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

Packages that use OvernightLabel

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 OvernightLabel in org.drip.exposure.evolver

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

Modifier and Type	Method	Description
boolean	LatentStateVertexContainer.add(OvernightLabel overnightLabel, double overnight)	Add the Labeled Overnight
boolean	LatentStateVertexContainer.exists(OvernightLabel overnightLabel)	Check Presence of Labeled Overnight
TerminalLatentState	LatentStateDynamicsContainer.overnight(OvernightLabel overnightLabel)	Retrieve the Overnight Latent State
double	LatentStateVertexContainer.overnight(OvernightLabel overnightLabel)	Retrieve of Labeled Overnight
boolean	LatentStateDynamicsContainer.overnightExists(OvernightLabel overnightLabel)	Indicate if the Overnight Latent State Exists

Uses of OvernightLabel in org.drip.param.market

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

Modifier and Type	Method	Description
R1ToR1	CurveSurfaceQuoteContainer.collateralOvernightCorrelation(java.lang.String strCollateralCurrency, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between the Collateral and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.creditOvernightCorrelation(EntityCDSLabel creditLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between the Credit and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.customOvernightCorrelation(CustomLabel customLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between the Custom Metric and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityOvernightCorrelation(EntityEquityLabel equityLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between Equity and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardOvernightCorrelation(ForwardLabel forwardLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between the Forward and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingOvernightCorrelation(FundingLabel fundingLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface between the Funding and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxOvernightCorrelation(FXLabel fxLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface for the specified FX and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieOvernightCorrelation(GovvieLabel govvieLabel, OvernightLabel overnightLabel)	Retrieve the Correlation Surface for the specified Govvie and the Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.overnightOvernightCorrelation(OvernightLabel overnightLabel1, OvernightLabel overnightLabel2)	Retrieve the Correlation Surface between the Pair of Overnight Latent States
R1ToR1	CurveSurfaceQuoteContainer.overnightPaydownCorrelation(OvernightLabel overnightLabel, PaydownLabel paydownLabel)	Retrieve the Correlation Surface for the specified Overnight and the Pay-down Latent States
R1ToR1	CurveSurfaceQuoteContainer.overnightRatingCorrelation(OvernightLabel overnightLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface for the specified Overnight and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.overnightRecoveryCorrelation(OvernightLabel overnightLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified Overnight and the Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.overnightRepoCorrelation(OvernightLabel overnightLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Overnight and the Repo Latent States
MergedDiscountForwardCurve	CurveSurfaceQuoteContainer.overnightState(OvernightLabel overnightLabel)	Retrieve the Overnight Latent State Corresponding to the Label
VolatilityCurve	CurveSurfaceQuoteContainer.overnightVolatility(OvernightLabel overnightLabel)	Retrieve the Volatility Curve for the Overnight Latent State Label
boolean	CurveSurfaceQuoteContainer.setCollateralOvernightCorrelation(java.lang.String strCollateralCurrency, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Collateral and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setCreditOvernightCorrelation(EntityCDSLabel creditLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setCustomOvernightCorrelation(CustomLabel customLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setEquityOvernightCorrelation(EntityEquityLabel equityLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the Overnight 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.setFundingOvernightCorrelation(FundingLabel fundingLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Funding and the Overnight 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.setGovvieOvernightCorrelation(GovvieLabel govvieLabel, OvernightLabel overnightLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Govvie and the Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setOvernightOvernightCorrelation(OvernightLabel overnightLabel1, OvernightLabel overnightLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Pair of Overnight Latent States
boolean	CurveSurfaceQuoteContainer.setOvernightPaydownCorrelation(OvernightLabel overnightLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Overnight and the Pay-down Latent States
boolean	CurveSurfaceQuoteContainer.setOvernightRatingCorrelation(OvernightLabel overnightLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Overnight and the Rating 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.setOvernightRepoCorrelation(OvernightLabel overnightLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Overnight and the Repo Latent States

Uses of OvernightLabel in org.drip.state.identifier

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

Modifier and Type	Method	Description
static OvernightLabel	OvernightLabel.Create(java.lang.String currency)	Construct an OvernightLabel from the Jurisdiction
static OvernightLabel	OvernightLabel.Create(OvernightIndex overnightIndex)	Construct an OvernightLabel from the Index

Uses of OvernightLabel in org.drip.xva.proto

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

Modifier and Type	Method	Description
OvernightLabel	CollateralGroupSpecification.overnightLabel()	Retrieve the Overnight Label

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

Constructor	Description
CollateralGroupSpecification(java.lang.String id, java.lang.String name, OvernightLabel overnightLabel, CSALabel csaLabel)	CollateralGroupSpecification Constructor

Uses of OvernightLabel in org.drip.xva.topology

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

Modifier and Type	Method	Description
OvernightLabel	CollateralGroup.overnightLabel()	Retrieve the Overnight Label

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

Modifier and Type	Method	Description
java.util.Map<java.lang.String,OvernightLabel>	Adiabat.overnightLabelMap()	Retrieve the Overnight Label Map
java.util.Map<java.lang.String,OvernightLabel>	AdiabatMarketParams.overnightLabelMap()	Retrieve the Map of Overnight Labels
java.util.Map<java.lang.String,OvernightLabel>	CreditDebtGroup.overnightLabelMap()	Retrieve the Overnight Label Map
java.util.Map<java.lang.String,OvernightLabel>	FundingGroup.overnightLabelMap()	Retrieve the Overnight Label Map

Constructor parameters in org.drip.xva.topology with type arguments of type OvernightLabel

Constructor

Description

AdiabatMarketParams(java.util.Map<java.lang.String,OvernightLabel> overnightLabelMap, java.util.Map<java.lang.String,CSALabel> csaLabelMap, java.util.Map<java.lang.String,EntityHazardLabel> dealerHazardLabelMap, java.util.Map<java.lang.String,EntityHazardLabel> clientHazardLabelMap, java.util.Map<java.lang.String,EntityRecoveryLabel> dealerSeniorRecoveryLabelMap, java.util.Map<java.lang.String,EntityRecoveryLabel> clientRecoveryLabelMap, java.util.Map<java.lang.String,EntityRecoveryLabel> dealerSubordinateRecoveryLabelMap, java.util.Map<java.lang.String,EntityFundingLabel> dealerSeniorFundingLabelMap, java.util.Map<java.lang.String,EntityFundingLabel> clientFundingLabelMap, java.util.Map<java.lang.String,EntityFundingLabel> dealerSubordinateFundingLabelMap)

AdiabatMarketParams Constructor