Class ForwardLabel

java.lang.Object
org.drip.state.identifier.FloaterLabel
org.drip.state.identifier.ForwardLabel
All Implemented Interfaces:
LatentStateLabel
Direct Known Subclasses:
OvernightLabel

public class ForwardLabel
extends FloaterLabel
ForwardLabel contains the Index Parameters referencing a payment on a Forward Index. It provides the following functionality:

  • Indicate if the Index is an Overnight Index
  • Retrieve Index, Tenor, Currency, and Fully Qualified Name
  • Construct a ForwardLabel from the corresponding Fully Qualified Name
  • Construct a ForwardLabel from the tenor and the index
  • Create from the Currency and the Tenor

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
    static ForwardLabel Create​(java.lang.String currency, java.lang.String tenor)
    Create from the Currency and the Tenor
    static ForwardLabel Create​(FloaterIndex floaterIndex, java.lang.String tenor)
    Construct a ForwardLabel from the tenor and the index
    static ForwardLabel Standard​(java.lang.String fullyQualifiedName)
    Construct a ForwardLabel from the corresponding Fully Qualified Name

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

    currency, family, floaterIndex, fullyQualifiedName, match, overnight, tenor, ucas

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Method Details

    • Standard

      public static final ForwardLabel Standard​(java.lang.String fullyQualifiedName)
      Construct a ForwardLabel from the corresponding Fully Qualified Name
      Parameters:
      fullyQualifiedName - The Fully Qualified Name
      Returns:
      ForwardLabel Instance
    • Create

      public static final ForwardLabel Create​(FloaterIndex floaterIndex, java.lang.String tenor)
      Construct a ForwardLabel from the tenor and the index
      Parameters:
      floaterIndex - The Floater Index Details
      tenor - Tenor
      Returns:
      ForwardLabel Instance
    • Create

      public static final ForwardLabel Create​(java.lang.String currency, java.lang.String tenor)
      Create from the Currency and the Tenor
      Parameters:
      currency - Currency
      tenor - Tenor
      Returns:
      ForwardLabel Instance