Uses of Class
org.drip.state.identifier.EntityEquityLabel
Package | Description |
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org.drip.exposure.evolver |
Securities and Exposure States Evolvers
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org.drip.oms.benchmark |
Benchmark/Tie/Peg Price Thresholds
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org.drip.param.market |
Curves Surfaces Quotes Fixings Container
|
org.drip.state.identifier |
Latent State Identifier Labels
|
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Uses of EntityEquityLabel in org.drip.exposure.evolver
Methods in org.drip.exposure.evolver with parameters of type EntityEquityLabel Modifier and Type Method Description boolean
LatentStateVertexContainer. add(EntityEquityLabel entityEquityLabel, double entityEquity)
Add the Labeled Entity EquityTerminalLatentState
LatentStateDynamicsContainer. entityEquity(EntityEquityLabel entityEquityLabel)
Retrieve the Entity Equity Latent Statedouble
LatentStateVertexContainer. entityEquity(EntityEquityLabel entityEquityLabel)
Retrieve of Labeled Entity Equityboolean
LatentStateDynamicsContainer. entityEquityExists(EntityEquityLabel entityEquityLabel)
Indicate if the Entity Equity Latent State Existsboolean
LatentStateVertexContainer. exists(EntityEquityLabel entityEquityLabel)
Check Presence of Labeled Entity Equity -
Uses of EntityEquityLabel in org.drip.oms.benchmark
Methods in org.drip.oms.benchmark with parameters of type EntityEquityLabel Modifier and Type Method Description static AggressiveMarketMakingPegScheme
AggressiveMarketMakingPegScheme. Standard(EntityEquityLabel entityEquityLabel, Side side, boolean noCross)
Construct a Standard Instance of AggressiveMarketMakingPegScheme -
Uses of EntityEquityLabel in org.drip.param.market
Methods in org.drip.param.market with parameters of type EntityEquityLabel Modifier and Type Method Description R1ToR1
CurveSurfaceQuoteContainer. collateralEquityCorrelation(java.lang.String strCollateralCurrency, EntityEquityLabel equityLabel)
Retrieve the Correlation Surface between the Collateral and the Equity Latent StatesR1ToR1
CurveSurfaceQuoteContainer. creditEquityCorrelation(EntityCDSLabel creditLabel, EntityEquityLabel equityLabel)
Retrieve the Correlation Surface between the Credit and the Equity Latent StatesR1ToR1
CurveSurfaceQuoteContainer. customEquityCorrelation(CustomLabel customLabel, EntityEquityLabel equityLabel)
Retrieve the Correlation Surface between the Custom Metric and the Equity Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityEquityCorrelation(EntityEquityLabel equityLabel1, EntityEquityLabel equityLabel2)
Retrieve the Correlation Surface between the Pair of Equity Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityForwardCorrelation(EntityEquityLabel equityLabel, ForwardLabel forwardLabel)
Retrieve the Correlation Surface between the Equity and the Forward Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityFundingCorrelation(EntityEquityLabel equityLabel, FundingLabel fundingLabel)
Retrieve the Correlation Surface between Equity and the Funding Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityFXCorrelation(EntityEquityLabel equityLabel, FXLabel fxLabel)
Retrieve the Correlation Surface between the Equity and the FX Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityGovvieCorrelation(EntityEquityLabel equityLabel, GovvieLabel govvieLabel)
Retrieve the Correlation Surface between the Equity and the Govvie Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityOvernightCorrelation(EntityEquityLabel equityLabel, OvernightLabel overnightLabel)
Retrieve the Correlation Surface between Equity and the Overnight Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityPaydownCorrelation(EntityEquityLabel equityLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Equity and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityRatingCorrelation(EntityEquityLabel equityLabel, RatingLabel ratingLabel)
Retrieve the Correlation Surface between the Equity and the Rating Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityRecoveryCorrelation(EntityEquityLabel equityLabel, EntityRecoveryLabel recoveryLabel)
Retrieve the Correlation Surface between the Equity and the Recovery Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityRepoCorrelation(EntityEquityLabel equityLabel, RepoLabel repoLabel)
Retrieve the Correlation Surface between the Equity and the Repo Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityState(EntityEquityLabel equityLabel)
Retrieve the Equity State for the specified Equity Latent State LabelVolatilityCurve
CurveSurfaceQuoteContainer. equityVolatility(EntityEquityLabel equityLabel)
Retrieve the Volatility Curve for the Equity Latent Stateboolean
CurveSurfaceQuoteContainer. setCollateralEquityCorrelation(java.lang.String strCollateralCurrency, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Collateral and the Equity Latent Statesboolean
CurveSurfaceQuoteContainer. setCreditEquityCorrelation(EntityCDSLabel creditLabel, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Equity Latent Statesboolean
CurveSurfaceQuoteContainer. setCustomEquityCorrelation(CustomLabel customLabel, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Equity Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityEquityCorrelation(EntityEquityLabel equityLabel1, EntityEquityLabel equityLabel2, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Pair of Equity Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityForwardCorrelation(EntityEquityLabel equityLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Forward Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityFundingCorrelation(EntityEquityLabel equityLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Funding Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityFXCorrelation(EntityEquityLabel equityLabel, FXLabel fxLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the FX Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityGovvieCorrelation(EntityEquityLabel equityLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Govvie Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityOvernightCorrelation(EntityEquityLabel equityLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Overnight Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityPaydownCorrelation(EntityEquityLabel equityLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityRatingCorrelation(EntityEquityLabel equityLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Rating Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityRecoveryCorrelation(EntityEquityLabel equityLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Recovery Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityRepoCorrelation(EntityEquityLabel equityLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Repo Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityState(EntityEquityLabel equityLabel, R1ToR1 auEquity)
(Re)-set the Equity State for the specified Equity Latent State Label -
Uses of EntityEquityLabel in org.drip.state.identifier
Methods in org.drip.state.identifier that return EntityEquityLabel Modifier and Type Method Description static EntityEquityLabel
EntityEquityLabel. Standard(java.lang.String referenceEntity, java.lang.String currency)
Make a Standard Equity Entity Label from the Reference Entity Name