Uses of Interface
org.drip.state.identifier.LatentStateLabel

Packages that use LatentStateLabel

Package	Description
org.drip.analytics.definition	Latent State Curves, Surfaces, Turns
org.drip.analytics.support	Assorted Support and Helper Utilities
org.drip.dynamics.evolution	Latent State Evolution Edges/Vertexes
org.drip.exposure.evolver	Securities and Exposure States Evolvers
org.drip.exposure.generator	Rates Stream Margin Period Exposure
org.drip.exposure.universe	Exposure Generation - Market States Simulation
org.drip.param.definition	Latent State Quantification Metrics Tweak
org.drip.param.market	Curves Surfaces Quotes Fixings Container
org.drip.product.calib	Curve/Surface Calibration Quote Sets
org.drip.spline.grid	Aggregated/Overlapping Stretch/Span Grids
org.drip.state.basis	Basis State Curve Construction/Estimation
org.drip.state.boot	Bootable Discount, Credit, Volatility States
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.credit	Credit Latent State Curve Representation
org.drip.state.curve	Basis Spline Based Latent States
org.drip.state.discount	Discount Curve Spline Latent State
org.drip.state.estimator	Multi-Pass Customized Stretch Curve
org.drip.state.forward	Forward Latent State Curve Estimator
org.drip.state.fx	FX Latent State Curve Estimator
org.drip.state.govvie	Govvie Latent State Curve Estimator
org.drip.state.identifier	Latent State Identifier Labels
org.drip.state.repo	Latent State Repo Curve Estimator
org.drip.state.representation	Latent State Merge Sub-stretch
org.drip.xva.dynamics	XVA Dynamics - Settings and Evolution

Uses of LatentStateLabel in org.drip.analytics.definition

Methods in org.drip.analytics.definition that return LatentStateLabel

Modifier and Type	Method	Description
LatentStateLabel	Curve.label()	Get the Curve Latent State Identifier Label
LatentStateLabel	MarketSurface.label()
LatentStateLabel	NodeStructure.label()

Uses of LatentStateLabel in org.drip.analytics.support

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

Modifier and Type	Method	Description
static boolean	Helper.LabelMatch(LatentStateLabel lslLeft, LatentStateLabel lslRight)	Do the Left and the Right Labels Match?

Uses of LatentStateLabel in org.drip.dynamics.evolution

Methods in org.drip.dynamics.evolution with parameters of type LatentStateLabel

Modifier and Type	Method	Description
boolean	LSQMCurveIncrement.containsLatentState(LatentStateLabel lsl)	Indicate if Quantification Metrics are available for the specified Latent State
boolean	LSQMCurveSnapshot.containsLatentState(LatentStateLabel lsl)	Indicate if Quantification Metrics are available for the specified Latent State
boolean	LSQMPointRecord.containsLatentState(LatentStateLabel lsl)	Indicate if Quantification Metrics are available for the specified Latent State
boolean	LSQMCurveIncrement.containsQM(LatentStateLabel lsl, java.lang.String strQM)	Indicate if the Value for the specified Quantification Metric is available
boolean	LSQMCurveSnapshot.containsQM(LatentStateLabel lsl, java.lang.String strQM)	Indicate if the Value for the specified Quantification Metric is available
boolean	LSQMPointRecord.containsQM(LatentStateLabel lsl, java.lang.String strQM)	Indicate if the Value for the specified Quantification Metric is available
Curve	LSQMCurveSnapshot.qm(LatentStateLabel lsl, java.lang.String strQM)	Retrieve the specified Latent State Quantification Metric Curve
double	LSQMPointRecord.qm(LatentStateLabel lsl, java.lang.String strQM)	Retrieve the specified Quantification Metric Value
boolean	LSQMPointRecord.setQM(LatentStateLabel lsl, java.lang.String strQM, double dblValue)	Set the LSQM Value
boolean	LSQMCurveIncrement.setQMSpan(LatentStateLabel lsl, java.lang.String strQM, Span spanIncrement)	Set the LSQM Increment Span
Span	LSQMCurveIncrement.span(LatentStateLabel lsl, java.lang.String strQM)	Retrieve the specified Latent State Quantification Metric Span Increment

Uses of LatentStateLabel in org.drip.exposure.evolver

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

Modifier and Type	Method	Description
LatentStateLabel	TerminalLatentState.label()	Retrieve the Latent State Label

Methods in org.drip.exposure.evolver that return types with arguments of type LatentStateLabel

Modifier and Type	Method	Description
java.util.List<LatentStateLabel>	LatentStateVertexContainer.labelList()	Retrieve the List of all Loaded Labels

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

Modifier and Type	Method	Description
boolean	LatentStateVertexContainer.addLatentStateValue(LatentStateLabel latentStateLabel, double value)	Add the Value Corresponding to the Specific Latent State
boolean	LatentStateDynamicsContainer.labelExists(LatentStateLabel label)	Indicate if the Label exists
TerminalLatentState	LatentStateDynamicsContainer.terminal(LatentStateLabel label)	Retrieve the Terminal Latent State corresponding to the Label
boolean	DynamicsContainer.terminalLatentStateExists(LatentStateLabel label)	Indicate if the Terminal Latent State Exists
double	LatentStateVertexContainer.value(LatentStateLabel latentStateLabel)	Retrieve the Value Corresponding to the Specific Latent State

Constructors in org.drip.exposure.evolver with parameters of type LatentStateLabel

Constructor	Description
Equity(java.lang.String id, LatentStateLabel label, DiffusionEvolver evolver, double dblRepoRate, double dividendRate)	Equity Constructor
PrimarySecurity(java.lang.String id, LatentStateLabel label, DiffusionEvolver evolver, double repoRate)	PrimarySecurity Constructor
TerminalLatentState(LatentStateLabel label, DiffusionEvolver diffusionEvolver)	TerminalLatentState Constructor

Uses of LatentStateLabel in org.drip.exposure.generator

Methods in org.drip.exposure.generator that return LatentStateLabel

Modifier and Type	Method	Description
LatentStateLabel	NumeraireMPoR.latentStateLabel()	Retrieve the Latent State Label

Constructors in org.drip.exposure.generator with parameters of type LatentStateLabel

Constructor	Description
NumeraireMPoR(LatentStateLabel latentStateLabel, double notional)	NumeraireMPoR Constructor

Uses of LatentStateLabel in org.drip.exposure.universe

Methods in org.drip.exposure.universe that return types with arguments of type LatentStateLabel

Modifier and Type	Method	Description
java.util.List<LatentStateLabel>	MarketCorrelation.latentStateLabelList()	Retrieve the Latent State Label List

Methods in org.drip.exposure.universe with parameters of type LatentStateLabel

Modifier and Type	Method	Description
boolean	LatentStateWeiner.add(LatentStateLabel latentStateLabel, double[] weinerIncrementArray)	Add the Weiner Increment corresponding to the Specified Latent State Label
boolean	LatentStateWeiner.containsLatentState(LatentStateLabel latentStateLabel)	Indicate if the specified Latent State is available in the Weiner Increment Map
double	MarketCorrelation.entry(LatentStateLabel latentStateLabel1, LatentStateLabel latentStateLabel2)	Retrieve the Cross State Correlation
double[]	LatentStateWeiner.incrementArray(LatentStateLabel latentStateLabel)	Retrieve the Weiner Increment Array for the Specified Latent State
boolean	MarketCorrelation.latentStateExists(LatentStateLabel latentStateLabel)	Check if the Latent State is available in the Correlation Matrix
double	MarketVertex.latentStateValue(LatentStateLabel latentStateLabel)	Retrieve the Realized Value for the Latent State

Method parameters in org.drip.exposure.universe with type arguments of type LatentStateLabel

Modifier and Type	Method	Description
MarketCorrelation	MarketCorrelation.customMarketCorrelation(java.util.List<LatentStateLabel> customLatentStateLabelList)	Synthesize a MarketCorrelation Instance for the Custom Latent State List
static LatentStateWeiner	LatentStateWeiner.FromUnitRandom(java.util.List<LatentStateLabel> latentStateLabelList, double[][] latentStateWeinerIncrementArray)	Construct an Instance of LatentStateWeiner from the Arrays of Latent State and their Weiner Increments

Constructor parameters in org.drip.exposure.universe with type arguments of type LatentStateLabel

Constructor	Description
MarketCorrelation(java.util.List<LatentStateLabel> latentStateLabelList, double[][] matrix)	MarketCorrelation Constructor

Uses of LatentStateLabel in org.drip.param.definition

Methods in org.drip.param.definition with parameters of type LatentStateLabel

Modifier and Type	Method	Description
abstract boolean	ScenarioMarketParams.addFixing(JulianDate dtFix, LatentStateLabel lsl, double dblFixing)	Add the fixing for the given Latent State Label and the given date
abstract boolean	ScenarioMarketParams.removeFixing(JulianDate dtFix, LatentStateLabel lsl)	Remove the fixing corresponding to the given date and the Latent State Label

Uses of LatentStateLabel in org.drip.param.market

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

Modifier and Type	Method	Description
boolean	LatentStateFixingsContainer.add(int iDate, LatentStateLabel lsl, double dblFixing)	Add the Latent State Fixing corresponding to the Date/Label Pair
boolean	LatentStateFixingsContainer.add(JulianDate dt, LatentStateLabel lsl, double dblFixing)	Add the Fixing corresponding to the Date/Label Pair
boolean	CurveSurfaceScenarioContainer.addFixing(JulianDate dtFix, LatentStateLabel lsl, double dblFixing)
boolean	CurveSurfaceQuoteContainer.available(int iDate, LatentStateLabel lsl)	Indicates the Availability of the Fixing for the Specified LSL Label on the specified Date
boolean	CurveSurfaceQuoteContainer.available(JulianDate dt, LatentStateLabel lsl)	Indicates the Availability of the Fixing for the Specified LSL Label on the specified Date
boolean	LatentStateFixingsContainer.available(int iDate, LatentStateLabel lsl)	Indicate the Availability of the Fixing for the Specified LSL on the specified Date
boolean	LatentStateFixingsContainer.available(JulianDate dt, LatentStateLabel lsl)	Indicate the Availability of the Fixing for the Specified LSL Label on the specified Date
double	CurveSurfaceQuoteContainer.fixing(int iDate, LatentStateLabel lsl)	Retrieve the Fixing for the Specified Date/LSL Combination
double	CurveSurfaceQuoteContainer.fixing(JulianDate dt, LatentStateLabel lsl)	Retrieve the Fixing for the Specified Date/LSL Combination
double	LatentStateFixingsContainer.fixing(int iDate, LatentStateLabel lsl)	Retrieve the Latent State Fixing for the Specified Date
double	LatentStateFixingsContainer.fixing(JulianDate dt, LatentStateLabel lsl)	Retrieve the Latent State Fixing for the Specified Date/LSL Combination
boolean	LatentStateFixingsContainer.remove(int iDate, LatentStateLabel lsl)	Remove the Latent State Fixing corresponding to the Date/Label Pair it if exists
boolean	LatentStateFixingsContainer.remove(JulianDate dt, LatentStateLabel lsl)	Remove the Latent State Fixing corresponding to the Date/Label Pair it if exists
boolean	CurveSurfaceQuoteContainer.removeFixing(int iDate, LatentStateLabel lsl)	Remove the Fixing corresponding to the Date/Label Pair it if exists
boolean	CurveSurfaceQuoteContainer.removeFixing(JulianDate dt, LatentStateLabel lsl)	Remove the Fixing corresponding to the Date/Label Pair it if exists
boolean	CurveSurfaceScenarioContainer.removeFixing(JulianDate dtFix, LatentStateLabel lsl)
boolean	CurveSurfaceQuoteContainer.setFixing(int iDate, LatentStateLabel lsl, double dblFixing)	Set the Fixing corresponding to the Date/Label Pair
boolean	CurveSurfaceQuoteContainer.setFixing(JulianDate dt, LatentStateLabel lsl, double dblFixing)	Set the Fixing corresponding to the Date/Label Pair

Uses of LatentStateLabel in org.drip.product.calib

Methods in org.drip.product.calib with parameters of type LatentStateLabel

Modifier and Type	Method	Description
boolean	ProductQuoteSet.contains(java.lang.String strLatentState, java.lang.String strLatentStateQuantificationMetric, LatentStateLabel label)	Indicate if the Specified External Latent State Specification is contained in the Array

Uses of LatentStateLabel in org.drip.spline.grid

Methods in org.drip.spline.grid with parameters of type LatentStateLabel

Modifier and Type	Method	Description
boolean	AggregatedSpan.isMergeState(double predictorOrdinate, LatentStateLabel latentStateLabel)
boolean	OverlappingStretchSpan.isMergeState(double predictorOrdinate, LatentStateLabel latentStateLabel)
boolean	Span.isMergeState(double predictorOrdinate, LatentStateLabel latentStateLabel)	Indicate if the specified Label is part of the Merge State at the specified Predictor Ordinate

Uses of LatentStateLabel in org.drip.state.basis

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

Modifier and Type	Method	Description
LatentStateLabel	BasisCurve.label()

Uses of LatentStateLabel in org.drip.state.boot

Methods in org.drip.state.boot with parameters of type LatentStateLabel

Modifier and Type	Method	Description
static VolatilityCurve	VolatilityCurveScenario.Standard(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Calibrate a Volatility Curve
static VolatilityCurve[]	VolatilityCurveScenario.Tenor(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, double bump, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Create an array of tenor bumped Volatility curves
CaseInsensitiveTreeMap<VolatilityCurve>	VolatilityCurveScenario.TenorMap(java.lang.String name, ValuationParams valuationParams, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, boolean flat, double bump, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer, ValuationCustomizationParams valuationCustomizationParams)	Create an tenor named map of tenor bumped Volatility curves

Uses of LatentStateLabel in org.drip.state.creator

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

Modifier and Type	Method	Description
static VolatilityCurve	ScenarioLocalVolatilityBuilder.NonlinearBuild(java.lang.String name, JulianDate spotDate, LatentStateLabel underlyingLatentStateLabel, FRAStandardCapFloor[] fraStandardCapFloorArray, double[] calibrationQuoteArray, java.lang.String[] calibrationMeasureArray, MergedDiscountForwardCurve discountCurve, ForwardCurve forwardCurve, LatentStateFixingsContainer latentStateFixingsContainer)	Create a Volatility Curve from the Calibration Instruments

Uses of LatentStateLabel in org.drip.state.credit

Methods in org.drip.state.credit that return LatentStateLabel

Modifier and Type	Method	Description
LatentStateLabel	CreditCurve.label()

Uses of LatentStateLabel in org.drip.state.curve

Methods in org.drip.state.curve that return LatentStateLabel

Modifier and Type	Method	Description
LatentStateLabel	DerivedZeroRate.label()

Uses of LatentStateLabel in org.drip.state.discount

Methods in org.drip.state.discount that return LatentStateLabel

Modifier and Type	Method	Description
LatentStateLabel	MergedDiscountForwardCurve.label()

Uses of LatentStateLabel in org.drip.state.estimator

Methods in org.drip.state.estimator that return types with arguments of type LatentStateLabel

Modifier and Type	Method	Description
java.util.Set<LatentStateLabel>	PredictorResponseWeightConstraint.mergeLabelSet()	Return the Set of Merged Latent State Labels

Methods in org.drip.state.estimator with parameters of type LatentStateLabel

Modifier and Type	Method	Description
boolean	PredictorResponseWeightConstraint.addMergeLabel(LatentStateLabel mergeLatentStateLabel)	Add a Merging Latent State Label

Method parameters in org.drip.state.estimator with type arguments of type LatentStateLabel

Modifier and Type	Method	Description
boolean	CurveStretch.markSegmentBuilt(int segmentIndex, java.util.Set<LatentStateLabel> latentStateLabelSet)	Mark the Range of the "built" Segments, and set the set of Merge Latent States

Uses of LatentStateLabel in org.drip.state.forward

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

Modifier and Type	Method	Description
LatentStateLabel	ForwardCurve.label()

Uses of LatentStateLabel in org.drip.state.fx

Methods in org.drip.state.fx that return LatentStateLabel

Modifier and Type	Method	Description
LatentStateLabel	FXCurve.label()

Uses of LatentStateLabel in org.drip.state.govvie

Methods in org.drip.state.govvie that return LatentStateLabel

Modifier and Type	Method	Description
LatentStateLabel	GovvieCurve.label()

Uses of LatentStateLabel in org.drip.state.identifier

Classes in org.drip.state.identifier that implement LatentStateLabel

Modifier and Type	Class	Description
class	CollateralLabel	CollateralLabel contains the Identifier Parameters referencing the Latent State of the named Collateral Discount Curve.
class	CSALabel	CSALabel specifies the Label of of a Credit Support Annex (CSA) Specification.
class	CustomLabel	CustomLabel contains the Identifier Parameters referencing the Latent State of the named Custom Metric.
class	EntityCDSLabel	EntityCDSLabel contains the Identifier Parameters referencing the Latent State of the named Entity CDS Curve.
class	EntityCreditLabel	EntityCreditLabel contains the Identifier Parameters referencing the Latent State of the named Entity Credit Curve.
class	EntityDesignateLabel	EntityDesignateLabel contains the Identifier Parameters referencing the Latent State of an Entity Designate.
class	EntityEquityLabel	EntityEquityLabel contains the Identifier Parameters referencing the Latent State of the Entity Equity Curve.
class	EntityFundingLabel	EntityFundingLabel contains the Identifier Parameters referencing the Latent State of the Entity Funding Curve.
class	EntityHazardLabel	EntityHazardLabel contains the Identifier Parameters referencing the Latent State of the Entity Hazard Curve.
class	EntityRecoveryLabel	EntityRecoveryLabel contains the Identifier Parameters referencing the Latent State of the Entity Recovery Curve.
class	FloaterLabel	FloaterLabel is an Abstract Class that underpins the Latent State Labels that use a Single Floater Index.
class	ForwardLabel	ForwardLabel contains the Index Parameters referencing a payment on a Forward Index.
class	FundingLabel	FundingLabel contains the Identifier Parameters referencing the Latent State of the named Funding Discount Curve.
class	FXLabel	FXLabel contains the Identifier Parameters referencing the Latent State of the named FX Curve.
class	GovvieLabel	GovvieLabel contains the Identifier Parameters referencing the Latent State of the named Sovereign Curve.
class	OTCFixFloatLabel	OTCFixFloatLabel contains the Index Parameters referencing a Payment on an OTC Fix/Float IRS Par Rate Index.
class	OvernightLabel	OvernightLabel contains the Index Parameters referencing an Overnight Index.
class	PaydownLabel	PaydownLabel contains the Identifier Parameters referencing the Latent State of the named Pay-down Curve.
class	RatingLabel	RatingLabel contains the Identifier Parameters referencing the Label corresponding to the Credit Rating Latent State.
class	RepoLabel	RepoLabel contains the Identifier Parameters referencing the Latent State of the named Repo Curve.
class	VolatilityLabel	VolatilityLabel contains the Identifier Parameters referencing the Latent State of the named Volatility Curve.

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

Modifier and Type	Method	Description
LatentStateLabel	VolatilityLabel.underlyingLatentState()	Retrieve the Latent State Underlying the Volatility Latent State

Methods in org.drip.state.identifier with parameters of type LatentStateLabel

Modifier and Type	Method	Description
boolean	CollateralLabel.match(LatentStateLabel latentStateLabelOther)
boolean	CSALabel.match(LatentStateLabel latentStateLabelOther)
boolean	CustomLabel.match(LatentStateLabel latentStateLabelOther)
boolean	EntityCDSLabel.match(LatentStateLabel latentStateLabelOther)
boolean	EntityCreditLabel.match(LatentStateLabel latentStateLabelOther)
boolean	EntityDesignateLabel.match(LatentStateLabel latentStateLabelOther)
boolean	EntityEquityLabel.match(LatentStateLabel latentStateLabelOther)
boolean	EntityFundingLabel.match(LatentStateLabel latentStateLabelOther)
boolean	EntityHazardLabel.match(LatentStateLabel latentStateLabelOther)
boolean	EntityRecoveryLabel.match(LatentStateLabel latentStateLabelOther)
boolean	FloaterLabel.match(LatentStateLabel latentStateLabelOther)
boolean	FundingLabel.match(LatentStateLabel latentStateLabelOther)
boolean	FXLabel.match(LatentStateLabel latentStateLabelOther)
boolean	GovvieLabel.match(LatentStateLabel latentStateLabelOther)
boolean	LatentStateLabel.match(LatentStateLabel latentStateLabelOther)	Indicate whether this Label matches the supplied.
boolean	OTCFixFloatLabel.match(LatentStateLabel latentStateLabelOther)
boolean	OvernightLabel.match(LatentStateLabel latentStateLabelOther)
boolean	PaydownLabel.match(LatentStateLabel latentStateLabelOther)
boolean	RatingLabel.match(LatentStateLabel latentStateLabelOther)
boolean	RepoLabel.match(LatentStateLabel latentStateLabelOther)
boolean	VolatilityLabel.match(LatentStateLabel latentStateLabelOther)
static VolatilityLabel	VolatilityLabel.Standard(LatentStateLabel underlyingLatentStateLabel)	Make a Standard Volatility Latent State Label from the Underlying Latent State Label

Constructors in org.drip.state.identifier with parameters of type LatentStateLabel

Constructor	Description
VolatilityLabel(LatentStateLabel underlyingLatentStateLabel)	VolatilityLabel Constructor

Uses of LatentStateLabel in org.drip.state.repo

Methods in org.drip.state.repo that return LatentStateLabel

Modifier and Type	Method	Description
LatentStateLabel	RepoCurve.label()

Uses of LatentStateLabel in org.drip.state.representation

Methods in org.drip.state.representation that return LatentStateLabel

Modifier and Type	Method	Description
LatentStateLabel	LatentStateMergeSubStretch.label()	Retrieve the Latent State Label
LatentStateLabel	LatentStateSpecification.label()	Retrieve the Latent State Label

Methods in org.drip.state.representation with parameters of type LatentStateLabel

Modifier and Type	Method	Description
boolean	MergeSubStretchManager.partOfMergeState(double date, LatentStateLabel latentStateLabel)	Indicates whether the specified Latent State Label is Part of the Merge Stretch

Constructors in org.drip.state.representation with parameters of type LatentStateLabel

Constructor	Description
LatentStateMergeSubStretch(double startDate, double endDate, LatentStateLabel label)	LatentStateMergeSubStretch constructor
LatentStateSpecification(java.lang.String latentState, java.lang.String quantificationMetric, LatentStateLabel label)	LatentStateSpecification constructor

Uses of LatentStateLabel in org.drip.xva.dynamics

Method parameters in org.drip.xva.dynamics with type arguments of type LatentStateLabel

Modifier and Type	Method	Description
ExposureAdjustmentAggregator	PathSimulator.simulate(java.util.List<LatentStateLabel> latentStateLabelList, MarketVertex initialMarketVertex, CorrelatedPathVertexDimension correlatedPathVertexDimension)	Simulate the Realized State/Entity Values and their Aggregates over the Paths