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

Packages that use VolatilityLabel

Package	Description
org.drip.exposure.evolver	Securities and Exposure States Evolvers
org.drip.product.calib	Curve/Surface Calibration Quote Sets
org.drip.product.credit	Credit Products - Components and Baskets
org.drip.product.definition	Fixed Income Components/Baskets Definitions
org.drip.product.fx	FX Forwards, Cross Currency Swaps
org.drip.product.govvie	Treasury Bills, Notes, Bonds, Futures
org.drip.product.option	Options on Fixed Income Components
org.drip.product.rates	Fixed Income Multi-Stream Components
org.drip.state.creator	Scenario State Curve/Surface Builders
org.drip.state.identifier	Latent State Identifier Labels
org.drip.state.nonlinear	Nonlinear (i.e., Boot) Latent State Construction

Uses of VolatilityLabel in org.drip.exposure.evolver

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

Modifier and Type	Method	Description
boolean	LatentStateVertexContainer.add(VolatilityLabel volatilityLabel, double volatility)	Add the Labeled Volatility
boolean	LatentStateVertexContainer.exists(VolatilityLabel volatilityLabel)	Check Presence of Labeled Volatility
TerminalLatentState	LatentStateDynamicsContainer.volatility(VolatilityLabel volatilityLabel)	Retrieve the Volatility Latent State
double	LatentStateVertexContainer.volatility(VolatilityLabel volatilityLabel)	Retrieve of Labeled Volatility
boolean	LatentStateDynamicsContainer.volatilityExists(VolatilityLabel volatilityLabel)	Indicate if the Volatility Latent State Exists

Uses of VolatilityLabel in org.drip.product.calib

Methods in org.drip.product.calib that return VolatilityLabel

Modifier and Type	Method	Description
VolatilityLabel	ProductQuoteSet.volatilityLabel()	Retrieve the Volatility Latent State Label, if it exists

Uses of VolatilityLabel in org.drip.product.credit

Methods in org.drip.product.credit that return types with arguments of type VolatilityLabel

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<VolatilityLabel>	BondComponent.volatilityLabel()
CaseInsensitiveTreeMap<VolatilityLabel>	CDSComponent.volatilityLabel()

Uses of VolatilityLabel in org.drip.product.definition

Methods in org.drip.product.definition that return types with arguments of type VolatilityLabel

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<VolatilityLabel>	ComponentMarketParamRef.volatilityLabel()	Get the Map of Volatility Latent State Identifier Labels

Uses of VolatilityLabel in org.drip.product.fx

Methods in org.drip.product.fx that return types with arguments of type VolatilityLabel

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<VolatilityLabel>	FXForwardComponent.volatilityLabel()

Uses of VolatilityLabel in org.drip.product.govvie

Methods in org.drip.product.govvie that return types with arguments of type VolatilityLabel

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<VolatilityLabel>	TreasuryFutures.volatilityLabel()

Uses of VolatilityLabel in org.drip.product.option

Methods in org.drip.product.option that return types with arguments of type VolatilityLabel

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<VolatilityLabel>	OptionComponent.volatilityLabel()

Uses of VolatilityLabel in org.drip.product.rates

Methods in org.drip.product.rates that return types with arguments of type VolatilityLabel

Modifier and Type	Method	Description
CaseInsensitiveTreeMap<VolatilityLabel>	FixFloatComponent.volatilityLabel()
CaseInsensitiveTreeMap<VolatilityLabel>	FloatFloatComponent.volatilityLabel()
CaseInsensitiveTreeMap<VolatilityLabel>	RatesBasket.volatilityLabel()
CaseInsensitiveTreeMap<VolatilityLabel>	SingleStreamComponent.volatilityLabel()

Uses of VolatilityLabel in org.drip.state.creator

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

Modifier and Type	Method	Description
static VolatilityCurve	ScenarioDeterministicVolatilityBuilder.FlatForward(int epochDate, VolatilityLabel volatilityLabel, java.lang.String currency, double flatVolatility)	Construct the Flat Constant Forward Volatility Forward Curve

Uses of VolatilityLabel in org.drip.state.identifier

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

Modifier and Type	Method	Description
static VolatilityLabel	VolatilityLabel.Standard(LatentStateLabel underlyingLatentStateLabel)	Make a Standard Volatility Latent State Label from the Underlying Latent State Label

Uses of VolatilityLabel in org.drip.state.nonlinear

Constructors in org.drip.state.nonlinear with parameters of type VolatilityLabel

Constructor	Description
FlatForwardVolatilityCurve(int epochDate, VolatilityLabel volatilityLabel, java.lang.String currency, int[] pillarDateArray, double[] impliedVolatilityArray)	FlatForwardVolatilityCurve Constructor