Uses of Class
org.drip.state.identifier.CustomLabel

Packages that use CustomLabel

Package	Description
org.drip.exposure.evolver	Securities and Exposure States Evolvers
org.drip.param.market	Curves Surfaces Quotes Fixings Container
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.identifier	Latent State Identifier Labels

Uses of CustomLabel in org.drip.exposure.evolver

Methods in org.drip.exposure.evolver with parameters of type CustomLabel

Modifier and Type	Method	Description
boolean	LatentStateVertexContainer.add(CustomLabel customLabel, double custom)	Add the Labeled Custom
TerminalLatentState	LatentStateDynamicsContainer.custom(CustomLabel customLabel)	Retrieve the Custom Latent State
double	LatentStateVertexContainer.custom(CustomLabel customLabel)	Retrieve of Labeled Custom
boolean	LatentStateDynamicsContainer.customExists(CustomLabel customLabel)	Indicate if the Custom Latent State Exists
boolean	LatentStateVertexContainer.exists(CustomLabel customLabel)	Check Presence of Labeled Custom

Uses of CustomLabel in org.drip.param.market

Methods in org.drip.param.market with parameters of type CustomLabel

Modifier and Type	Method	Description
R1ToR1	CurveSurfaceQuoteContainer.collateralCustomCorrelation(java.lang.String strCollateralCurrency, CustomLabel customLabel)	Retrieve the Correlation Surface between the Collateral and the Custom Metric Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditCustomMetricCorrelation(EntityCDSLabel creditLabel, CustomLabel customLabel)	Retrieve the Correlation Surface between the Credit and the Custom Metric Latent States
R1ToR1	CurveSurfaceQuoteContainer.customCustomCorrelation(CustomLabel customLabel1, CustomLabel customLabel2)	Retrieve the Correlation Surface between the Custom Metric Latent State Pair
R1ToR1	CurveSurfaceQuoteContainer.customEquityCorrelation(CustomLabel customLabel, EntityEquityLabel equityLabel)	Retrieve the Correlation Surface between the Custom Metric and the Equity Latent States
R1ToR1	CurveSurfaceQuoteContainer.customForwardCorrelation(CustomLabel customLabel, ForwardLabel forwardLabel)	Retrieve the Correlation Surface between the Custom Metric and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.customFXCorrelation(CustomLabel customLabel, FXLabel fxLabel)	Retrieve the Correlation Surface between the Custom Metric and the FX Latent States
R1ToR1	CurveSurfaceQuoteContainer.customGovvieCorrelation(CustomLabel customLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface between the Custom Metric and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.customMetricFundingCorrelation(CustomLabel customLabel, FundingLabel fundingLabel)	Retrieve the Correlation Surface between Custom Metric and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.customOvernightCorrelation(CustomLabel customLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between the Custom Metric and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.customPaydownCorrelation(CustomLabel customLabel, PaydownLabel paydownLabel)	Retrieve the Correlation Surface between the Custom Metric and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.customRatingCorrelation(CustomLabel customLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface between the Custom Metric and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.customRecoveryCorrelation(CustomLabel customLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface between the Custom Metric and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.customRepoCorrelation(CustomLabel customLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface between the Custom Metric and the Repo Latent States
VolatilityCurve	CurveSurfaceQuoteContainer.customVolatility(CustomLabel customLabel)	Retrieve the Volatility Curve for the Custom Metric Latent State
boolean	CurveSurfaceQuoteContainer.setCollateralCustomCorrelation(java.lang.String strCollateralCurrency, CustomLabel customLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Collateral and the Custom Metric Latent States
boolean	CurveSurfaceQuoteContainer.setCreditCustomCorrelation(EntityCDSLabel creditLabel, CustomLabel customLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Custom Metric Latent States
boolean	CurveSurfaceQuoteContainer.setCustomCustomCorrelation(CustomLabel customLabel1, CustomLabel customLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric Latent State Pair
boolean	CurveSurfaceQuoteContainer.setCustomEquityCorrelation(CustomLabel customLabel, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Equity Latent States
boolean	CurveSurfaceQuoteContainer.setCustomForwardCorrelation(CustomLabel customLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Forward Latent States
boolean	CurveSurfaceQuoteContainer.setCustomFundingCorrelation(CustomLabel customLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Funding Latent States
boolean	CurveSurfaceQuoteContainer.setCustomFXCorrelation(CustomLabel customLabel, FXLabel fxLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the FX Latent States
boolean	CurveSurfaceQuoteContainer.setCustomGovvieCorrelation(CustomLabel customLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setCustomOvernightCorrelation(CustomLabel customLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setCustomPaydownCorrelation(CustomLabel customLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setCustomRatingCorrelation(CustomLabel customLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setCustomRecoveryCorrelation(CustomLabel customLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setCustomRepoCorrelation(CustomLabel customLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Repo Latent States

Uses of CustomLabel in org.drip.state.curve

Constructors in org.drip.state.curve with parameters of type CustomLabel

Constructor	Description
BasisSplineDeterministicVolatility(int epochDate, CustomLabel customLabel, java.lang.String currency, Span impliedVolatilitySpan)	BasisSplineDeterministicVolatility Constructor
BasisSplineMarketSurface(int epochDate, CustomLabel customLabel, java.lang.String currency, WireSurfaceStretch wireSurfaceStretch)	BasisSplineMarketSurface Constructor
BasisSplineTermStructure(int epochDate, CustomLabel customLabel, java.lang.String currency, Span span)	BasisSplineTermStructure Constructor

Uses of CustomLabel in org.drip.state.identifier

Methods in org.drip.state.identifier that return CustomLabel

Modifier and Type	Method	Description
static CustomLabel	CustomLabel.Standard(java.lang.String customMetricLabel)	Make a Standard Custom Metric Label Instance