Package org.drip.state.identifier

Class OTCFixFloatLabel

java.lang.Object
org.drip.state.identifier.FloaterLabel
org.drip.state.identifier.OTCFixFloatLabel
All Implemented Interfaces:
LatentStateLabel
public class OTCFixFloatLabel
extends FloaterLabel
OTCFixFloatLabel contains the Index Parameters referencing a Payment on an OTC Fix/Float IRS Par Rate Index. It provides the following Functionality:
  • Construct a OTCFixFloatLabel from the corresponding Fully Qualified Name
  • OTCFixFloatLabel Constructor
  • Retrieve the Fix Float Tenor

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
    OTCFixFloatLabel​(FloaterIndex floaterIndex, java.lang.String forwardTenor, java.lang.String fixFloatTenor)
    OTCFixFloatLabel Constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String fixFloatTenor()
    Retrieve the Fix Float Tenor
    java.lang.String fullyQualifiedName()
    Retrieve the Fully Qualified Name
    boolean match​(LatentStateLabel latentStateLabelOther)
    Indicate whether this Label matches the supplied.
    static OTCFixFloatLabel Standard​(java.lang.String fullyQualifiedName)
    Construct a OTCFixFloatLabel from the corresponding Fully Qualified Name

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

    currency, family, floaterIndex, overnight, tenor, ucas

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • OTCFixFloatLabel

      public OTCFixFloatLabel​(FloaterIndex floaterIndex, java.lang.String forwardTenor, java.lang.String fixFloatTenor) throws java.lang.Exception
      OTCFixFloatLabel Constructor
      Parameters:
      floaterIndex - Floater Index
      forwardTenor - Forward Tenor
      fixFloatTenor - Fix Float Tenor
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • Standard

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

    • fixFloatTenor

      public java.lang.String fixFloatTenor()
      Retrieve the Fix Float Tenor
      Returns:
      The Fix Float Tenor

    • fullyQualifiedName

      public java.lang.String fullyQualifiedName()
      Description copied from interface: LatentStateLabel
      Retrieve the Fully Qualified Name
      Specified by:
      fullyQualifiedName in interface LatentStateLabel
      Overrides:
      fullyQualifiedName in class FloaterLabel
      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
      Overrides:
      match in class FloaterLabel
      Parameters:
      latentStateLabelOther - The Supplied Label
      Returns:
      TRUE - The Supplied Label matches this.