Package org.drip.state.identifier

Class RatingLabel

java.lang.Object
org.drip.state.identifier.RatingLabel
All Implemented Interfaces:
LatentStateLabel
public class RatingLabel
extends java.lang.Object
implements LatentStateLabel
RatingLabel contains the Identifier Parameters referencing the Label corresponding to the Credit Rating Latent State. Currently it holds the Ratings Agency Name and the Rated Code. It provides the following functionality:
  • Make a Standard Rating Label from the Rating Agency and the Rated Code.
  • RatingLabel Constructor
  • Retrieve the Ratings Agency
  • Retrieve the Rated 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
    RatingLabel​(java.lang.String agency, java.lang.String code)
    RatingLabel constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String agency()
    Retrieve the Ratings Agency
    java.lang.String code()
    Retrieve the Rated Code
    java.lang.String fullyQualifiedName()
    Retrieve the Fully Qualified Name
    boolean match​(LatentStateLabel latentStateLabelOther)
    Indicate whether this Label matches the supplied.
    static RatingLabel Standard​(java.lang.String agency, java.lang.String code)
    Make a Standard Rating Label from the Rating Agency and the Rated Code.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • RatingLabel

      public RatingLabel​(java.lang.String agency, java.lang.String code) throws java.lang.Exception
      RatingLabel constructor
      Parameters:
      agency - The Ratings Agency
      code - The Rated Code
      Throws:
      java.lang.Exception - Thrown if the inputs are invalid

  • Method Details

    • Standard

      public static final RatingLabel Standard​(java.lang.String agency, java.lang.String code)
      Make a Standard Rating Label from the Rating Agency and the Rated Code.
      Parameters:
      agency - The Rating Agency
      code - The Rated Code
      Returns:
      The Rating 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.

    • agency

      public java.lang.String agency()
      Retrieve the Ratings Agency
      Returns:
      The Ratings Agency

    • code

      public java.lang.String code()
      Retrieve the Rated Code
      Returns:
      The Rated Code