Uses of Class
org.drip.state.identifier.PaydownLabel
Package | Description |
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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
|
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Uses of PaydownLabel in org.drip.exposure.evolver
Methods in org.drip.exposure.evolver with parameters of type PaydownLabel Modifier and Type Method Description boolean
LatentStateVertexContainer. add(PaydownLabel payDownLabel, double payDown)
Add the Labeled Pay Downboolean
LatentStateVertexContainer. exists(PaydownLabel payDownLabel)
Check Presence of Labeled Pay DownTerminalLatentState
LatentStateDynamicsContainer. payDown(PaydownLabel payDownLabel)
Retrieve the Pay Down Latent Statedouble
LatentStateVertexContainer. payDown(PaydownLabel payDownLabel)
Retrieve of Labeled Pay Downboolean
LatentStateDynamicsContainer. payDownExists(PaydownLabel payDownLabel)
Indicate if the Pay Down Latent State Exists -
Uses of PaydownLabel in org.drip.param.market
Methods in org.drip.param.market with parameters of type PaydownLabel Modifier and Type Method Description R1ToR1
CurveSurfaceQuoteContainer. collateralPaydownCorrelation(java.lang.String strCollateralCurrency, PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified Collateral and Pay-down Latent State LabelsR1ToR1
CurveSurfaceQuoteContainer. creditPaydownCorrelation(EntityCDSLabel creditLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Credit and the Pay-down Latent State LabelsR1ToR1
CurveSurfaceQuoteContainer. customPaydownCorrelation(CustomLabel customLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Custom Metric and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. equityPaydownCorrelation(EntityEquityLabel equityLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Equity and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. forwardPaydownCorrelation(ForwardLabel forwardLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Forward and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fundingPaydownCorrelation(FundingLabel fundingLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface between the Funding and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. fxPaydownCorrelation(FXLabel fxLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified FX and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. govviePaydownCorrelation(GovvieLabel govvieLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified Govvie and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. overnightPaydownCorrelation(OvernightLabel overnightLabel, PaydownLabel paydownLabel)
Retrieve the Correlation Surface for the specified Overnight and the Pay-down Latent StatesR1ToR1
CurveSurfaceQuoteContainer. paydownPaydownCorrelation(PaydownLabel paydownLabel1, PaydownLabel paydownLabel2)
Retrieve the Correlation Surface for the specified Pay-down Latent State PairR1ToR1
CurveSurfaceQuoteContainer. paydownRatingCorrelation(PaydownLabel paydownLabel, RatingLabel ratingLabel)
Retrieve the Correlation Surface for the specified Pay-down and the Rating Latent StatesR1ToR1
CurveSurfaceQuoteContainer. paydownRecoveryCorrelation(PaydownLabel paydownLabel, EntityRecoveryLabel recoveryLabel)
Retrieve the Correlation Surface for the specified Pay-down and the Recovery Latent StatesR1ToR1
CurveSurfaceQuoteContainer. paydownRepoCorrelation(PaydownLabel paydownLabel, RepoLabel repoLabel)
Retrieve the Correlation Surface for the specified Pay-down and the Repo Latent StatesR1ToR1
CurveSurfaceQuoteContainer. paydownState(PaydownLabel paydownLabel)
Retrieve the Pay-down State for the specified Pay-down Latent State LabelVolatilityCurve
CurveSurfaceQuoteContainer. paydownVolaitlity(PaydownLabel paydownLabel)
Retrieve the Volatility Curve for the specified Pay-down Latent Stateboolean
CurveSurfaceQuoteContainer. setCollateralPaydownCorrelation(java.lang.String strCollateralCurrency, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Collateral and Pay-down Latent State Labelsboolean
CurveSurfaceQuoteContainer. setCreditPaydownCorrelation(EntityCDSLabel creditLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Credit and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setCustomPaydownCorrelation(CustomLabel customLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Custom Metric and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setEquityPaydownCorrelation(EntityEquityLabel equityLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Equity and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setForwardPaydownCorrelation(ForwardLabel forwardLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Forward and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setFundingPaydownCorrelation(FundingLabel fundingLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface between the Funding and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setFXPaydownCorrelation(FXLabel fxLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified FX and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setGovviePaydownCorrelation(GovvieLabel govvieLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Govvie and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setOvernightPaydownCorrelation(OvernightLabel overnightLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Overnight and the Pay-down Latent Statesboolean
CurveSurfaceQuoteContainer. setPaydownCurve(PaydownLabel paydownLabel, R1ToR1 auPaydown)
(Re)-set the Pay-down State for the specified Pay-down Latent State Labelboolean
CurveSurfaceQuoteContainer. setPaydownPaydownCorrelation(PaydownLabel paydownLabel1, PaydownLabel paydownLabel2, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the Pay-down Latent State Pairboolean
CurveSurfaceQuoteContainer. setPaydownRatingCorrelation(PaydownLabel paydownLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Pay-down and the Rating Latent Statesboolean
CurveSurfaceQuoteContainer. setPaydownRecoveryCorrelation(PaydownLabel paydownLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Pay-down and the Recovery Latent Statesboolean
CurveSurfaceQuoteContainer. setPaydownRepoCorrelation(PaydownLabel paydownLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)
(Re)-set the Correlation Surface for the specified Pay-down and the Repo Latent States -
Uses of PaydownLabel in org.drip.state.identifier
Methods in org.drip.state.identifier that return PaydownLabel Modifier and Type Method Description static PaydownLabel
PaydownLabel. Standard(java.lang.String referenceEntity)
Make a Standard Pay-down Label from the Reference Entity Name