Package org.drip.state.identifier

Class OvernightLabel

java.lang.Object
org.drip.state.identifier.FloaterLabel
org.drip.state.identifier.ForwardLabel
org.drip.state.identifier.OvernightLabel
All Implemented Interfaces:
LatentStateLabel
public class OvernightLabel
extends ForwardLabel
OvernightLabel contains the Index Parameters referencing an Overnight Index. It provides the functionality to Retrieve Index, Tenor, Currency, and Fully Qualified Name. It provides the following functionality:
  • Construct an OvernightLabel from the Jurisdiction
  • Construct an OvernightLabel from the Index
  • OvernightLabel Constructor
  • Retrieve the Currency
  • Retrieve the Family
  • Retrieve the Tenor
  • Indicate if the Index is an Overnight Index
  • Retrieve the Overnight Index
  • Retrieve the Unit Coupon Accrual Setting

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

  • Method Details

    • Create

      public static final OvernightLabel Create​(java.lang.String currency)
      Construct an OvernightLabel from the Jurisdiction
      Parameters:
      currency - The Currency
      Returns:
      The OvernightLabel Instance

    • Create

      public static final OvernightLabel Create​(OvernightIndex overnightIndex)
      Construct an OvernightLabel from the Index
      Parameters:
      overnightIndex - The Overnight Index Details
      Returns:
      The OvernightLabel Instance

    • currency

      public java.lang.String currency()
      Retrieve the Currency
      Overrides:
      currency in class FloaterLabel
      Returns:
      The Currency

    • family

      public java.lang.String family()
      Retrieve the Family
      Overrides:
      family in class FloaterLabel
      Returns:
      The Family

    • tenor

      public java.lang.String tenor()
      Retrieve the Tenor
      Overrides:
      tenor in class FloaterLabel
      Returns:
      The Tenor

    • overnight

      public boolean overnight()
      Indicate if the Index is an Overnight Index
      Overrides:
      overnight in class FloaterLabel
      Returns:
      TRUE - Overnight Index

    • overnightIndex

      public OvernightIndex overnightIndex()
      Retrieve the Overnight Index
      Returns:
      The Overnight Index

    • ucas

      public UnitCouponAccrualSetting ucas()
      Retrieve the Unit Coupon Accrual Setting
      Overrides:
      ucas in class FloaterLabel
      Returns:
      Unit Coupon Accrual Setting

    • 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.