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

Packages that use GovvieLabel

Package	Description
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 GovvieLabel in org.drip.exposure.evolver

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

Modifier and Type	Method	Description
boolean	LatentStateVertexContainer.add(GovvieLabel govvieLabel, double govvie)	Add the Labeled Govvie
boolean	LatentStateVertexContainer.exists(GovvieLabel govvieLabel)	Check Presence of Labeled Govvie
TerminalLatentState	LatentStateDynamicsContainer.govvie(GovvieLabel govvieLabel)	Retrieve the Govvie Latent State
double	LatentStateVertexContainer.govvie(GovvieLabel govvieLabel)	Retrieve of Labeled Govvie
boolean	LatentStateDynamicsContainer.govvieExists(GovvieLabel govvieLabel)	Indicate if the Govvie Latent State Exists

Uses of GovvieLabel in org.drip.param.market

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

Modifier and Type	Method	Description
R1ToR1	CurveSurfaceQuoteContainer.collateralGovvieCorrelation(java.lang.String strCollateralCurrency, GovvieLabel govvieLabel)	Retrieve the Correlation Surface for the specified Collateral and Govvie Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditGovvieCorrelation(EntityCDSLabel creditLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface between the Credit and the Govvie Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.customGovvieCorrelation(CustomLabel customLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface between the Custom Metric and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityGovvieCorrelation(EntityEquityLabel equityLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface between the Equity and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardGovvieCorrelation(ForwardLabel forwardLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface between the Forward and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingGovvieCorrelation(FundingLabel fundingLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface between the Funding and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxGovvieCorrelation(FXLabel fxLabel, GovvieLabel govvieLabel)	Retrieve the Correlation Surface for the specified FX and the Govvie Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieGovvieCorrelation(GovvieLabel govvieLabel1, GovvieLabel govvieLabel2)	Retrieve the Correlation Surface for the specified Govvie Latent State Pair
R1ToR1	CurveSurfaceQuoteContainer.govvieOvernightCorrelation(GovvieLabel govvieLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface for the specified Govvie and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.govviePaydownCorrelation(GovvieLabel govvieLabel, PaydownLabel paydownLabel)	Retrieve the Correlation Surface for the specified Govvie and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieRecoveryCorrelation(GovvieLabel govvieLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified Govvie and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieRecoveryCorrelation(GovvieLabel govvieLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface for the specified Govvie and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieRepoCorrelation(GovvieLabel govvieLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Govvie and the Repo Latent States
GovvieCurve	CurveSurfaceQuoteContainer.govvieState(GovvieLabel govvieLabel)	Retrieve the Government State for the specified Label
VolatilityCurve	CurveSurfaceQuoteContainer.govvieVolatility(GovvieLabel govvieLabel)	Retrieve the Volatility Curve for the specified Govvie Latent State
boolean	CurveSurfaceQuoteContainer.setCollateralGovvieCorrelation(java.lang.String strCollateralCurrency, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Collateral and Govvie Latent State Labels
boolean	CurveSurfaceQuoteContainer.setCreditGovvieCorrelation(EntityCDSLabel creditLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setCustomGovvieCorrelation(CustomLabel customLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setEquityGovvieCorrelation(EntityEquityLabel equityLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setForwardGovvieCorrelation(ForwardLabel forwardLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Govvie Latent States
boolean	CurveSurfaceQuoteContainer.setFundingGovvieCorrelation(FundingLabel fundingLabel, GovvieLabel govvieLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Funding and the Govvie Latent States
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.setGovvieGovvieCorrelation(GovvieLabel govvieLabel1, GovvieLabel govvieLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the Govvie Latent State Pair
boolean	CurveSurfaceQuoteContainer.setGovvieOvernightCorrelation(GovvieLabel govvieLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Govvie and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setGovviePaydownCorrelation(GovvieLabel govvieLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Govvie and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setGovvieRatingCorrelation(GovvieLabel govvieLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Govvie and the Rating 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.setGovvieRepoCorrelation(GovvieLabel govvieLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Govvie and the Repo Latent States

Uses of GovvieLabel in org.drip.product.calib

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

Modifier and Type	Method	Description
GovvieLabel	ProductQuoteSet.govvieLabel()	Retrieve the Govvie Latent State Label, if it exists

Uses of GovvieLabel in org.drip.product.credit

Methods in org.drip.product.credit that return GovvieLabel

Modifier and Type	Method	Description
GovvieLabel	BondComponent.govvieLabel()
GovvieLabel	CDSComponent.govvieLabel()

Uses of GovvieLabel in org.drip.product.definition

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

Modifier and Type	Method	Description
GovvieLabel	ComponentMarketParamRef.govvieLabel()	Get the Govvie Curve Latent State Label

Uses of GovvieLabel in org.drip.product.fx

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

Modifier and Type	Method	Description
GovvieLabel	FXForwardComponent.govvieLabel()

Uses of GovvieLabel in org.drip.product.govvie

Methods in org.drip.product.govvie that return GovvieLabel

Modifier and Type	Method	Description
GovvieLabel	TreasuryFutures.govvieLabel()

Uses of GovvieLabel in org.drip.product.option

Methods in org.drip.product.option that return GovvieLabel

Modifier and Type	Method	Description
GovvieLabel	OptionComponent.govvieLabel()

Uses of GovvieLabel in org.drip.product.rates

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

Modifier and Type	Method	Description
GovvieLabel	FixFloatComponent.govvieLabel()
GovvieLabel	FloatFloatComponent.govvieLabel()
GovvieLabel	RatesBasket.govvieLabel()
GovvieLabel	SingleStreamComponent.govvieLabel()

Uses of GovvieLabel in org.drip.state.identifier

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

Modifier and Type	Method	Description
static GovvieLabel	GovvieLabel.Standard(java.lang.String treasuryCode)	Make a Standard Govvie Label from the Treasury Code