Package org.drip.state.identifier

Class EntityCDSLabel

java.lang.Object
org.drip.state.identifier.EntityDesignateLabel
org.drip.state.identifier.EntityCreditLabel
org.drip.state.identifier.EntityCDSLabel
All Implemented Interfaces:
LatentStateLabel
public class EntityCDSLabel
extends EntityCreditLabel
EntityCDSLabel contains the Identifier Parameters referencing the Latent State of the named Entity CDS Curve. It implements the following Functionality.
  • EntityCDSLabel Constructor
  • Make a Standard SENIOR Entity Credit Label from the Reference Entity

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

  • Field Summary

    Fields inherited from class org.drip.state.identifier.EntityCreditLabel

    SENIORITY_SENIOR, SENIORITY_SUBORDINATE

  • Constructor Summary

    Constructors
    Constructor Description
    EntityCDSLabel​(java.lang.String referenceEntity, java.lang.String currency, java.lang.String seniority)
    EntityCDSLabel constructor

  • Method Summary

    Modifier and Type Method Description
    boolean match​(LatentStateLabel latentStateLabelOther)
    Indicate whether this Label matches the supplied.
    static EntityCDSLabel Standard​(java.lang.String referenceEntity, java.lang.String currency)
    Make a Standard SENIOR Entity Credit Label from the Reference Entity

    Methods inherited from class org.drip.state.identifier.EntityCreditLabel

    fullyQualifiedName, seniority

    Methods inherited from class org.drip.state.identifier.EntityDesignateLabel

    currency, referenceEntity

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • EntityCDSLabel

      public EntityCDSLabel​(java.lang.String referenceEntity, java.lang.String currency, java.lang.String seniority) throws java.lang.Exception
      EntityCDSLabel constructor
      Parameters:
      referenceEntity - The Reference Entity
      currency - The Currency
      seniority - The Obligation Seniority
      Throws:
      java.lang.Exception - Thrown if the inputs are invalid

  • Method Details

    • Standard

      public static EntityCDSLabel Standard​(java.lang.String referenceEntity, java.lang.String currency)
      Make a Standard SENIOR Entity Credit Label from the Reference Entity
      Parameters:
      referenceEntity - The Reference Entity
      currency - The Currency
      Returns:
      The SENIOR Entity Credit Label

    • match

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