Uses of Class
org.drip.state.identifier.PaydownLabel
| 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
|
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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 booleanLatentStateVertexContainer. add(PaydownLabel payDownLabel, double payDown)Add the Labeled Pay DownbooleanLatentStateVertexContainer. exists(PaydownLabel payDownLabel)Check Presence of Labeled Pay DownTerminalLatentStateLatentStateDynamicsContainer. payDown(PaydownLabel payDownLabel)Retrieve the Pay Down Latent StatedoubleLatentStateVertexContainer. payDown(PaydownLabel payDownLabel)Retrieve of Labeled Pay DownbooleanLatentStateDynamicsContainer. 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 R1ToR1CurveSurfaceQuoteContainer. collateralPaydownCorrelation(java.lang.String strCollateralCurrency, PaydownLabel paydownLabel)Retrieve the Correlation Surface for the specified Collateral and Pay-down Latent State LabelsR1ToR1CurveSurfaceQuoteContainer. creditPaydownCorrelation(EntityCDSLabel creditLabel, PaydownLabel paydownLabel)Retrieve the Correlation Surface between the Credit and the Pay-down Latent State LabelsR1ToR1CurveSurfaceQuoteContainer. customPaydownCorrelation(CustomLabel customLabel, PaydownLabel paydownLabel)Retrieve the Correlation Surface between the Custom Metric and the Pay-down Latent StatesR1ToR1CurveSurfaceQuoteContainer. equityPaydownCorrelation(EntityEquityLabel equityLabel, PaydownLabel paydownLabel)Retrieve the Correlation Surface between the Equity and the Pay-down Latent StatesR1ToR1CurveSurfaceQuoteContainer. forwardPaydownCorrelation(ForwardLabel forwardLabel, PaydownLabel paydownLabel)Retrieve the Correlation Surface between the Forward and the Pay-down Latent StatesR1ToR1CurveSurfaceQuoteContainer. fundingPaydownCorrelation(FundingLabel fundingLabel, PaydownLabel paydownLabel)Retrieve the Correlation Surface between the Funding and the Pay-down Latent StatesR1ToR1CurveSurfaceQuoteContainer. fxPaydownCorrelation(FXLabel fxLabel, PaydownLabel paydownLabel)Retrieve the Correlation Surface for the specified FX and the Pay-down Latent StatesR1ToR1CurveSurfaceQuoteContainer. govviePaydownCorrelation(GovvieLabel govvieLabel, PaydownLabel paydownLabel)Retrieve the Correlation Surface for the specified Govvie and the Pay-down Latent StatesR1ToR1CurveSurfaceQuoteContainer. overnightPaydownCorrelation(OvernightLabel overnightLabel, PaydownLabel paydownLabel)Retrieve the Correlation Surface for the specified Overnight and the Pay-down Latent StatesR1ToR1CurveSurfaceQuoteContainer. paydownPaydownCorrelation(PaydownLabel paydownLabel1, PaydownLabel paydownLabel2)Retrieve the Correlation Surface for the specified Pay-down Latent State PairR1ToR1CurveSurfaceQuoteContainer. paydownRatingCorrelation(PaydownLabel paydownLabel, RatingLabel ratingLabel)Retrieve the Correlation Surface for the specified Pay-down and the Rating Latent StatesR1ToR1CurveSurfaceQuoteContainer. paydownRecoveryCorrelation(PaydownLabel paydownLabel, EntityRecoveryLabel recoveryLabel)Retrieve the Correlation Surface for the specified Pay-down and the Recovery Latent StatesR1ToR1CurveSurfaceQuoteContainer. paydownRepoCorrelation(PaydownLabel paydownLabel, RepoLabel repoLabel)Retrieve the Correlation Surface for the specified Pay-down and the Repo Latent StatesR1ToR1CurveSurfaceQuoteContainer. paydownState(PaydownLabel paydownLabel)Retrieve the Pay-down State for the specified Pay-down Latent State LabelVolatilityCurveCurveSurfaceQuoteContainer. paydownVolaitlity(PaydownLabel paydownLabel)Retrieve the Volatility Curve for the specified Pay-down Latent StatebooleanCurveSurfaceQuoteContainer. setCollateralPaydownCorrelation(java.lang.String strCollateralCurrency, PaydownLabel paydownLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface for the specified Collateral and Pay-down Latent State LabelsbooleanCurveSurfaceQuoteContainer. setCreditPaydownCorrelation(EntityCDSLabel creditLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Credit and the Pay-down Latent StatesbooleanCurveSurfaceQuoteContainer. setCustomPaydownCorrelation(CustomLabel customLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Custom Metric and the Pay-down Latent StatesbooleanCurveSurfaceQuoteContainer. setEquityPaydownCorrelation(EntityEquityLabel equityLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Equity and the Pay-down Latent StatesbooleanCurveSurfaceQuoteContainer. setForwardPaydownCorrelation(ForwardLabel forwardLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Forward and the Pay-down Latent StatesbooleanCurveSurfaceQuoteContainer. setFundingPaydownCorrelation(FundingLabel fundingLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface between the Funding and the Pay-down Latent StatesbooleanCurveSurfaceQuoteContainer. setFXPaydownCorrelation(FXLabel fxLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface for the specified FX and the Pay-down Latent StatesbooleanCurveSurfaceQuoteContainer. setGovviePaydownCorrelation(GovvieLabel govvieLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface for the specified Govvie and the Pay-down Latent StatesbooleanCurveSurfaceQuoteContainer. setOvernightPaydownCorrelation(OvernightLabel overnightLabel, PaydownLabel paydownLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface for the specified Overnight and the Pay-down Latent StatesbooleanCurveSurfaceQuoteContainer. setPaydownCurve(PaydownLabel paydownLabel, R1ToR1 auPaydown)(Re)-set the Pay-down State for the specified Pay-down Latent State LabelbooleanCurveSurfaceQuoteContainer. setPaydownPaydownCorrelation(PaydownLabel paydownLabel1, PaydownLabel paydownLabel2, R1ToR1 auCorrelation)(Re)-set the Correlation Surface for the Pay-down Latent State PairbooleanCurveSurfaceQuoteContainer. setPaydownRatingCorrelation(PaydownLabel paydownLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface for the specified Pay-down and the Rating Latent StatesbooleanCurveSurfaceQuoteContainer. setPaydownRecoveryCorrelation(PaydownLabel paydownLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)(Re)-set the Correlation Surface for the specified Pay-down and the Recovery Latent StatesbooleanCurveSurfaceQuoteContainer. 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 PaydownLabelPaydownLabel. Standard(java.lang.String referenceEntity)Make a Standard Pay-down Label from the Reference Entity Name