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

Packages that use FXLabel

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.product.calib	Curve/Surface Calibration Quote Sets
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.rates	Fixed Income Multi-Stream Components
org.drip.state.identifier	Latent State Identifier Labels

Uses of FXLabel in org.drip.analytics.cashflow

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

Modifier and Type	Method	Description
FXLabel	Bullet.fxLabel()	Return the FX Label
FXLabel	CompositePeriod.fxLabel()	Return the FX Label

Uses of FXLabel in org.drip.analytics.output

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

Modifier and Type	Method	Description
FXLabel	BulletMetrics.fxLabel()	Retrieve the FX Label

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

Modifier and Type	Method	Description
java.util.Map<java.lang.Integer,java.lang.Double>	BulletMetrics.fxFXLoading(FXLabel fxLabel)	Retrieve the FX Loading Coefficient for the specified FX Latent State

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

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 FXLabel in org.drip.exposure.evolver

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

Modifier and Type	Method	Description
boolean	LatentStateVertexContainer.add(FXLabel fxLabel, double fx)	Add the Labeled FX
boolean	LatentStateVertexContainer.exists(FXLabel fxLabel)	Check Presence of Labeled FX
TerminalLatentState	LatentStateDynamicsContainer.fx(FXLabel fxLabel)	Retrieve the FX Latent State
double	LatentStateVertexContainer.fx(FXLabel fxLabel)	Retrieve of Labeled FX
boolean	LatentStateDynamicsContainer.fxExists(FXLabel fxLabel)	Indicate if the FX Latent State Exists

Uses of FXLabel in org.drip.param.market

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

Modifier and Type	Method	Description
R1ToR1	CurveSurfaceQuoteContainer.collateralFXCorrelation(java.lang.String strCollateralCurrency, FXLabel fxLabel)	Retrieve the Correlation Surface for the specified Collateral and the FX Latent State Label
R1ToR1	CurveSurfaceQuoteContainer.creditFXCorrelation(EntityCDSLabel creditLabel, FXLabel fxLabel)	Retrieve the Correlation Surface between the Credit and the FX Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.customFXCorrelation(CustomLabel customLabel, FXLabel fxLabel)	Retrieve the Correlation Surface between the Custom Metric and the FX Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityFXCorrelation(EntityEquityLabel equityLabel, FXLabel fxLabel)	Retrieve the Correlation Surface between the Equity and the FX Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardFXCorrelation(ForwardLabel forwardLabel, FXLabel fxLabel)	Retrieve the Correlation Surface between the Forward and the FX Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.fundingFXCorrelation(FundingLabel fundingLabel, FXLabel fxLabel)	Retrieve the Correlation Surface between the Funding and the FX Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxFXCorrelation(FXLabel fxLabel1, FXLabel fxLabel2)	Retrieve the Correlation Surface for the specified FX Latent State Label Set
R1ToR1	CurveSurfaceQuoteContainer.fxGovvieCorrelation(FXLabel fxLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface for the specified FX and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxOvernightCorrelation(FXLabel fxLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface for the specified FX and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxPaydownCorrelation(FXLabel fxLabel, PaydownLabel paydownLabel)	Retrieve the Correlation Surface for the specified FX and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxRatingCorrelation(FXLabel fxLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface for the specified FX and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxRecoveryCorrelation(FXLabel fxLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified FX and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxRepoCorrelation(FXLabel fxLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified FX and the Repo Latent States
FXCurve	CurveSurfaceQuoteContainer.fxState(FXLabel fxLabel)	Retrieve the FX State for the specified FX Latent State Label
VolatilityCurve	CurveSurfaceQuoteContainer.fxVolatility(FXLabel fxLabel)	Retrieve the Volatility Curve for the specified FX Latent State Label
boolean	CurveSurfaceQuoteContainer.setCollateralFXCorrelation(java.lang.String strCollateralCurrency, FXLabel fxLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Collateral and FX 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.setCustomFXCorrelation(CustomLabel customLabel, FXLabel fxLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the FX Latent States
boolean	CurveSurfaceQuoteContainer.setEquityFXCorrelation(EntityEquityLabel equityLabel, FXLabel fxLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the FX Latent States
boolean	CurveSurfaceQuoteContainer.setForwardFXCorrelation(ForwardLabel forwardLabel, FXLabel fxLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the FX Latent State Labels
boolean	CurveSurfaceQuoteContainer.setFundingFXCorrelation(FundingLabel fundingLabel, FXLabel fxLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Funding and the FX Latent States
boolean	CurveSurfaceQuoteContainer.setFXFXCorrelation(FXLabel fxLabel1, FXLabel fxLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX Latent State Label Set
boolean	CurveSurfaceQuoteContainer.setFXGovvieCorrelation(FXLabel fxLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setFXOvernightCorrelation(FXLabel fxLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setFXPaydownCorrelation(FXLabel fxLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setFXRatingCorrelation(FXLabel fxLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX and the Rating 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.setFXRepoCorrelation(FXLabel fxLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX and the Repo Latent States

Uses of FXLabel in org.drip.product.calib

Methods in org.drip.product.calib that return FXLabel

Modifier and Type	Method	Description
FXLabel	ProductQuoteSet.fxLabel()	Retrieve the FX Latent State Label, if it exists

Uses of FXLabel in org.drip.product.credit

Methods in org.drip.product.credit that return types with arguments of type FXLabel

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<FXLabel>	BondComponent.fxLabel()
CaseInsensitiveTreeMap<FXLabel>	CDSComponent.fxLabel()

Uses of FXLabel in org.drip.product.definition

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

Modifier and Type	Method	Description
FXLabel[]	BasketMarketParamRef.fxLabel()	Get the Array of the FX Latent State Identifier Labels
FXLabel[]	BasketProduct.fxLabel()

Methods in org.drip.product.definition that return types with arguments of type FXLabel

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<FXLabel>	ComponentMarketParamRef.fxLabel()	Get the Map of FX Latent State Identifier Labels

Uses of FXLabel in org.drip.product.fx

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

Modifier and Type	Method	Description
FXLabel[]	ComponentPair.fxLabel()

Methods in org.drip.product.fx that return types with arguments of type FXLabel

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<FXLabel>	FXForwardComponent.fxLabel()

Uses of FXLabel in org.drip.product.govvie

Methods in org.drip.product.govvie that return types with arguments of type FXLabel

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<FXLabel>	TreasuryFutures.fxLabel()

Uses of FXLabel in org.drip.product.option

Methods in org.drip.product.option that return types with arguments of type FXLabel

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<FXLabel>	OptionComponent.fxLabel()

Uses of FXLabel in org.drip.product.rates

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

Modifier and Type	Method	Description
FXLabel	Stream.fxLabel()	Retrieve the FX Label

Methods in org.drip.product.rates that return types with arguments of type FXLabel

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<FXLabel>	FixFloatComponent.fxLabel()
CaseInsensitiveTreeMap<FXLabel>	FloatFloatComponent.fxLabel()
CaseInsensitiveTreeMap<FXLabel>	RatesBasket.fxLabel()
CaseInsensitiveTreeMap<FXLabel>	SingleStreamComponent.fxLabel()

Uses of FXLabel in org.drip.state.identifier

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

Modifier and Type	Method	Description
FXLabel	FXLabel.inverse()	Delegate the Inverse FX Label
static FXLabel	FXLabel.Standard(java.lang.String code)	Make a Standard FX Label from the Currency Pair Code
static FXLabel	FXLabel.Standard(CurrencyPair currencyPair)	Make a Standard FX Label from the Currency Pair Instance