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

Packages that use RatingLabel

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

Uses of RatingLabel in org.drip.exposure.evolver

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

Modifier and Type	Method	Description
boolean	LatentStateVertexContainer.add(RatingLabel ratingLabel, double rating)	Add the Labeled Rating
boolean	LatentStateVertexContainer.exists(RatingLabel ratingLabel)	Check Presence of Labeled Rating
TerminalLatentState	LatentStateDynamicsContainer.rating(RatingLabel ratingLabel)	Retrieve the Rating Latent State
double	LatentStateVertexContainer.rating(RatingLabel ratingLabel)	Retrieve of Labeled Rating
boolean	LatentStateDynamicsContainer.ratingExists(RatingLabel ratingLabel)	Indicate if the Rating Latent State Exists

Uses of RatingLabel in org.drip.param.market

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

Modifier and Type	Method	Description
R1ToR1	CurveSurfaceQuoteContainer.collateralRatingCorrelation(java.lang.String strCollateralCurrency, RatingLabel ratingLabel)	Retrieve the Correlation Surface for the specified Collateral and Rating Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.creditRatingCorrelation(EntityCDSLabel creditLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface between the Credit and the Rating Latent State Labels
R1ToR1	CurveSurfaceQuoteContainer.customRatingCorrelation(CustomLabel customLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface between the Custom Metric and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.equityRatingCorrelation(EntityEquityLabel equityLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface between the Equity and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.forwardRatingCorrelation(ForwardLabel forwardLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface between the Forward and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.fundingRatingCorrelation(FundingLabel fundingLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface between the Funding and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.fxRatingCorrelation(FXLabel fxLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface for the specified FX and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.govvieRecoveryCorrelation(GovvieLabel govvieLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface for the specified Govvie and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.overnightRatingCorrelation(OvernightLabel overnightLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface for the specified Overnight and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.paydownRatingCorrelation(PaydownLabel paydownLabel, RatingLabel ratingLabel)	Retrieve the Correlation Surface for the specified Pay-down and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.ratingRatingCorrelation(RatingLabel ratingLabel1, RatingLabel ratingLabel2)	Retrieve the Correlation Surface for the specified Rating and the Rating Latent States
R1ToR1	CurveSurfaceQuoteContainer.ratingRecoveryCorrelation(RatingLabel ratingLabel, EntityRecoveryLabel recoveryLabel)	Retrieve the Correlation Surface for the specified Rating and Recovery Latent States
R1ToR1	CurveSurfaceQuoteContainer.ratingRepoCorrelation(RatingLabel ratingLabel, RepoLabel repoLabel)	Retrieve the Correlation Surface for the specified Rating and Repo Latent States
MergedDiscountForwardCurve	CurveSurfaceQuoteContainer.ratingState(RatingLabel ratingLabel)	Retrieve the Rating State for the specified Rating Latent State Label
VolatilityCurve	CurveSurfaceQuoteContainer.ratingVolaitlity(RatingLabel ratingLabel)	Retrieve the Volatility Curve for the specified Rating Latent State
boolean	CurveSurfaceQuoteContainer.setCollateralRatingCorrelation(java.lang.String strCollateralCurrency, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Collateral and Rating Latent State Labels
boolean	CurveSurfaceQuoteContainer.setCreditRatingCorrelation(EntityCDSLabel creditLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Credit and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setCustomRatingCorrelation(CustomLabel customLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Custom Metric and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setEquityRatingCorrelation(EntityEquityLabel equityLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Equity and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setForwardRatingCorrelation(ForwardLabel forwardLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Forward and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setFundingRecoveryCorrelation(FundingLabel fundingLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface between the Funding and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setFXRatingCorrelation(FXLabel fxLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified FX and the Rating 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.setOvernightRatingCorrelation(OvernightLabel overnightLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Overnight and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setPaydownRatingCorrelation(PaydownLabel paydownLabel, RatingLabel ratingLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Pay-down and the Rating Latent States
boolean	CurveSurfaceQuoteContainer.setRatingCurve(RatingLabel ratingLabel, MergedDiscountForwardCurve dcRating)	(Re)-set the Rating State for the specified Rating Latent State Label
boolean	CurveSurfaceQuoteContainer.setRatingRatingCorrelation(RatingLabel ratingLabel1, RatingLabel ratingLabel2, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Pair of Rating Latent States
boolean	CurveSurfaceQuoteContainer.setRatingRecoveryCorrelation(RatingLabel ratingLabel, EntityRecoveryLabel recoveryLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Rating and Recovery Latent States
boolean	CurveSurfaceQuoteContainer.setRatingRepoCorrelation(RatingLabel ratingLabel, RepoLabel repoLabel, R1ToR1 auCorrelation)	(Re)-set the Correlation Surface for the specified Rating and Repo Latent States

Uses of RatingLabel in org.drip.state.identifier

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

Modifier and Type	Method	Description
static RatingLabel	RatingLabel.Standard(java.lang.String agency, java.lang.String code)	Make a Standard Rating Label from the Rating Agency and the Rated Code.