
      Returns:
      The Correlation Surface for the specified FX and the Govvie Latent States

    • setFXGovvieCorrelation

      public boolean setFXGovvieCorrelation​(FXLabel fxLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified FX and the Govvie Latent States
      Parameters:
      fxLabel - The FX Latent State Label
      govvieLabel - The Govvie Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fxOvernightCorrelation

      public R1ToR1 fxOvernightCorrelation​(FXLabel fxLabel, OvernightLabel overnightLabel)
      Retrieve the Correlation Surface for the specified FX and the Overnight Latent States
      Parameters:
      fxLabel - The FX Latent State Label
      overnightLabel - The Overnight Latent State Label
      Returns:
      The Correlation Surface for the specified FX and the Overnight Latent States

    • setFXOvernightCorrelation

      public boolean setFXOvernightCorrelation​(FXLabel fxLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified FX and the Overnight Latent States
      Parameters:
      fxLabel - The FX Latent State Label
      overnightLabel - The Overnight Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fxPaydownCorrelation

      public R1ToR1 fxPaydownCorrelation​(FXLabel fxLabel, PaydownLabel paydownLabel)
      Retrieve the Correlation Surface for the specified FX and the Pay-down Latent States
      Parameters:
      fxLabel - The FX Latent State Label
      paydownLabel - The Pay-down Latent State Label
      Returns:
      The Correlation Surface for the specified FX and the Pay-down Latent States

    • setFXPaydownCorrelation

      public boolean setFXPaydownCorrelation​(FXLabel fxLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified FX and the Pay-down Latent States
      Parameters:
      fxLabel - The FX Latent State Label
      paydownLabel - The Pay-down Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fxRatingCorrelation

      public R1ToR1 fxRatingCorrelation​(FXLabel fxLabel, RatingLabel ratingLabel)
      Retrieve the Correlation Surface for the specified FX and the Rating Latent States
      Parameters:
      fxLabel - The FX Latent State Label
      ratingLabel - The Rating Latent State Label
      Returns:
      The Correlation Surface for the specified FX and the Rating Latent States

    • setFXRatingCorrelation

      public boolean setFXRatingCorrelation​(FXLabel fxLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified FX and the Rating Latent States
      Parameters:
      fxLabel - The FX Latent State Label
      ratingLabel - The Rating Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fxRecoveryCorrelation

      public R1ToR1 fxRecoveryCorrelation​(FXLabel fxLabel, EntityRecoveryLabel recoveryLabel)
      Retrieve the Correlation Surface for the specified FX and the Recovery Latent States
      Parameters:
      fxLabel - The FX Latent State Label
      recoveryLabel - The Recovery Latent State Label
      Returns:
      The Correlation Surface for the specified FX and the Recovery Latent States

    • setFXRecoveryCorrelation

      public boolean setFXRecoveryCorrelation​(FXLabel fxLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified FX and the Recovery Latent States
      Parameters:
      fxLabel - The FX Latent State Label
      recoveryLabel - The Recovery Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • fxRepoCorrelation

      public R1ToR1 fxRepoCorrelation​(FXLabel fxLabel, RepoLabel repoLabel)
      Retrieve the Correlation Surface for the specified FX and the Repo Latent States
      Parameters:
      fxLabel - The FX Latent State Label
      repoLabel - The Repo Latent State Label
      Returns:
      The Correlation Surface for the specified FX and the Repo Latent States

    • setFXRepoCorrelation

      public boolean setFXRepoCorrelation​(FXLabel fxLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified FX and the Repo Latent States
      Parameters:
      fxLabel - The FX Latent State Label
      repoLabel - The Repo Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • setGovvieOvernightCorrelation

      public boolean setGovvieOvernightCorrelation​(GovvieLabel govvieLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Govvie and the Overnight Latent States
      Parameters:
      govvieLabel - The Govvie Latent State Label
      overnightLabel - The Overnight Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • govvieOvernightCorrelation

      public R1ToR1 govvieOvernightCorrelation​(GovvieLabel govvieLabel, OvernightLabel overnightLabel)
      Retrieve the Correlation Surface for the specified Govvie and the Overnight Latent States
      Parameters:
      govvieLabel - The Govvie Latent State Label
      overnightLabel - The Overnight Latent State Label
      Returns:
      The Correlation Surface for the specified Govvie and the Overnight Latent States

    • govviePaydownCorrelation

      public R1ToR1 govviePaydownCorrelation​(GovvieLabel govvieLabel, PaydownLabel paydownLabel)
      Retrieve the Correlation Surface for the specified Govvie and the Pay-down Latent States
      Parameters:
      govvieLabel - The Govvie Latent State Label
      paydownLabel - The Pay-down Latent State Label
      Returns:
      The Correlation Surface for the specified Govvie and the Pay-down Latent States

    • setGovviePaydownCorrelation

      public boolean setGovviePaydownCorrelation​(GovvieLabel govvieLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Govvie and the Pay-down Latent States
      Parameters:
      govvieLabel - The Govvie Latent State Label
      paydownLabel - The Pay-down Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • govvieRecoveryCorrelation

      public R1ToR1 govvieRecoveryCorrelation​(GovvieLabel govvieLabel, RatingLabel ratingLabel)
      Retrieve the Correlation Surface for the specified Govvie and the Rating Latent States
      Parameters:
      govvieLabel - The Govvie Latent State Label
      ratingLabel - The Rating Latent State Label
      Returns:
      The Correlation Surface for the specified Govvie and the Rating Latent States

    • setGovvieRatingCorrelation

      public boolean setGovvieRatingCorrelation​(GovvieLabel govvieLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Govvie and the Rating Latent States
      Parameters:
      govvieLabel - The Govvie Latent State Label
      ratingLabel - The Rating Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • govvieRecoveryCorrelation

      public R1ToR1 govvieRecoveryCorrelation​(GovvieLabel govvieLabel, EntityRecoveryLabel recoveryLabel)
      Retrieve the Correlation Surface for the specified Govvie and the Recovery Latent States
      Parameters:
      govvieLabel - The Govvie Latent State Label
      recoveryLabel - The Recovery Latent State Label
      Returns:
      The Correlation Surface for the specified Govvie and the Recovery Latent States

    • setGovvieRecoveryCorrelation

      public boolean setGovvieRecoveryCorrelation​(GovvieLabel govvieLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Govvie and the Recovery Latent States
      Parameters:
      govvieLabel - The Govvie Latent State Label
      recoveryLabel - The Recovery Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • govvieRepoCorrelation

      public R1ToR1 govvieRepoCorrelation​(GovvieLabel govvieLabel, RepoLabel repoLabel)
      Retrieve the Correlation Surface for the specified Govvie and the Repo Latent States
      Parameters:
      govvieLabel - The Govvie Latent State Label
      repoLabel - The Repo Latent State Label
      Returns:
      The Correlation Surface for the specified Govvie and the Repo Latent States

    • setGovvieRepoCorrelation

      public boolean setGovvieRepoCorrelation​(GovvieLabel govvieLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Govvie and the Repo Latent States
      Parameters:
      govvieLabel - The Govvie Latent State Label
      repoLabel - The Repo Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • overnightPaydownCorrelation

      public R1ToR1 overnightPaydownCorrelation​(OvernightLabel overnightLabel, PaydownLabel paydownLabel)
      Retrieve the Correlation Surface for the specified Overnight and the Pay-down Latent States
      Parameters:
      overnightLabel - The Overnight Latent State Label
      paydownLabel - The Pay-down Latent State Label
      Returns:
      The Correlation Surface for the specified Overnight and the Pay-down Latent States

    • setOvernightPaydownCorrelation

      public boolean setOvernightPaydownCorrelation​(OvernightLabel overnightLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Overnight and the Pay-down Latent States
      Parameters:
      overnightLabel - The Overnight Latent State Label
      paydownLabel - The Pay-down Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • overnightRatingCorrelation

      public R1ToR1 overnightRatingCorrelation​(OvernightLabel overnightLabel, RatingLabel ratingLabel)
      Retrieve the Correlation Surface for the specified Overnight and the Rating Latent States
      Parameters:
      overnightLabel - The Overnight Latent State Label
      ratingLabel - The Rating Latent State Label
      Returns:
      The Correlation Surface for the specified Overnight and the Rating Latent States

    • setOvernightRatingCorrelation

      public boolean setOvernightRatingCorrelation​(OvernightLabel overnightLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Overnight and the Rating Latent States
      Parameters:
      overnightLabel - The Overnight Latent State Label
      ratingLabel - The Rating Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • overnightRecoveryCorrelation

      public R1ToR1 overnightRecoveryCorrelation​(OvernightLabel overnightLabel, EntityRecoveryLabel recoveryLabel)
      Retrieve the Correlation Surface for the specified Overnight and the Recovery Latent States
      Parameters:
      overnightLabel - The Overnight Latent State Label
      recoveryLabel - The Recovery Latent State Label
      Returns:
      The Correlation Surface for the specified Overnight and the Recovery Latent States

    • setOvernightRecoveryCorrelation

      public boolean setOvernightRecoveryCorrelation​(OvernightLabel overnightLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Overnight and the Recovery Latent States
      Parameters:
      overnightLabel - The Overnight Latent State Label
      recoveryLabel - The Recovery Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • overnightRepoCorrelation

      public R1ToR1 overnightRepoCorrelation​(OvernightLabel overnightLabel, RepoLabel repoLabel)
      Retrieve the Correlation Surface for the specified Overnight and the Repo Latent States
      Parameters:
      overnightLabel - The Overnight Latent State Label
      repoLabel - The Repo Latent State Label
      Returns:
      The Correlation Surface for the specified Overnight and the Repo Latent States

    • setOvernightRepoCorrelation

      public boolean setOvernightRepoCorrelation​(OvernightLabel overnightLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Overnight and the Repo Latent States
      Parameters:
      overnightLabel - The Overnight Latent State Label
      repoLabel - The Repo Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • paydownRatingCorrelation

      public R1ToR1 paydownRatingCorrelation​(PaydownLabel paydownLabel, RatingLabel ratingLabel)
      Retrieve the Correlation Surface for the specified Pay-down and the Rating Latent States
      Parameters:
      paydownLabel - The Pay-down Latent State Label
      ratingLabel - The Rating Latent State Label
      Returns:
      The Correlation Surface for the specified Pay-down and the Rating Latent States

    • setPaydownRatingCorrelation

      public boolean setPaydownRatingCorrelation​(PaydownLabel paydownLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Pay-down and the Rating Latent States
      Parameters:
      paydownLabel - The Pay-down Latent State Label
      ratingLabel - The Rating Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • paydownRecoveryCorrelation

      public R1ToR1 paydownRecoveryCorrelation​(PaydownLabel paydownLabel, EntityRecoveryLabel recoveryLabel)
      Retrieve the Correlation Surface for the specified Pay-down and the Recovery Latent States
      Parameters:
      paydownLabel - The Pay-down Latent State Label
      recoveryLabel - The Recovery Latent State Label
      Returns:
      The Correlation Surface for the specified Pay-down and the Recovery Latent States

    • setPaydownRecoveryCorrelation

      public boolean setPaydownRecoveryCorrelation​(PaydownLabel paydownLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Pay-down and the Recovery Latent States
      Parameters:
      paydownLabel - The Pay-down Latent State Label
      recoveryLabel - The Recovery Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • paydownRepoCorrelation

      public R1ToR1 paydownRepoCorrelation​(PaydownLabel paydownLabel, RepoLabel repoLabel)
      Retrieve the Correlation Surface for the specified Pay-down and the Repo Latent States
      Parameters:
      paydownLabel - The Pay-down Latent State Label
      repoLabel - The Repo Latent State Label
      Returns:
      The Correlation Surface for the specified Pay-down and the Repo Latent States

    • setPaydownRepoCorrelation

      public boolean setPaydownRepoCorrelation​(PaydownLabel paydownLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Pay-down and the Repo Latent States
      Parameters:
      paydownLabel - The Pay-down Latent State Label
      repoLabel - The Repo Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • ratingRatingCorrelation

      public R1ToR1 ratingRatingCorrelation​(RatingLabel ratingLabel1, RatingLabel ratingLabel2)
      Retrieve the Correlation Surface for the specified Rating and the Rating Latent States
      Parameters:
      ratingLabel1 - The Rating Latent State Label #1
      ratingLabel2 - The Rating Latent State Label #2
      Returns:
      The Correlation Surface for the specified Pair of Rating Latent States

    • setRatingRatingCorrelation

      public boolean setRatingRatingCorrelation​(RatingLabel ratingLabel1, RatingLabel ratingLabel2, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Pair of Rating Latent States
      Parameters:
      ratingLabel1 - The Rating Latent State Label #1
      ratingLabel2 - The Rating Latent State Label #2
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • ratingRecoveryCorrelation

      public R1ToR1 ratingRecoveryCorrelation​(RatingLabel ratingLabel, EntityRecoveryLabel recoveryLabel)
      Retrieve the Correlation Surface for the specified Rating and Recovery Latent States
      Parameters:
      ratingLabel - The Rating Latent State Label
      recoveryLabel - The Recovery Latent State Label
      Returns:
      The Correlation Surface for the specified Rating and Recovery Latent States

    • setRatingRecoveryCorrelation

      public boolean setRatingRecoveryCorrelation​(RatingLabel ratingLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Rating and Recovery Latent States
      Parameters:
      ratingLabel - The Rating Latent State Label
      recoveryLabel - The Recovery Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • ratingRepoCorrelation

      public R1ToR1 ratingRepoCorrelation​(RatingLabel ratingLabel, RepoLabel repoLabel)
      Retrieve the Correlation Surface for the specified Rating and Repo Latent States
      Parameters:
      ratingLabel - The Rating Latent State Label
      repoLabel - The Repo Latent State Label
      Returns:
      The Correlation Surface for the specified Rating and Repo Latent States

    • setRatingRepoCorrelation

      public boolean setRatingRepoCorrelation​(RatingLabel ratingLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Rating and Repo Latent States
      Parameters:
      ratingLabel - The Rating Latent State Label
      repoLabel - The Repo Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • recoveryRepoCorrelation

      public R1ToR1 recoveryRepoCorrelation​(EntityRecoveryLabel recoveryLabel, RepoLabel repoLabel)
      Retrieve the Correlation Surface for the specified Recovery and the Repo Latent States
      Parameters:
      recoveryLabel - The Recovery Latent State Label
      repoLabel - The Repo Latent State Label
      Returns:
      The Correlation Surface for the specified Recovery and the Repo Latent States

    • setRecoveryRepoCorrelation

      public boolean setRecoveryRepoCorrelation​(EntityRecoveryLabel recoveryLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
      (Re)-set the Correlation Surface for the specified Recovery and the Repo Latent States
      Parameters:
      recoveryLabel - The Recovery Latent State Label
      repoLabel - The Repo Latent State Label
      auCorrelation - The Correlation Surface
      Returns:
      TRUE - Successfully set

    • productQuote

      public ProductQuote productQuote​(java.lang.String strProductCode)
      Retrieve the Product Quote
      Parameters:
      strProductCode - Product Code
      Returns:
      Product Quote

    • setProductQuote

      public boolean setProductQuote​(java.lang.String strProductCode, ProductQuote pq)
      (Re)-set the Product Quote
      Parameters:
      strProductCode - Product Code
      pq - Product Quote
      Returns:
      TRUE - Successfully set

    • quoteMap

      public CaseInsensitiveTreeMap<ProductQuote> quoteMap()
      Retrieve the Full Set of Quotes
      Returns:
      The Full Set of Quotes

    • setQuoteMap

      public boolean setQuoteMap​(CaseInsensitiveTreeMap<ProductQuote> mapQuote)
      (Re)-set the Map of Quote
      Parameters:
      mapQuote - Map of Quotes
      Returns:
      TRUE - Successfully set

    • setFixing

      public boolean setFixing​(JulianDate dt, LatentStateLabel lsl, double dblFixing)
      Set the Fixing corresponding to the Date/Label Pair
      Parameters:
      dt - The Fixing Date
      lsl - The Fixing Label
      dblFixing - The Fixing Amount
      Returns:
      TRUE - Entry successfully added

    • setFixing

      public boolean setFixing​(int iDate, LatentStateLabel lsl, double dblFixing)
      Set the Fixing corresponding to the Date/Label Pair
      Parameters:
      iDate - The Fixing Date
      lsl - The Fixing Label
      dblFixing - The Fixing Amount
      Returns:
      TRUE - Entry successfully added

    • removeFixing

      public boolean removeFixing​(JulianDate dt, LatentStateLabel lsl)
      Remove the Fixing corresponding to the Date/Label Pair it if exists
      Parameters:
      dt - The Fixing Date
      lsl - The Fixing Label
      Returns:
      TRUE - Entry successfully removed if it existed

    • removeFixing

      public boolean removeFixing​(int iDate, LatentStateLabel lsl)
      Remove the Fixing corresponding to the Date/Label Pair it if exists
      Parameters:
      iDate - The Fixing Date
      lsl - The Fixing Label
      Returns:
      TRUE - Entry successfully removed if it existed

    • fixing

      public double fixing​(JulianDate dt, LatentStateLabel lsl) throws java.lang.Exception
      Retrieve the Fixing for the Specified Date/LSL Combination
      Parameters:
      dt - Date
      lsl - The Latent State Label
      Returns:
      The Fixing for the Specified Date/LSL Combination
      Throws:
      java.lang.Exception - Thrown if the Fixing cannot be found

    • fixing

      public double fixing​(int iDate, LatentStateLabel lsl) throws java.lang.Exception
      Retrieve the Fixing for the Specified Date/LSL Combination
      Parameters:
      iDate - Date
      lsl - The Latent State Label
      Returns:
      The Fixing for the Specified Date/LSL Combination
      Throws:
      java.lang.Exception - Thrown if the Fixing cannot be found

    • available

      public boolean available​(JulianDate dt, LatentStateLabel lsl)
      Indicates the Availability of the Fixing for the Specified LSL Label on the specified Date
      Parameters:
      dt - The Date
      lsl - The Label
      Returns:
      TRUE - The Fixing for the Specified LSL Label on the specified Date

    • available

      public boolean available​(int iDate, LatentStateLabel lsl)
      Indicates the Availability of the Fixing for the Specified LSL Label on the specified Date
      Parameters:
      iDate - The Date
      lsl - The Label
      Returns:
      TRUE - The Fixing for the Specified LSL Label on the specified Date

    • fixings

      public LatentStateFixingsContainer fixings()
      Retrieve the Latent State Fixings
      Returns:
      The Latent State Fixings

    • setFixings

      public boolean setFixings​(LatentStateFixingsContainer lsfc)
      Set the Latent State Fixings Container Instance
      Parameters:
      lsfc - The Latent State Fixings Container Instance
      Returns:
      The Latent State Fixings Container Instance successfully set