Uses of Class
org.drip.state.identifier.CollateralLabel
Package | Description |
---|---|
org.drip.analytics.cashflow |
Unit/Composite Cash Flow Periods.
|
org.drip.exposure.evolver |
Securities and Exposure States Evolvers
|
org.drip.param.market |
Curves Surfaces Quotes Fixings Container
|
org.drip.state.identifier |
Latent State Identifier Labels
|
-
Uses of CollateralLabel in org.drip.analytics.cashflow
Methods in org.drip.analytics.cashflow that return CollateralLabel Modifier and Type Method Description CollateralLabel
Bullet. collateralLabel()
Return the Collateral Label -
Uses of CollateralLabel in org.drip.exposure.evolver
Methods in org.drip.exposure.evolver with parameters of type CollateralLabel Modifier and Type Method Description boolean
LatentStateVertexContainer. add(CollateralLabel collateralLabel, double collateral)
Add the Labeled CollateralTerminalLatentState
LatentStateDynamicsContainer. collateral(CollateralLabel collateralLabel)
Retrieve the Collateral Latent Statedouble
LatentStateVertexContainer. collateral(CollateralLabel collateralLabel)
Retrieve of Labeled Collateralboolean
LatentStateDynamicsContainer. collateralExists(CollateralLabel collateralLabel)
Indicate if the Collateral Latent State Existsboolean
LatentStateVertexContainer. exists(CollateralLabel collateralLabel)
Check Presence of Labeled Collateral -
Uses of CollateralLabel in org.drip.param.market
Methods in org.drip.param.market with parameters of type CollateralLabel Modifier and Type Method Description VolatilityCurve
CurveSurfaceQuoteContainer. collateralVolatility(CollateralLabel collateralLabel)
Retrieve the Volatility Curve for the specified Collateral Label -
Uses of CollateralLabel in org.drip.state.identifier
Methods in org.drip.state.identifier that return CollateralLabel Modifier and Type Method Description static CollateralLabel
CollateralLabel. Standard(java.lang.String currency)
Make a Standard Collateral Label from the Collateral Currency