Package org.drip.state.identifier

Class EntityFundingLabel

java.lang.Object
org.drip.state.identifier.EntityDesignateLabel
org.drip.state.identifier.EntityCreditLabel
org.drip.state.identifier.EntityFundingLabel
All Implemented Interfaces:
LatentStateLabel
public class EntityFundingLabel
extends EntityCreditLabel
EntityFundingLabel contains the Identifier Parameters referencing the Latent State of the Entity Funding Curve. It implements the following Functionality.
  • EntityFundingLabel Constructor
  • Make a Standard SENIOR Entity Funding Label from the Reference Entity
  • Make a Standard SUBORDINATE Entity Funding 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
    EntityFundingLabel​(java.lang.String referenceEntity, java.lang.String currency, java.lang.String seniority)
    EntityFundingLabel constructor

  • Method Summary

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

    • EntityFundingLabel

      public EntityFundingLabel​(java.lang.String referenceEntity, java.lang.String currency, java.lang.String seniority) throws java.lang.Exception
      EntityFundingLabel 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

    • Senior

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

    • Subordinate

      public static final EntityFundingLabel Subordinate​(java.lang.String referenceEntity, java.lang.String currency)
      Make a Standard SUBORDINATE Entity Funding Label from the Reference Entity
      Parameters:
      referenceEntity - The Reference Entity
      currency - The Currency
      Returns:
      The SUBORDINATE Funding 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.