Class EntityRecoveryLabel

java.lang.Object
All Implemented Interfaces:
LatentStateLabel

public class EntityRecoveryLabel
extends EntityCreditLabel
EntityRecoveryLabel contains the Identifier Parameters referencing the Latent State of the Entity Recovery Curve. It implements the following Functionality.
  • EntityRecoveryLabel Constructor
  • Make a Standard SENIOR Entity Recovery Label from the Reference Entity
  • Make a Standard SUBORDINATE Entity Recovery 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
  • Method Details

    • Senior

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

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