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

Packages that use EntityRecoveryLabel

Package	Description
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
org.drip.xva.proto	Collateral, Counter Party, Netting Groups
org.drip.xva.topology	Collateral, Credit/Debt, Funding Topologies

Uses of EntityRecoveryLabel in org.drip.exposure.evolver

Methods in org.drip.exposure.evolver that return EntityRecoveryLabel

Modifier and Type	Method	Description
EntityRecoveryLabel	EntityDynamicsContainer.clientRecoveryLabel()	Retrieve the Client Recovery Label
EntityRecoveryLabel	EntityDynamicsContainer.dealerSeniorRecoveryLabel()	Retrieve the Dealer Senior Recovery Label
EntityRecoveryLabel	EntityDynamicsContainer.dealerSubordinateRecoveryLabel()	Retrieve the Dealer Subordinate Recovery Label

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

Modifier and Type	Method	Description
boolean	LatentStateVertexContainer.add(EntityRecoveryLabel entityRecoveryLabel, double entityRecovery)	Add the Labeled Entity Recovery
TerminalLatentState	LatentStateDynamicsContainer.entityRecovery(EntityRecoveryLabel entityRecoveryLabel)	Retrieve the Entity Recovery Latent State
double	LatentStateVertexContainer.entityRecovery(EntityRecoveryLabel entityRecoveryLabel)	Retrieve of Labeled Entity Recovery
boolean	LatentStateDynamicsContainer.entityRecoveryExists(EntityRecoveryLabel entityRecoveryLabel)	Indicate if the Entity Recovery Latent State Exists
boolean	LatentStateVertexContainer.exists(EntityRecoveryLabel entityRecoveryLabel)	Check Presence of Labeled Entity Recovery

Uses of EntityRecoveryLabel in org.drip.param.market

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

Modifier and Type	Method	Description
R1ToR1	CurveSurfaceQuoteContainer.collateralRecoveryCorrelation(java.lang.String strCollateralCurrency, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified Collateral and Recovery 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.customRecoveryCorrelation(CustomLabel customLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface between the Custom Metric and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityRecoveryCorrelation(EntityEquityLabel equityLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface between the Equity and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardRecoveryCorrelation(ForwardLabel forwardLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface between the Forward and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingRecoveryCorrelation(FundingLabel fundingLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface between the Funding and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxRecoveryCorrelation(FXLabel fxLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified FX and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieRecoveryCorrelation(GovvieLabel govvieLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified Govvie and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.overnightRecoveryCorrelation(OvernightLabel overnightLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified Overnight and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.paydownRecoveryCorrelation(PaydownLabel paydownLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified Pay-down and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.ratingRecoveryCorrelation(RatingLabel ratingLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified Rating and Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.recoveryRecoveryCorrelation(EntityRecoveryLabel recoveryLabel1, EntityRecoveryLabel recoveryLabel2)	Retrieve the Correlation Surface for the specified Recovery Latent State Pair
R1ToR1	CurveSurfaceQuoteContainer.recoveryRepoCorrelation(EntityRecoveryLabel recoveryLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Recovery and the Repo Latent States
CreditCurve	CurveSurfaceQuoteContainer.recoveryState(EntityRecoveryLabel recoveryLabel)	Retrieve the Recovery Latent State from the Label
VolatilityCurve	CurveSurfaceQuoteContainer.recoveryVolatility(EntityRecoveryLabel recoveryLabel)	Retrieve the Volatility Curve for the specified Recovery Latent State
boolean	CurveSurfaceQuoteContainer.setCollateralRecoveryCorrelation(java.lang.String strCollateralCurrency, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Collateral and Recovery Latent State Labels
boolean	CurveSurfaceQuoteContainer.setCreditRecoveryCorrelation(EntityCDSLabel creditLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Recovery 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.setEquityRecoveryCorrelation(EntityEquityLabel equityLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setForwardRecoveryCorrelation(ForwardLabel forwardLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setFundingRecoveryCorrelation(FundingLabel fundingLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Funding and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setFXRecoveryCorrelation(FXLabel fxLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setGovvieRecoveryCorrelation(GovvieLabel govvieLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Govvie and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setOvernightRecoveryCorrelation(OvernightLabel overnightLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Overnight and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setPaydownRecoveryCorrelation(PaydownLabel paydownLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Pay-down and the Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setRatingRecoveryCorrelation(RatingLabel ratingLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Rating and Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setRecoveryRecoveryCorrelation(EntityRecoveryLabel recoveryLabel1, EntityRecoveryLabel recoveryLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the Recovery Latent State Pair
boolean	CurveSurfaceQuoteContainer.setRecoveryRepoCorrelation(EntityRecoveryLabel recoveryLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Recovery and the Repo Latent States

Uses of EntityRecoveryLabel in org.drip.state.identifier

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

Modifier and Type	Method	Description
static EntityRecoveryLabel	EntityRecoveryLabel.Senior(java.lang.String referenceEntity, java.lang.String currency)	Make a Standard SENIOR Entity Recovery Label from the Reference Entity
static EntityRecoveryLabel	EntityRecoveryLabel.Subordinate(java.lang.String referenceEntity, java.lang.String currency)	Make a Standard SUBORDINATE Entity Recovery Label from the Reference Entity

Uses of EntityRecoveryLabel in org.drip.xva.proto

Methods in org.drip.xva.proto that return EntityRecoveryLabel

Modifier and Type	Method	Description
EntityRecoveryLabel	CreditDebtGroupSpecification.clientRecoveryLabel()	Retrieve the Client Recovery Label
EntityRecoveryLabel	CreditDebtGroupSpecification.dealerSeniorRecoveryLabel()	Retrieve the Dealer Senior Recovery Label
EntityRecoveryLabel	CreditDebtGroupSpecification.dealerSubordinateRecoveryLabel()	Retrieve the Dealer Subordinate Recovery Label

Methods in org.drip.xva.proto with parameters of type EntityRecoveryLabel

Modifier and Type	Method	Description
static CreditDebtGroupSpecification	CreditDebtGroupSpecification.Standard(java.lang.String id, java.lang.String name, EntityHazardLabel dealerHazardLabel, EntityHazardLabel clientHazardLabel, EntityRecoveryLabel dealerSeniorRecoveryLabel, EntityRecoveryLabel clientRecoveryLabel, EntityRecoveryLabel dealerSubordinateRecoveryLabel)	Generate a Standard Instance of CreditDebtGroupSpecification

Constructors in org.drip.xva.proto with parameters of type EntityRecoveryLabel

Constructor	Description
CreditDebtGroupSpecification(java.lang.String id, java.lang.String name, EntityHazardLabel dealerHazardLabel, EntityHazardLabel clientHazardLabel, EntityRecoveryLabel dealerSeniorRecoveryLabel, EntityRecoveryLabel clientRecoveryLabel, EntityRecoveryLabel dealerSubordinateRecoveryLabel, boolean contractual, boolean enforceable)	CreditDebtGroupSpecification Constructor

Uses of EntityRecoveryLabel in org.drip.xva.topology

Methods in org.drip.xva.topology that return EntityRecoveryLabel

Modifier and Type	Method	Description
EntityRecoveryLabel	CreditDebtGroup.clientRecoveryLabel()	Retrieve the Client Senior Recovery Label
EntityRecoveryLabel	CreditDebtGroup.dealerSeniorRecoveryLabel()	Retrieve the Dealer Senior Recovery Label
EntityRecoveryLabel	CreditDebtGroup.dealerSubordinateRecoveryLabel()	Retrieve the Dealer Subordinate Recovery Label

Methods in org.drip.xva.topology that return types with arguments of type EntityRecoveryLabel

Modifier and Type	Method	Description
java.util.Map<java.lang.String,EntityRecoveryLabel>	Adiabat.clientRecoveryLabelMap()	Retrieve the Client Recovery Label Map
java.util.Map<java.lang.String,EntityRecoveryLabel>	AdiabatMarketParams.clientRecoveryLabelMap()	Retrieve the Map of Client Recovery Labels
java.util.Map<java.lang.String,EntityRecoveryLabel>	FundingGroup.clientRecoveryLabelMap()	Retrieve the Client Recovery Label Map
java.util.Map<java.lang.String,EntityRecoveryLabel>	Adiabat.dealerSeniorRecoveryLabelMap()	Retrieve the Dealer Senior Recovery Label Map
java.util.Map<java.lang.String,EntityRecoveryLabel>	AdiabatMarketParams.dealerSeniorRecoveryLabelMap()	Retrieve the Map of Dealer Senior Recovery Labels
java.util.Map<java.lang.String,EntityRecoveryLabel>	FundingGroup.dealerSeniorRecoveryLabelMap()	Retrieve the Dealer Senior Recovery Label Map
java.util.Map<java.lang.String,EntityRecoveryLabel>	Adiabat.dealerSubordinateRecoveryLabelMap()	Retrieve the Dealer Subordinate Recovery Label Map
java.util.Map<java.lang.String,EntityRecoveryLabel>	AdiabatMarketParams.dealerSubordinateRecoveryLabelMap()	Retrieve the Map of Dealer Subordinate Recovery Labels
java.util.Map<java.lang.String,EntityRecoveryLabel>	FundingGroup.dealerSubordinateRecoveryLabelMap()	Retrieve the Dealer Subordinate Recovery Label Map