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

Packages that use ForwardLabel

Package	Description
org.drip.analytics.support	Assorted Support and Helper Utilities
org.drip.dynamics.hjm	HJM Based Latent State Evolution
org.drip.dynamics.lmm	LMM Based Latent State Evolution
org.drip.dynamics.sabr	SABR Based Latent State Evolution
org.drip.exposure.evolver	Securities and Exposure States Evolvers
org.drip.market.exchange	Deliverable Swap, STIR, Treasury Futures
org.drip.market.otc	OTC Dual Stream Option Container
org.drip.param.market	Curves Surfaces Quotes Fixings Container
org.drip.product.calib	Curve/Surface Calibration Quote Sets
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.rates	Fixed Income Multi-Stream Components
org.drip.sample.forward	IBOR Spline Forward Curve Construction
org.drip.service.template	Curve Construction Product Builder Templates
org.drip.state.basis	Basis State Curve Construction/Estimation
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.discount	Discount Curve Spline Latent State
org.drip.state.forward	Forward Latent State Curve Estimator
org.drip.state.identifier	Latent State Identifier Labels
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction

Uses of ForwardLabel in org.drip.analytics.support

Methods in org.drip.analytics.support with parameters of type ForwardLabel

Modifier and Type	Method	Description
static double	OptionHelper.IntegratedFRACrossVolConvexityAdjuster(CurveSurfaceQuoteContainer csqs, ForwardLabel forwardLabel, FundingLabel fundingLabel, double dblForwardShiftedLogNormalScaler, double dblFundingShiftedLogNormalScaler, int iStartDate, int iEndDate)	Compute the Integrated FRA Cross Volatility Convexity Adjuster given the corresponding volatility and the correlation Curves and the date spans

Uses of ForwardLabel in org.drip.dynamics.hjm

Methods in org.drip.dynamics.hjm that return ForwardLabel

Modifier and Type	Method	Description
ForwardLabel	MultiFactorStateEvolver.forwardLabel()	Retrieve the Forward Label

Methods in org.drip.dynamics.hjm with parameters of type ForwardLabel

Modifier and Type	Method	Description
static ShortForwardRateUpdate	ShortForwardRateUpdate.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iInitialDate, int iFinalDate, int iTargetPointDate, double dblInstantaneousForwardRate, double dblInstantaneousForwardRateIncrement, double dblLIBORForwardRate, double dblLIBORForwardRateIncrement, double dblShiftedLIBORForwardRate, double dblShiftedLIBORForwardRateIncrement, double dblShortRate, double dblShortRateIncrement, double dblCompoundedShortRate, double dblCompoundedShortRateIncrement, double dblPrice, double dblPriceIncrement)	Construct an Instance of ShortForwardRateUpdate

Constructors in org.drip.dynamics.hjm with parameters of type ForwardLabel

Constructor	Description
MultiFactorStateEvolver(FundingLabel lslFunding, ForwardLabel lslForward, MultiFactorVolatility mfv, R1ToR1 auInitialInstantaneousForwardRate)	MultiFactorStateEvolver Constructor

Uses of ForwardLabel in org.drip.dynamics.lmm

Methods in org.drip.dynamics.lmm that return ForwardLabel

Modifier and Type	Method	Description
ForwardLabel	ContinuousForwardRateEvolver.forwardLabel()	Retrieve the Forward Label
ForwardLabel	LognormalLIBORCurveEvolver.forwardLabel()	Retrieve the Forward Label
ForwardLabel	LognormalLIBORPointEvolver.forwardLabel()	Retrieve the Forward Label
ForwardLabel	LognormalLIBORVolatility.forwardLabel()	Retrieve the Forward Label

Methods in org.drip.dynamics.lmm with parameters of type ForwardLabel

Modifier and Type	Method	Description
static BGMCurveUpdate	BGMCurveUpdate.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iInitialDate, int iFinalDate, ForwardCurve fc, Span spanLIBORIncrement, MergedDiscountForwardCurve dc, Span spanDiscountFactorIncrement, Span spanContinuousForwardRateIncrement, Span spanSpotRateIncrement, Span spanInstantaneousEffectiveForward, Span spanInstantaneousNominalForward, LognormalLIBORVolatility llv)	Construct an Instance of BGMCurveUpdate
static BGMPointUpdate	BGMPointUpdate.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iInitialDate, int iFinalDate, int iTargetPointDate, double dblLIBOR, double dblLIBORIncrement, double dblContinuousForwardRate, double dblContinuousForwardRateIncrement, double dblSpotRate, double dblSpotRateIncrement, double dblDiscountFactor, double dblDiscountFactorIncrement, double dblInstantaneousEffectiveForwardRate, double dblInstantaneousNominalForwardRate, double dblLognormalLIBORVolatility, double dblContinuouslyCompoundedForwardVolatility)	Construct an Instance of BGMPointUpdate
static ContinuousForwardRateUpdate	ContinuousForwardRateUpdate.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iInitialDate, int iFinalDate, int iTargetPointDate, double dblContinuousForwardRate, double dblContinuousForwardRateIncrement, double dblSpotRate, double dblSpotRateIncrement, double dblDiscountFactor, double dblDiscountFactorIncrement, double dblDContinuousForwardDXInitial, double dblDContinuousForwardDXTerminal)	Construct an Instance of ContinuousForwardRateUpdate
static LognormalLIBORCurveEvolver	LognormalLIBORCurveEvolver.Create(FundingLabel lslFunding, ForwardLabel lslForward, int iNumForwardTenor, SegmentCustomBuilderControl scbc)	Create a LognormalLIBORCurveEvolver Instance

Constructors in org.drip.dynamics.lmm with parameters of type ForwardLabel

Constructor	Description
ContinuousForwardRateEvolver(FundingLabel lslFunding, ForwardLabel lslForward, MultiFactorVolatility mfv, R1ToR1 auInitialInstantaneousForwardRate)	ContinuousForwardRateEvolver Constructor
LognormalLIBORCurveEvolver(FundingLabel lslFunding, ForwardLabel lslForward, int iNumForwardTenor, SegmentCustomBuilderControl scbcLIBOR, SegmentCustomBuilderControl scbcDiscountFactor, SegmentCustomBuilderControl scbcLIBORIncrement, SegmentCustomBuilderControl scbcDiscountFactorIncrement, SegmentCustomBuilderControl scbcContinuousForwardIncrement, SegmentCustomBuilderControl scbcSpotRateIncrement, SegmentCustomBuilderControl scbcInstantaneousEffectiveForward, SegmentCustomBuilderControl scbcInstantaneousNominalForward)	LognormalLIBORCurveEvolver Constructor
LognormalLIBORPointEvolver(FundingLabel lslFunding, ForwardLabel lslForward, LognormalLIBORVolatility llv, ForwardCurve fc, MergedDiscountForwardCurve dc)	LognormalLIBORPointEvolver Constructor
LognormalLIBORVolatility(int iSpotDate, ForwardLabel lslForward, MarketSurface[] aMSVolatility, PrincipalFactorSequenceGenerator pfsg)	LognormalLIBORVolatility Constructor

Uses of ForwardLabel in org.drip.dynamics.sabr

Methods in org.drip.dynamics.sabr that return ForwardLabel

Modifier and Type	Method	Description
ForwardLabel	StochasticVolatilityStateEvolver.forwardLabel()	Retrieve the Forward Label

Methods in org.drip.dynamics.sabr with parameters of type ForwardLabel

Modifier and Type	Method	Description
static StochasticVolatilityStateEvolver	StochasticVolatilityStateEvolver.CEV(ForwardLabel lslForward, double dblBeta, double dblRho, UnivariateSequenceGenerator usgForwardRate, UnivariateSequenceGenerator usgForwardRateVolatilityIdiosyncratic)	Create a Constant Elasticity of Variance SABR Instance
static ForwardRateUpdate	ForwardRateUpdate.Create(ForwardLabel lslForward, int iInitialDate, int iFinalDate, int iTargetPointDate, double dblForwardRate, double dblForwardRateIncrement, double dblForwardRateVolatility, double dblForwardRateVolatilityIncrement)	ForwardRateUpdate Creator
static StochasticVolatilityStateEvolver	StochasticVolatilityStateEvolver.Gaussian(ForwardLabel lslForward, double dblRho, double dblVolatilityOfVolatility, UnivariateSequenceGenerator usgForwardRate, UnivariateSequenceGenerator usgForwardRateVolatilityIdiosyncratic)	Create a Gaussian SABR Instance
static StochasticVolatilityStateEvolver	StochasticVolatilityStateEvolver.Lognormal(ForwardLabel lslForward, double dblRho, double dblVolatilityOfVolatility, UnivariateSequenceGenerator usgForwardRate, UnivariateSequenceGenerator usgForwardRateVolatilityIdiosyncratic)	Create a Log-normal SABR Instance

Constructors in org.drip.dynamics.sabr with parameters of type ForwardLabel

Constructor	Description
StochasticVolatilityStateEvolver(ForwardLabel lslForward, double dblBeta, double dblRho, double dblVolatilityOfVolatility, UnivariateSequenceGenerator usgForwardRate, UnivariateSequenceGenerator usgForwardRateVolatilityIdiosyncratic)	StochasticVolatilityStateEvolver Constructor

Uses of ForwardLabel in org.drip.exposure.evolver

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

Modifier and Type	Method	Description
boolean	LatentStateVertexContainer.add(ForwardLabel forwardLabel, double forward)	Add the Labeled Forward
boolean	LatentStateVertexContainer.exists(ForwardLabel forwardLabel)	Check Presence of Labeled Forward
TerminalLatentState	LatentStateDynamicsContainer.forward(ForwardLabel forwardLabel)	Retrieve the Forward Latent State
double	LatentStateVertexContainer.forward(ForwardLabel forwardLabel)	Retrieve of Labeled Forward
boolean	LatentStateDynamicsContainer.forwardExists(ForwardLabel forwardLabel)	Indicate if the Forward Latent State Exists

Uses of ForwardLabel in org.drip.market.exchange

Methods in org.drip.market.exchange with parameters of type ForwardLabel

Modifier and Type	Method	Description
static ShortTermFutures	ShortTermFuturesContainer.ExchangeInfo(ForwardLabel forwardLabel)	Retrieve the Short Term Futures Exchange Info From the Corresponding Forward Label

Uses of ForwardLabel in org.drip.market.otc

Methods in org.drip.market.otc that return ForwardLabel

Modifier and Type	Method	Description
ForwardLabel	FloatStreamConvention.floaterIndex()	Retrieve the Forward Label

Constructors in org.drip.market.otc with parameters of type ForwardLabel

Constructor	Description
FloatStreamConvention(ForwardLabel forwardLabel, java.lang.String strCompositePeriodTenor)	FloatStreamConvention Constructor

Uses of ForwardLabel in org.drip.param.market

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

Modifier and Type	Method	Description
R1ToR1	CurveSurfaceQuoteContainer.collateralForwardCorrelation(java.lang.String strCollateralCurrency, ForwardLabel forwardLabel)	Retrieve the Correlation Surface between the Collateral and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditForwardCorrelation(EntityCDSLabel creditLabel, ForwardLabel forwardLabel)	Retrieve the Correlation Surface between the Credit and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.customForwardCorrelation(CustomLabel customLabel, ForwardLabel forwardLabel)	Retrieve the Correlation Surface between the Custom Metric and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityForwardCorrelation(EntityEquityLabel equityLabel, ForwardLabel forwardLabel)	Retrieve the Correlation Surface between the Equity and the Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardForwardCorrelation(ForwardLabel forwardLabel1, ForwardLabel forwardLabel2)	Retrieve the Correlation Surface between the Pair of Forward Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardFundingCorrelation(ForwardLabel forwardLabel, FundingLabel fundingLabel)	Retrieve the Correlation Surface between the Forward and the Funding Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardFXCorrelation(ForwardLabel forwardLabel, FXLabel fxLabel)	Retrieve the Correlation Surface between the Forward and the FX Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.forwardGovvieCorrelation(ForwardLabel forwardLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface between the Forward and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardOvernightCorrelation(ForwardLabel forwardLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between the Forward and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardPaydownCorrelation(ForwardLabel forwardLabel, PaydownLabel paydownLabel)	Retrieve the Correlation Surface between the Forward and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardRatingCorrelation(ForwardLabel forwardLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface between the Forward and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardRecoveryCorrelation(ForwardLabel forwardLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface between the Forward and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardRepoCorrelation(ForwardLabel forwardLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface between the Forward and the Repo Latent States
ForwardCurve	CurveSurfaceQuoteContainer.forwardState(ForwardLabel forwardLabel)	Retrieve the Forward State corresponding to the Label
VolatilityCurve	CurveSurfaceQuoteContainer.forwardVolatility(ForwardLabel forwardLabel)	Retrieve the Volatility Curve for the specified Forward Latent State Label
boolean	CurveSurfaceQuoteContainer.setCollateralForwardCorrelation(java.lang.String strCollateralCurrency, ForwardLabel forwardLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Collateral and the Forward 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.setCustomForwardCorrelation(CustomLabel customLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Forward Latent States
boolean	CurveSurfaceQuoteContainer.setEquityForwardCorrelation(EntityEquityLabel equityLabel, ForwardLabel forwardLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the Forward Latent States
boolean	CurveSurfaceQuoteContainer.setForwardForwardCorrelation(ForwardLabel forwardLabel1, ForwardLabel forwardLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Pair of Forward Latent States
boolean	CurveSurfaceQuoteContainer.setForwardFundingCorrelation(ForwardLabel forwardLabel, FundingLabel fundingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Funding 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.setForwardGovvieCorrelation(ForwardLabel forwardLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setForwardOvernightCorrelation(ForwardLabel forwardLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setForwardPaydownCorrelation(ForwardLabel forwardLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setForwardRatingCorrelation(ForwardLabel forwardLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Rating 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.setForwardRepoCorrelation(ForwardLabel forwardLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Repo Latent States

Uses of ForwardLabel in org.drip.product.calib

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

Modifier and Type	Method	Description
ForwardLabel	ProductQuoteSet.forwardLabel()	Retrieve the Forward Latent State Label, if it exists

Uses of ForwardLabel in org.drip.product.creator

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

Modifier and Type	Method	Description
static SingleStreamComponent	SingleStreamComponentBuilder.Deposit(JulianDate dtEffective, JulianDate dtMaturity, ForwardLabel fri)	Create a Deposit Product from the Effective and the Maturity Dates, and the Forward Label
static FRAStandardCapFloorlet	SingleStreamOptionBuilder.ExchangeTradedFuturesOption(JulianDate dtEffective, ForwardLabel forwardLabel, double dblStrike, java.lang.String strManifestMeasure, boolean bIsCaplet, java.lang.String strTradingMode, java.lang.String strExchange)	Create an Exchange-traded Standard Futures Option
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 FRAStandardComponent	SingleStreamComponentBuilder.ForwardRateFutures(JulianDate dtSpot, ForwardLabel fri)	Create a Forward Rate Futures Product Instance from the Spot Date and the Forward Label
static FRAMarketComponent	SingleStreamComponentBuilder.FRAMarket(JulianDate dtForwardStart, ForwardLabel forwardLabel, double dblStrike)	Create a FRA Market Component Instance from the Spot Date, the Forward Label, and the Strike
static FRAStandardComponent	SingleStreamComponentBuilder.FRAStandard(JulianDate dtForwardStart, ForwardLabel forwardLabel, double dblStrike)	Create a Standard FRA from the Spot Date, the Forward Label, and the Strike
static FRAStandardCapFloorlet	SingleStreamOptionBuilder.FuturesOption(JulianDate dtEffective, ForwardLabel forwardLabel, double dblStrike, java.lang.String strManifestMeasure, boolean bIsCaplet, CashSettleParams csp)	Create a Standard Futures Option

Uses of ForwardLabel in org.drip.product.credit

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

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<ForwardLabel>	BondComponent.forwardLabel()
CaseInsensitiveTreeMap<ForwardLabel>	CDSComponent.forwardLabel()

Uses of ForwardLabel in org.drip.product.definition

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

Modifier and Type	Method	Description
ForwardLabel[]	BasketMarketParamRef.forwardLabel()	Get the Array of Forward Labels
ForwardLabel[]	BasketProduct.forwardLabel()

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

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<ForwardLabel>	ComponentMarketParamRef.forwardLabel()	Get the Map of Forward Latent State Labels

Uses of ForwardLabel in org.drip.product.fx

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

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<ForwardLabel>	FXForwardComponent.forwardLabel()

Uses of ForwardLabel in org.drip.product.govvie

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

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<ForwardLabel>	TreasuryFutures.forwardLabel()

Uses of ForwardLabel in org.drip.product.option

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

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<ForwardLabel>	OptionComponent.forwardLabel()

Uses of ForwardLabel in org.drip.product.rates

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

Modifier and Type	Method	Description
ForwardLabel	Stream.forwardLabel()	Retrieve the Forward Label, if Present

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

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<ForwardLabel>	FixFloatComponent.forwardLabel()
CaseInsensitiveTreeMap<ForwardLabel>	FloatFloatComponent.forwardLabel()
CaseInsensitiveTreeMap<ForwardLabel>	RatesBasket.forwardLabel()
CaseInsensitiveTreeMap<ForwardLabel>	SingleStreamComponent.forwardLabel()

Uses of ForwardLabel in org.drip.sample.forward

Methods in org.drip.sample.forward with parameters of type ForwardLabel

Modifier and Type	Method	Description
static ForwardCurve	IBORCurve.CustomIBORBuilderSample(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrFloatFloatTenor, double[] adblFloatFloatQuote, java.lang.String strFloatFloatCalibMeasure, java.lang.String[] astrSyntheticFloatFloatTenor, double[] adblSyntheticFloatFloatQuote, java.lang.String strSyntheticFloatFloatCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)	Construct the Custom IBOR Sample Curve
static ForwardCurve	IBORCurve.CustomIBORBuilderSample2(MergedDiscountForwardCurve dc, ForwardCurve fcReference, ForwardLabel fri, SegmentCustomBuilderControl scbc, java.lang.String[] astrDepositTenor, double[] adblDepositQuote, java.lang.String strDepositCalibMeasure, java.lang.String[] astrFRATenor, double[] adblFRAQuote, java.lang.String strFRACalibMeasure, java.lang.String[] astrFixFloatTenor, double[] adblFixFloatQuote, java.lang.String strFixFloatCalibMeasure, java.lang.String[] astrComponentPairTenor, double[] adblComponentPairQuote, java.lang.String strComponentPairCalibMeasure, java.lang.String[] astrSyntheticComponentPairTenor, double[] adblSyntheticComponentPairQuote, java.lang.String strSyntheticComponentPairCalibMeasure, java.lang.String strHeaderComment, boolean bPrintMetric)	Construct the Custom IBOR Sample Curve #2

Uses of ForwardLabel in org.drip.service.template

Methods in org.drip.service.template with parameters of type ForwardLabel

Modifier and Type	Method	Description
static CaseInsensitiveTreeMap<ForwardCurve>	LatentMarketStateBuilder.BumpedForwardCurve(JulianDate spotDate, ForwardLabel forwardLabel, java.lang.String[] depositMaturityTenorArray, double[] depositQuoteArray, java.lang.String depositMeasure, java.lang.String[] fraMaturityTenorArray, double[] fraQuoteArray, java.lang.String fraMeasure, java.lang.String[] fixFloatMaturityTenorArray, double[] fixFloatQuoteArray, java.lang.String fixFloatMeasure, java.lang.String[] floatFloatMaturityTenorArray, double[] floatFloatQuoteArray, java.lang.String floatFloatMeasure, java.lang.String[] syntheticFloatFloatMaturityTenorArray, double[] syntheticFloatFloatQuoteArray, java.lang.String syntheticFloatFloatMeasure, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve referenceForwardCurve, int latentStateType, double bumpAmount, boolean isProportional)	Construct a Map of Tenor Bumped Forward Curve Based off of the Input Exchange/OTC Market Instruments
static CaseInsensitiveTreeMap<VolatilityCurve>	LatentMarketStateBuilder.BumpedForwardVolatilityCurve(JulianDate spotDate, ForwardLabel forwardLabel, boolean isCap, java.lang.String[] maturityTenorArray, double[] strikeArray, double[] quoteArray, java.lang.String calibrationMeasure, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve forwardCurve, double bumpAmount, boolean isProportional)	Construct a Tenor + Parallel Forward Volatility Latent State Construction from Cap/Floor Instruments
static FRAStandardCapFloor[]	OTCInstrumentBuilder.CapFloor(JulianDate spotDate, ForwardLabel forwardLabel, java.lang.String[] maturityTenorArray, double[] strikeArray, boolean isCap)	Construct the Array of Standard OTC FRA Cap/Floors
static FRAStandardCapFloor	OTCInstrumentBuilder.CapFloor(JulianDate spotDate, ForwardLabel forwardLabel, java.lang.String maturityTenor, double strike, boolean isCap)	Construct an Instance of the Standard OTC FRA Cap/Floor
static FixFloatComponent	OTCInstrumentBuilder.FixFloatCustom(JulianDate spotDate, ForwardLabel forwardLabel, java.lang.String maturityTenor)	Construct a Standard Fix Float Swap Instances
static FixFloatComponent[]	OTCInstrumentBuilder.FixFloatCustom(JulianDate spotDate, ForwardLabel forwardLabel, java.lang.String[] maturityTenorArray)	Construct an Array of Custom Fix Float Swap Instances
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate spotDate, ForwardLabel forwardLabel, java.lang.String[] depositMaturityTenorArray, double[] depositQuoteArray, java.lang.String depositMeasure, java.lang.String[] fraMaturityTenorArray, double[] fraQuoteArray, java.lang.String fraMeasure, java.lang.String[] fixFloatMaturityTenorArray, double[] fixFloatQuoteArray, java.lang.String fixFloatMeasure, java.lang.String[] floatFloatMaturityTenorArray, double[] floatFloatQuoteArray, java.lang.String floatFloatMeasure, java.lang.String[] syntheticFloatFloatMaturityTenorArray, double[] syntheticFloatFloatQuoteArray, java.lang.String syntheticFloatFloatMeasure, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve referenceForwardCurve, int latentStateType)	Construct a Instance of the Smooth/Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.ForwardCurve(JulianDate spotDate, ForwardLabel forwardLabel, java.lang.String[] depositMaturityTenorArray, double[] depositQuoteArray, java.lang.String depositMeasure, java.lang.String[] fraMaturityTenorArray, double[] fraQuoteArray, java.lang.String fraMeasure, java.lang.String[] fixFloatMaturityTenorArray, double[] fixFloatQuoteArray, java.lang.String fixFloatMeasure, java.lang.String[] floatFloatMaturityTenorArray, double[] floatFloatQuoteArray, java.lang.String floatFloatMeasure, java.lang.String[] syntheticFloatFloatMaturityTenorArray, double[] syntheticFloatFloatQuoteArray, java.lang.String syntheticFloatFloatMeasure, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve referenceForwardCurve, SegmentCustomBuilderControl segmentCustomBuilderControl)	Construct a Instance of the Forward Curve off of Exchange/OTC Market Instruments
static SingleStreamComponent[]	OTCInstrumentBuilder.ForwardRateDeposit(JulianDate spotDate, java.lang.String[] maturityTenorArray, ForwardLabel forwardLabel)	Construct an Array of OTC Forward Deposit Instruments from the corresponding Maturity Tenors
static SingleStreamComponent	OTCInstrumentBuilder.ForwardRateDeposit(JulianDate spotDate, java.lang.String maturityTenor, ForwardLabel forwardLabel)	Construct an OTC Forward Deposit Instrument from Spot Date and the Maturity Tenor
static VolatilityCurve	LatentMarketStateBuilder.ForwardRateVolatilityCurve(JulianDate spotDate, ForwardLabel forwardLabel, boolean isCap, java.lang.String[] maturityTenorArray, double[] strikeArray, double[] quoteArray, java.lang.String calibrationMeasure, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve forwardCurve)	Forward Rate Volatility Latent State Construction from Cap/Floor Instruments
static FRAStandardComponent[]	OTCInstrumentBuilder.FRAStandard(JulianDate spotDate, ForwardLabel forwardLabel, java.lang.String[] maturityTenorArray, double[] fraStrikeArray)	Create an Array of Standard FRAs from the Spot Date, the Forward Label, and the Strike
static FRAStandardComponent	OTCInstrumentBuilder.FRAStandard(JulianDate spotDate, ForwardLabel forwardLabel, java.lang.String maturityTenor, double strike)	Create a Standard FRA from the Spot Date, the Forward Label, and the Strike
static ForwardCurve	LatentMarketStateBuilder.ShapePreservingForwardCurve(JulianDate spotDate, ForwardLabel forwardLabel, java.lang.String[] depositMaturityTenorArray, double[] depositQuoteArray, java.lang.String depositMeasure, java.lang.String[] fraMaturityTenorArray, double[] fraQuoteArray, java.lang.String fraMeasure, java.lang.String[] fixFloatMaturityTenorArray, double[] fixFloatQuoteArray, java.lang.String fixFloatMeasure, java.lang.String[] floatFloatMaturityTenorArray, double[] floatFloatQuoteArray, java.lang.String floatFloatMeasure, java.lang.String[] syntheticFloatFloatMaturityTenorArray, double[] syntheticFloatFloatQuoteArray, java.lang.String syntheticFloatFloatMeasure, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve referenceForwardCurve)	Construct a Instance of the Shape Preserving Forward Curve off of Exchange/OTC Market Instruments
static ForwardCurve	LatentMarketStateBuilder.SmoothForwardCurve(JulianDate spotDate, ForwardLabel forwardLabel, java.lang.String[] depositMaturityTenorArray, double[] depositQuoteArray, java.lang.String depositMeasure, java.lang.String[] fraMaturityTenorArray, double[] fraQuoteArray, java.lang.String fraMeasure, java.lang.String[] fixFloatMaturityTenorArray, double[] fixFloatQuoteArray, java.lang.String fixFloatMeasure, java.lang.String[] floatFloatMaturityTenorArray, double[] floatFloatQuoteArray, java.lang.String floatFloatMeasure, java.lang.String[] syntheticFloatFloatMaturityTenorArray, double[] syntheticFloatFloatQuoteArray, java.lang.String syntheticFloatFloatMeasure, MergedDiscountForwardCurve mergedDiscountForwardCurve, ForwardCurve referenceForwardCurve)	Construct a Instance of Smooth Forward Curve off of Exchange/OTC Market Instruments

Uses of ForwardLabel in org.drip.state.basis

Methods in org.drip.state.basis that return ForwardLabel

Modifier and Type	Method	Description
ForwardLabel	BasisCurve.derivedIndex()
ForwardLabel	BasisEstimator.derivedIndex()	Retrieve the Derived Index
ForwardLabel	BasisCurve.referenceIndex()
ForwardLabel	BasisEstimator.referenceIndex()	Retrieve the Reference Index

Uses of ForwardLabel in org.drip.state.creator

Methods in org.drip.state.creator with parameters of type ForwardLabel

Modifier and Type	Method	Description
static BasisCurve	ScenarioBasisCurveBuilder.CubicPolynomialBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray)	Create an Instance of the Cubic Polynomial Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.CustomSplineBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray, SegmentCustomBuilderControl segmentCustomBuilderControl)	Create an Instance of the Custom Splined Basis Curve
static ForwardCurve	ScenarioForwardCurveBuilder.FlatForwardForwardCurve(JulianDate startDate, ForwardLabel forwardLabel, double flatForwardRate)	Construct an Instance of the Flat Forward Rate Forward Curve
static BasisCurve	ScenarioBasisCurveBuilder.KaklisPandelisBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray)	Create an Instance of the Kaklis-Pandelis Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.KLKHyperbolicBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray, double tension)	Create an Instance of the KLK Hyperbolic Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.KLKRationalLinearBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray, double tension)	Create an Instance of the KLK Rational Linear Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.KLKRationalQuadraticBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray, double tension)	Create an Instance of the KLK Rational Quadratic Splined Basis Curve
static BasisCurve	ScenarioBasisCurveBuilder.QuarticPolynomialBasisCurve(java.lang.String name, JulianDate spotDate, ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, java.lang.String[] tenorArray, double[] basisArray)	Create an Instance of the Quartic Polynomial Splined Basis Curve
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(java.lang.String name, ForwardLabel friForwardLabel, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, java.lang.String basisType, FunctionSetBuilderParams functionSetBuilderParams, CalibratableComponent[] calibrationComponentArray, java.lang.String manifestMeasure, double[] quoteArray, double epochResponse)	Construct an instance of the Shape Preserver of the desired basis type, using the specified basis set builder parameters.
static ForwardCurve	ScenarioForwardCurveBuilder.ShapePreservingForwardCurve(LinearLatentStateCalibrator linearLatentStateCalibrator, LatentStateStretchSpec[] latentStateStretchSpecArray, ForwardLabel forwardLabel, ValuationParams valuationParams, CreditPricerParams creditPricerParams, CurveSurfaceQuoteContainer curveSurfaceQuoteContainer, ValuationCustomizationParams valuationCustomizationParams, double epochResponse)	Build the Shape Preserving Forward Curve using the Custom Parameters

Uses of ForwardLabel in org.drip.state.curve

Methods in org.drip.state.curve with parameters of type ForwardLabel

Modifier and Type	Method	Description
ForwardRateEstimator	DeterministicCollateralChoiceDiscountCurve.forwardRateEstimator(int date, ForwardLabel forwardLabel)
ForwardRateEstimator	DiscountFactorDiscountCurve.forwardRateEstimator(int date, ForwardLabel forwardLabel)
ForwardRateEstimator	ForeignCollateralizedDiscountCurve.forwardRateEstimator(int date, ForwardLabel forwardLabel)
ForwardRateEstimator	ZeroRateDiscountCurve.forwardRateEstimator(int date, ForwardLabel forwardLabel)

Constructors in org.drip.state.curve with parameters of type ForwardLabel

Constructor	Description
BasisSplineBasisCurve(ForwardLabel referenceForwardLabel, ForwardLabel derivedForwardLabel, boolean basisOnReference, Span span)	BasisSplineBasisCurve constructor
BasisSplineForwardRate(ForwardLabel forwardLabel, OverlappingStretchSpan span)	BasisSplineForwardRate constructor

Uses of ForwardLabel in org.drip.state.discount

Methods in org.drip.state.discount with parameters of type ForwardLabel

Modifier and Type	Method	Description
abstract ForwardRateEstimator	MergedDiscountForwardCurve.forwardRateEstimator(int date, ForwardLabel forwardLabel)	Retrieve the Forward Curve that might be implied by the Latent State of this Discount Curve Instance corresponding to the specified Floating Rate Index

Uses of ForwardLabel in org.drip.state.forward

Methods in org.drip.state.forward that return ForwardLabel

Modifier and Type	Method	Description
ForwardLabel	ForwardCurve.index()
ForwardLabel	ForwardRateEstimator.index()	Retrieve the Forward Rate Index

Uses of ForwardLabel in org.drip.state.identifier

Subclasses of ForwardLabel in org.drip.state.identifier

Modifier and Type	Class	Description
class	OvernightLabel	OvernightLabel contains the Index Parameters referencing an Overnight Index.

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

Modifier and Type	Method	Description
static ForwardLabel	ForwardLabel.Create(java.lang.String currency, java.lang.String tenor)	Create from the Currency and the Tenor
static ForwardLabel	ForwardLabel.Create(FloaterIndex floaterIndex, java.lang.String tenor)	Construct a ForwardLabel from the tenor and the index
static ForwardLabel	ForwardLabel.Standard(java.lang.String fullyQualifiedName)	Construct a ForwardLabel from the corresponding Fully Qualified Name

Uses of ForwardLabel in org.drip.state.nonlinear

Methods in org.drip.state.nonlinear with parameters of type ForwardLabel

Modifier and Type	Method	Description
ForwardRateEstimator	FlatForwardDiscountCurve.forwardRateEstimator(int date, ForwardLabel forwardLabel)

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

Constructor	Description
FlatForwardForwardCurve(JulianDate epochDate, ForwardLabel forwardLabel, double flatForwardRate)	FlatForwardForwardCurve constructor