Package org.drip.state.identifier

Class FundingLabel

java.lang.Object
org.drip.state.identifier.FundingLabel
All Implemented Interfaces:
LatentStateLabel
public class FundingLabel
extends java.lang.Object
implements LatentStateLabel
FundingLabel contains the Identifier Parameters referencing the Latent State of the named Funding Discount Curve. Currently it only contains the funding currency. It provides the following functionality:
  • FundingLabel Constructor

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 fullyQualifiedName()
    Retrieve the Fully Qualified Name
    boolean match​(LatentStateLabel latentStateLabelOther)
    Indicate whether this Label matches the supplied.
    static FundingLabel Standard​(java.lang.String currency)
    Make a Standard Funding Label from the Funding Currency

    Methods inherited from class java.lang.Object

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

  • Method Details

    • Standard

      public static final FundingLabel Standard​(java.lang.String currency)
      Make a Standard Funding Label from the Funding Currency
      Parameters:
      currency - The Funding Currency
      Returns:
      The Funding Label

    • 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.