Package org.drip.state.identifier

Class CollateralLabel

java.lang.Object
org.drip.state.identifier.CollateralLabel
All Implemented Interfaces:
LatentStateLabel
public class CollateralLabel
extends java.lang.Object
implements LatentStateLabel
CollateralLabel contains the Identifier Parameters referencing the Latent State of the named Collateral Discount Curve. Currently it only contains the collateral currency. It implements the following Functionality.
  • Make a Standard Collateral Label from the Collateral Currency
  • CollateralLabel constructor

Module Product Core Module
Library Fixed Income Analytics
Project Latent State Inference and Creation Utilities
Package Latent State Identifier Labels
Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    java.lang.String fullyQualifiedName()
    Retrieve the Fully Qualified Name
    boolean match​(LatentStateLabel latentStateLabelOther)
    Indicate whether this Label matches the supplied.
    static CollateralLabel Standard​(java.lang.String currency)
    Make a Standard Collateral Label from the Collateral Currency

    Methods inherited from class java.lang.Object

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

  • Method Details

    • Standard

      public static final CollateralLabel Standard​(java.lang.String currency)
      Make a Standard Collateral Label from the Collateral Currency
      Parameters:
      currency - The Collateral Currency
      Returns:
      The Collateral Label

    • fullyQualifiedName

      public java.lang.String fullyQualifiedName()
      Description copied from interface: LatentStateLabel
      Retrieve the Fully Qualified Name
      Specified by:
      fullyQualifiedName in interface LatentStateLabel
      Returns:
      The Fully Qualified Name

    • match

      public boolean match​(LatentStateLabel latentStateLabelOther)
      Description copied from interface: LatentStateLabel
      Indicate whether this Label matches the supplied.
      Specified by:
      match in interface LatentStateLabel
      Parameters:
      latentStateLabelOther - The Supplied Label
      Returns:
      TRUE - The Supplied Label matches this.