Package org.drip.state.identifier
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 Tenorstatic ForwardLabel
Create(FloaterIndex floaterIndex, java.lang.String tenor)
Construct a ForwardLabel from the tenor and the indexstatic ForwardLabel
Standard(java.lang.String fullyQualifiedName)
Construct a ForwardLabel from the corresponding Fully Qualified NameMethods 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
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Method Details
-
Standard
Construct a ForwardLabel from the corresponding Fully Qualified Name- Parameters:
fullyQualifiedName
- The Fully Qualified Name- Returns:
- ForwardLabel Instance
-
Create
Construct a ForwardLabel from the tenor and the index- Parameters:
floaterIndex
- The Floater Index Detailstenor
- Tenor- Returns:
- ForwardLabel Instance
-
Create
Create from the Currency and the Tenor- Parameters:
currency
- Currencytenor
- Tenor- Returns:
- ForwardLabel Instance
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