Package org.drip.state.identifier

Class VolatilityLabel

java.lang.Object
org.drip.state.identifier.VolatilityLabel
All Implemented Interfaces:
LatentStateLabel
public class VolatilityLabel
extends java.lang.Object
implements LatentStateLabel
VolatilityLabel contains the Identifier Parameters referencing the Latent State of the named Volatility Curve. Currently it only contains the label of the underlying Latent State. It provides the following functionality:
  • Make a Standard Volatility Latent State Label from the Underlying Latent State Label
  • VolatilityLabel Constructor
  • Retrieve the Latent State Underlying the Volatility Latent State

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
    VolatilityLabel​(LatentStateLabel underlyingLatentStateLabel)
    VolatilityLabel 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 VolatilityLabel Standard​(LatentStateLabel underlyingLatentStateLabel)
    Make a Standard Volatility Latent State Label from the Underlying Latent State Label
    LatentStateLabel underlyingLatentState()
    Retrieve the Latent State Underlying the Volatility Latent State

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • VolatilityLabel

      public VolatilityLabel​(LatentStateLabel underlyingLatentStateLabel) throws java.lang.Exception
      VolatilityLabel Constructor
      Parameters:
      underlyingLatentStateLabel - Underlying Latent State Label
      Throws:
      java.lang.Exception - Thrown if the inputs are invalid

  • Method Details

    • Standard

      public static final VolatilityLabel Standard​(LatentStateLabel underlyingLatentStateLabel)
      Make a Standard Volatility Latent State Label from the Underlying Latent State Label
      Parameters:
      underlyingLatentStateLabel - Underlying Latent State Label
      Returns:
      The Volatility Label

    • underlyingLatentState

      public LatentStateLabel underlyingLatentState()
      Retrieve the Latent State Underlying the Volatility Latent State
      Returns:
      The Latent State Underlying the Volatility Latent State

    • 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.