Package org.drip.state.identifier

Class FloaterLabel

java.lang.Object
org.drip.state.identifier.FloaterLabel
All Implemented Interfaces:
LatentStateLabel
Direct Known Subclasses:
ForwardLabel, OTCFixFloatLabel
public abstract class FloaterLabel
extends java.lang.Object
implements LatentStateLabel
FloaterLabel is an Abstract Class that underpins the Latent State Labels that use a Single Floater Index. It implements the following Functionality.
  • Retrieve the Currency
  • Retrieve the Family
  • Retrieve the Tenor
  • Indicate if the Index is an Overnight Index
  • Retrieve the Floater Index
  • Retrieve a Unit Coupon Accrual Setting

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 currency()
    Retrieve the Currency
    java.lang.String family()
    Retrieve the Family
    FloaterIndex floaterIndex()
    Retrieve the Floater Index
    java.lang.String fullyQualifiedName()
    Retrieve the Fully Qualified Name
    boolean match​(LatentStateLabel latentStateLabelOther)
    Indicate whether this Label matches the supplied.
    boolean overnight()
    Indicate if the Index is an Overnight Index
    java.lang.String tenor()
    Retrieve the Tenor
    UnitCouponAccrualSetting ucas()
    Retrieve a Unit Coupon Accrual Setting

    Methods inherited from class java.lang.Object

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

  • Method Details

    • currency

      public java.lang.String currency()
      Retrieve the Currency
      Returns:
      The Currency

    • family

      public java.lang.String family()
      Retrieve the Family
      Returns:
      The Family

    • tenor

      public java.lang.String tenor()
      Retrieve the Tenor
      Returns:
      The Tenor

    • overnight

      public boolean overnight()
      Indicate if the Index is an Overnight Index
      Returns:
      TRUE - Overnight Index

    • floaterIndex

      public FloaterIndex floaterIndex()
      Retrieve the Floater Index
      Returns:
      The Floater Index

    • ucas

      public UnitCouponAccrualSetting ucas()
      Retrieve a Unit Coupon Accrual Setting
      Returns:
      Unit Coupon Accrual Setting

    • 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.