Package org.drip.state.identifier

Class GovvieLabel

java.lang.Object
org.drip.state.identifier.GovvieLabel
All Implemented Interfaces:
LatentStateLabel
public class GovvieLabel
extends java.lang.Object
implements LatentStateLabel
GovvieLabel contains the Identifier Parameters referencing the Latent State of the named Sovereign Curve. Currently it only contains the Sovereign Name. It provides the following functionality:
  • Make a Standard Govvie Label from the Treasury Code
  • GovvieLabel Constructor
  • Retrieve the Treasury Code

Module Product Core Module
Library Fixed Income Analytics
Project Latent State Inference and Creation Utilities
Package Latent State Identifier Labels
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    GovvieLabel​(java.lang.String treasuryCode)
    GovvieLabel constructor

  • 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 GovvieLabel Standard​(java.lang.String treasuryCode)
    Make a Standard Govvie Label from the Treasury Code
    java.lang.String treasuryCode()
    Retrieve the Treasury Code

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • GovvieLabel

      public GovvieLabel​(java.lang.String treasuryCode) throws java.lang.Exception
      GovvieLabel constructor
      Parameters:
      treasuryCode - The Treasury Code
      Throws:
      java.lang.Exception - Thrown if the inputs are invalid

  • Method Details

    • Standard

      public static final GovvieLabel Standard​(java.lang.String treasuryCode)
      Make a Standard Govvie Label from the Treasury Code
      Parameters:
      treasuryCode - The Treasury Code
      Returns:
      The Govvie 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.

    • treasuryCode

      public java.lang.String treasuryCode()
      Retrieve the Treasury Code
      Returns:
      The Treasury Code