Uses of Class
org.drip.state.identifier.EntityEquityLabel
| Package | Description |
|---|---|
| org.drip.exposure.evolver |
Securities and Exposure States Evolvers
|
| org.drip.oms.benchmark |
Benchmark/Tie/Peg Price Thresholds
|
| org.drip.param.market |
Curves Surfaces Quotes Fixings Container
|
| org.drip.state.identifier |
Latent State Identifier Labels
|
-
Uses of EntityEquityLabel in org.drip.exposure.evolver
Methods in org.drip.exposure.evolver with parameters of type EntityEquityLabel Modifier and Type Method Description booleanLatentStateVertexContainer. add(EntityEquityLabel entityEquityLabel, double entityEquity)Add the Labeled Entity EquityTerminalLatentStateLatentStateDynamicsContainer. entityEquity(EntityEquityLabel entityEquityLabel)Retrieve the Entity Equity Latent StatedoubleLatentStateVertexContainer. entityEquity(EntityEquityLabel entityEquityLabel)Retrieve of Labeled Entity EquitybooleanLatentStateDynamicsContainer. entityEquityExists(EntityEquityLabel entityEquityLabel)Indicate if the Entity Equity Latent State ExistsbooleanLatentStateVertexContainer. 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 AggressiveMarketMakingPegSchemeAggressiveMarketMakingPegScheme. 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 R1ToR1CurveSurfaceQuoteContainer. collateralEquityCorrelation(java.lang.String strCollateralCurrency, EntityEquityLabel equityLabel)Retrieve the Correlation Surface between the Collateral and the Equity Latent StatesR1ToR1CurveSurfaceQuoteContainer. creditEquityCorrelation(EntityCDSLabel creditLabel, EntityEquityLabel equityLabel)Retrieve the Correlation Surface between the Credit and the Equity Latent StatesR1ToR1CurveSurfaceQuoteContainer. customEquityCorrelation(CustomLabel customLabel, EntityEquityLabel equityLabel)Retrieve the Correlation Surface between the Custom Metric and the Equity Latent StatesR1ToR1CurveSurfaceQuoteContainer. equityEquityCorrelation(EntityEquityLabel equityLabel1, EntityEquityLabel equityLabel2)Retrieve the Correlation Surface between the Pair of Equity Latent StatesR1ToR1CurveSurfaceQuoteContainer. equityForwardCorrelation(EntityEquityLabel equityLabel, ForwardLabel forwardLabel)Retrieve the Correlation Surface between the Equity and the Forward Latent StatesR1ToR1CurveSurfaceQuoteContainer. equityFundingCorrelation(EntityEquityLabel equityLabel, FundingLabel fundingLabel)Retrieve the Correlation Surface between Equity and the Funding Latent StatesR1ToR1CurveSurfaceQuoteContainer. equityFXCorrelation(EntityEquityLabel equityLabel, FXLabel fxLabel)Retrieve the Correlation Surface between the Equity and the FX Latent StatesR1ToR1CurveSurfaceQuoteContainer. equityGovvieCorrelation(EntityEquityLabel equityLabel, GovvieLabel govvieLabel)Retrieve the Correlation Surface between the Equity and the Govvie Latent StatesR1ToR1CurveSurfaceQuoteContainer. equityOvernightCorrelation(EntityEquityLabel equityLabel, OvernightLabel overnightLabel)Retrieve the Correlation Surface between Equity and the Overnight Latent StatesR1ToR1CurveSurfaceQuoteContainer. equityPaydownCorrelation(EntityEquityLabel equityLabel, PaydownLabel paydownLabel)Retrieve the Correlation Surface between the Equity and the Pay-down Latent StatesR1ToR1CurveSurfaceQuoteContainer. equityRatingCorrelation(EntityEquityLabel equityLabel, RatingLabel ratingLabel)Retrieve the Correlation Surface between the Equity and the Rating Latent StatesR1ToR1CurveSurfaceQuoteContainer. equityRecoveryCorrelation(EntityEquityLabel equityLabel, EntityRecoveryLabel recoveryLabel)Retrieve the Correlation Surface between the Equity and the Recovery Latent StatesR1ToR1CurveSurfaceQuoteContainer. equityRepoCorrelation(EntityEquityLabel equityLabel, RepoLabel repoLabel)Retrieve the Correlation Surface between the Equity and the Repo Latent StatesR1ToR1CurveSurfaceQuoteContainer. equityState(EntityEquityLabel equityLabel)Retrieve the Equity State for the specified Equity Latent State LabelVolatilityCurveCurveSurfaceQuoteContainer. equityVolatility(EntityEquityLabel equityLabel)Retrieve the Volatility Curve for the Equity Latent StatebooleanCurveSurfaceQuoteContainer. setCollateralEquityCorrelation(java.lang.String strCollateralCurrency, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Collateral and the Equity Latent StatesbooleanCurveSurfaceQuoteContainer. setCreditEquityCorrelation(EntityCDSLabel creditLabel, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Credit and the Equity Latent StatesbooleanCurveSurfaceQuoteContainer. setCustomEquityCorrelation(CustomLabel customLabel, EntityEquityLabel equityLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Custom Metric and the Equity Latent StatesbooleanCurveSurfaceQuoteContainer. setEquityEquityCorrelation(EntityEquityLabel equityLabel1, EntityEquityLabel equityLabel2, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Pair of Equity Latent StatesbooleanCurveSurfaceQuoteContainer. setEquityForwardCorrelation(EntityEquityLabel equityLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Equity and the Forward Latent StatesbooleanCurveSurfaceQuoteContainer. setEquityFundingCorrelation(EntityEquityLabel equityLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Equity and the Funding Latent StatesbooleanCurveSurfaceQuoteContainer. setEquityFXCorrelation(EntityEquityLabel equityLabel, FXLabel fxLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Equity and the FX Latent StatesbooleanCurveSurfaceQuoteContainer. setEquityGovvieCorrelation(EntityEquityLabel equityLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Equity and the Govvie Latent StatesbooleanCurveSurfaceQuoteContainer. setEquityOvernightCorrelation(EntityEquityLabel equityLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Equity and the Overnight Latent StatesbooleanCurveSurfaceQuoteContainer. setEquityPaydownCorrelation(EntityEquityLabel equityLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Equity and the Pay-down Latent StatesbooleanCurveSurfaceQuoteContainer. setEquityRatingCorrelation(EntityEquityLabel equityLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Equity and the Rating Latent StatesbooleanCurveSurfaceQuoteContainer. setEquityRecoveryCorrelation(EntityEquityLabel equityLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Equity and the Recovery Latent StatesbooleanCurveSurfaceQuoteContainer. setEquityRepoCorrelation(EntityEquityLabel equityLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Equity and the Repo Latent StatesbooleanCurveSurfaceQuoteContainer. 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 EntityEquityLabelEntityEquityLabel. Standard(java.lang.String referenceEntity, java.lang.String currency)Make a Standard Equity Entity Label from the Reference Entity Name