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

Packages that use EntityCDSLabel

Package	Description
org.drip.analytics.cashflow	Unit/Composite Cash Flow Periods.
org.drip.analytics.output	Period Product Targeted Valuation Measures
org.drip.exposure.evolver	Securities and Exposure States Evolvers
org.drip.param.market	Curves Surfaces Quotes Fixings Container
org.drip.param.period	Composite Composable Period Builder Settings
org.drip.product.creator	Streams and Products Construction Utilities
org.drip.product.credit	Credit Products - Components and Baskets
org.drip.product.definition	Fixed Income Components/Baskets Definitions
org.drip.product.fx	FX Forwards, Cross Currency Swaps
org.drip.product.govvie	Treasury Bills, Notes, Bonds, Futures
org.drip.product.option	Options on Fixed Income Components
org.drip.product.params	Fixed Income Product Customization Parameters
org.drip.product.rates	Fixed Income Multi-Stream Components
org.drip.state.identifier	Latent State Identifier Labels
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction

Uses of EntityCDSLabel in org.drip.analytics.cashflow

Methods in org.drip.analytics.cashflow that return EntityCDSLabel

Modifier and Type	Method	Description
EntityCDSLabel	Bullet.creditLabel()	Return the Credit Label
EntityCDSLabel	CompositePeriod.creditLabel()	Return the Credit Label

Constructors in org.drip.analytics.cashflow with parameters of type EntityCDSLabel

Constructor	Description
Bullet(int iTerminalDate, int iPayDate, int iFXFixingDate, double dblBaseNotional, Array2D a2DNotionalSchedule, java.lang.String strPayCurrency, java.lang.String strCouponCurrency, EntityCDSLabel creditLabel)	Construct a Bullet Instance from the specified Parameters

Uses of EntityCDSLabel in org.drip.analytics.output

Methods in org.drip.analytics.output that return EntityCDSLabel

Modifier and Type	Method	Description
EntityCDSLabel	BulletMetrics.creditLabel()	Retrieve the Credit Label

Methods in org.drip.analytics.output with parameters of type EntityCDSLabel

Modifier and Type	Method	Description
java.util.Map<java.lang.Integer,java.lang.Double>	BulletMetrics.survivalProbabilityCreditLoading(EntityCDSLabel creditLabel)	Retrieve the Terminal Survival Probability Loading Coefficient for the specified Credit Latent State

Constructors in org.drip.analytics.output with parameters of type EntityCDSLabel

Constructor	Description
BulletMetrics(int iTerminalDate, int iPayDate, double dblNotional, double dblSurvival, double dblDF, double dblFX, ConvexityAdjustment convAdj, EntityCDSLabel creditLabel, FundingLabel fundingLabel, FXLabel fxLabel)	BulletMetrics Constructor

Uses of EntityCDSLabel in org.drip.exposure.evolver

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

Modifier and Type	Method	Description
TerminalLatentState	LatentStateDynamicsContainer.entityCredit(EntityCDSLabel entityCreditLabel)	Retrieve the Entity Credit Latent State
boolean	LatentStateDynamicsContainer.entityCreditExists(EntityCDSLabel entityCreditLabel)	Indicate if the Entity Credit Latent State Exists

Uses of EntityCDSLabel in org.drip.param.market

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

Modifier and Type	Method	Description
R1ToR1	CurveSurfaceQuoteContainer.collateralCreditCorrelation(java.lang.String strCollateralCurrency, EntityCDSLabel creditLabel)	Retrieve the Correlation Surface between the Collateral and the Credit Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditCreditCorrelation(EntityCDSLabel creditLabel1, EntityCDSLabel creditLabel2)	Retrieve the Correlation Surface between the Pair of Credit Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditCustomMetricCorrelation(EntityCDSLabel creditLabel, CustomLabel customLabel)	Retrieve the Correlation Surface between the Credit and the Custom Metric Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditEquityCorrelation(EntityCDSLabel creditLabel, EntityEquityLabel equityLabel)	Retrieve the Correlation Surface between the Credit and the Equity Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditForwardCorrelation(EntityCDSLabel creditLabel, ForwardLabel forwardLabel)	Retrieve the Correlation Surface between the Credit and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditFundingCorrelation(EntityCDSLabel creditLabel, FundingLabel fundingLabel)	Retrieve the Correlation Surface between the Credit and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditFXCorrelation(EntityCDSLabel creditLabel, FXLabel fxLabel)	Retrieve the Correlation Surface between the Credit and the FX Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditGovvieCorrelation(EntityCDSLabel creditLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface between the Credit and the Govvie Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditOvernightCorrelation(EntityCDSLabel creditLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between the Credit and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditPaydownCorrelation(EntityCDSLabel creditLabel, PaydownLabel paydownLabel)	Retrieve the Correlation Surface between the Credit and the Pay-down Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditRatingCorrelation(EntityCDSLabel creditLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface between the Credit and the Rating Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditRecoveryCorrelation(EntityCDSLabel creditLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface between the Credit and the Recovery Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditRepoCorrelation(EntityCDSLabel creditLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface between the Credit and the Repo Latent State Labels
CreditCurve	CurveSurfaceQuoteContainer.creditState(EntityCDSLabel creditLabel)	Retrieve the Credit Latent State from the Label
VolatilityCurve	CurveSurfaceQuoteContainer.creditVolatility(EntityCDSLabel creditLabel)	Retrieve the Volatility Curve for the Credit Latent State
boolean	CurveSurfaceQuoteContainer.setCollateralCreditCorrelation(java.lang.String strCollateralCurrency, EntityCDSLabel creditLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Collateral and the Credit Latent States
boolean	CurveSurfaceQuoteContainer.setCreditCreditCorrelation(EntityCDSLabel creditLabel1, EntityCDSLabel creditLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Pair of Credit 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.setCreditEquityCorrelation(EntityCDSLabel creditLabel, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Equity Latent States
boolean	CurveSurfaceQuoteContainer.setCreditForwardCorrelation(EntityCDSLabel creditLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Forward Latent States
boolean	CurveSurfaceQuoteContainer.setCreditFundingCorrelation(EntityCDSLabel creditLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Funding Latent States
boolean	CurveSurfaceQuoteContainer.setCreditFXCorrelation(EntityCDSLabel creditLabel, FXLabel fxLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the FX Latent States
boolean	CurveSurfaceQuoteContainer.setCreditGovvieCorrelation(EntityCDSLabel creditLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setCreditOvernightCorrelation(EntityCDSLabel creditLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setCreditPaydownCorrelation(EntityCDSLabel creditLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setCreditRatingCorrelation(EntityCDSLabel creditLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setCreditRecoveryCorrelation(EntityCDSLabel creditLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setCreditRepoCorrelation(EntityCDSLabel creditLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Repo Latent States

Uses of EntityCDSLabel in org.drip.param.period

Methods in org.drip.param.period that return EntityCDSLabel

Modifier and Type	Method	Description
EntityCDSLabel	CompositePeriodSetting.creditLabel()	Retrieve the Credit Label

Constructors in org.drip.param.period with parameters of type EntityCDSLabel

Constructor	Description
CompositePeriodSetting(int iFreq, java.lang.String strTenor, java.lang.String strPayCurrency, DateAdjustParams dapPay, double dblBaseNotional, Array2D fsCoupon, Array2D fsNotional, FixingSetting fxFixingSetting, EntityCDSLabel creditLabel)	CompositePeriodSetting Constructor

Uses of EntityCDSLabel in org.drip.product.creator

Methods in org.drip.product.creator with parameters of type EntityCDSLabel

Modifier and Type	Method	Description
static java.util.List<CompositePeriod>	StreamBuilder.FirstPenultimateDateFixedFloat(int iStreamStartDate, int iFixedStreamEndDate, int iFixedFirstCouponDate, int iFixedPenultimateCouponDate, int iFixedFreq, double dblFixedCoupon, java.lang.String strFixedCouponDC, java.lang.String strFixedAccrualDC, int iFloatStreamEndDate, int iFloatFirstCouponDate, int iFloatPenultimateCouponDate, int iFloatFreq, double dblFloatSpread, DateAdjustParams dapPay, DateAdjustParams dapStreamEnd, DateAdjustParams dapAccrualEnd, ForwardLabel forwardLabel, EntityCDSLabel creditLabel)	Generate Mixed Fixed-Float Stream off of the specified Parameters
static java.util.List<CompositePeriod>	StreamBuilder.FirstPenultimateDateFixedStream(int iStreamStartDate, int iStreamEndDate, int iFirstCouponDate, int iPenultimateCouponDate, int iFreq, double dblCoupon, java.lang.String strCouponDC, java.lang.String strAccrualDC, DateAdjustParams dapPay, DateAdjustParams dapStreamEnd, DateAdjustParams dapAccrualEnd, java.lang.String strCurrency, EntityCDSLabel creditLabel)	Generate the Fixed Stream Off of the specified Parameters
static java.util.List<CompositePeriod>	StreamBuilder.FirstPenultimateDateFloatStream(int iStreamStartDate, int iStreamEndDate, int iFirstCouponDate, int iPenultimateCouponDate, int iFreq, double dblSpread, DateAdjustParams dapPay, DateAdjustParams dapStreamEnd, DateAdjustParams dapAccrualEnd, FloaterLabel floaterLabel, EntityCDSLabel creditLabel)	Generate the Float Stream off of the specified Parameters

Uses of EntityCDSLabel in org.drip.product.credit

Methods in org.drip.product.credit that return EntityCDSLabel

Modifier and Type	Method	Description
EntityCDSLabel	BondComponent.creditLabel()
EntityCDSLabel	CDSComponent.creditLabel()

Uses of EntityCDSLabel in org.drip.product.definition

Methods in org.drip.product.definition that return EntityCDSLabel

Modifier and Type	Method	Description
EntityCDSLabel[]	BasketMarketParamRef.creditLabel()	Get the Array of Credit Curve Latent State Identifier Labels
EntityCDSLabel[]	BasketProduct.creditLabel()
EntityCDSLabel	ComponentMarketParamRef.creditLabel()	Get the Credit Curve Latent State Identifier Label

Uses of EntityCDSLabel in org.drip.product.fx

Methods in org.drip.product.fx that return EntityCDSLabel

Modifier and Type	Method	Description
EntityCDSLabel	FXForwardComponent.creditLabel()

Uses of EntityCDSLabel in org.drip.product.govvie

Methods in org.drip.product.govvie that return EntityCDSLabel

Modifier and Type	Method	Description
EntityCDSLabel	TreasuryFutures.creditLabel()

Uses of EntityCDSLabel in org.drip.product.option

Methods in org.drip.product.option that return EntityCDSLabel

Modifier and Type	Method	Description
EntityCDSLabel	OptionComponent.creditLabel()

Uses of EntityCDSLabel in org.drip.product.params

Methods in org.drip.product.params with parameters of type EntityCDSLabel

Modifier and Type	Method	Description
static BondStream	BondStream.Create(int iMaturityDate, int iEffectiveDate, int iFinalMaturityDate, int iFirstCouponDate, int iInterestAccrualStartDate, int iFreq, double dblCoupon, java.lang.String strCouponDC, java.lang.String strAccrualDC, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, java.lang.String strMaturityType, boolean bPeriodsFromForward, java.lang.String strCalendar, java.lang.String strCurrency, FloaterLabel floaterLabel, EntityCDSLabel creditLabel)	Construct and Instance of BondStream from the specified Parameters
static BondStream	BondStream.FromFirstPenultimateCouponDate(int iMaturityDate, int iEffectiveDate, int iFinalMaturityDate, int iFirstCouponDate, int iPenultimateCouponDate, int iFreq, double dblCoupon, java.lang.String strCouponDC, java.lang.String strAccrualDC, DateAdjustParams dapPay, DateAdjustParams dapReset, DateAdjustParams dapMaturity, DateAdjustParams dapEffective, DateAdjustParams dapPeriodEnd, DateAdjustParams dapAccrualEnd, DateAdjustParams dapPeriodStart, DateAdjustParams dapAccrualStart, java.lang.String strMaturityType, boolean bPeriodsFromForward, java.lang.String strCalendar, java.lang.String strCurrency, FloaterLabel floaterLabel, EntityCDSLabel creditLabel)	Construct an Instance of BondStream from the First/Penultimate Dates using the specified Parameters

Uses of EntityCDSLabel in org.drip.product.rates

Methods in org.drip.product.rates that return EntityCDSLabel

Modifier and Type	Method	Description
EntityCDSLabel	FixFloatComponent.creditLabel()
EntityCDSLabel	FloatFloatComponent.creditLabel()
EntityCDSLabel	RatesBasket.creditLabel()
EntityCDSLabel	SingleStreamComponent.creditLabel()
EntityCDSLabel	Stream.creditLabel()	Retrieve the Credit Label

Uses of EntityCDSLabel in org.drip.state.identifier

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

Modifier and Type	Method	Description
static EntityCDSLabel	EntityCDSLabel.Standard(java.lang.String referenceEntity, java.lang.String currency)	Make a Standard SENIOR Entity Credit Label from the Reference Entity

Uses of EntityCDSLabel in org.drip.state.nonlinear

Constructors in org.drip.state.nonlinear with parameters of type EntityCDSLabel

Constructor	Description
ForwardHazardCreditCurve(int startDate, EntityCDSLabel entityCDSLabel, java.lang.String currency, double[] hazardRateArray, int[] hazardDateArray, double[] recoveryRateArray, int[] recoveryDateArray, int specificDefaultDate)	Create a credit curve from hazard rate and recovery rate term structures