Package org.drip.state.identifier

Latent State Identifier Labels
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    LatentStateLabel
    LatentStateLabel is the interface that contains the labels inside the sub-stretch of the alternate state.
  • Class Summary
    Class Description
    CollateralLabel
    CollateralLabel contains the Identifier Parameters referencing the Latent State of the named Collateral Discount Curve.
    CSALabel
    CSALabel specifies the Label of of a Credit Support Annex (CSA) Specification.
    CustomLabel
    CustomLabel contains the Identifier Parameters referencing the Latent State of the named Custom Metric.
    EntityCDSLabel
    EntityCDSLabel contains the Identifier Parameters referencing the Latent State of the named Entity CDS Curve.
    EntityCreditLabel
    EntityCreditLabel contains the Identifier Parameters referencing the Latent State of the named Entity Credit Curve.
    EntityDesignateLabel
    EntityDesignateLabel contains the Identifier Parameters referencing the Latent State of an Entity Designate.
    EntityEquityLabel
    EntityEquityLabel contains the Identifier Parameters referencing the Latent State of the Entity Equity Curve.
    EntityFundingLabel
    EntityFundingLabel contains the Identifier Parameters referencing the Latent State of the Entity Funding Curve.
    EntityHazardLabel
    EntityHazardLabel contains the Identifier Parameters referencing the Latent State of the Entity Hazard Curve.
    EntityRecoveryLabel
    EntityRecoveryLabel contains the Identifier Parameters referencing the Latent State of the Entity Recovery Curve.
    FloaterLabel
    FloaterLabel is an Abstract Class that underpins the Latent State Labels that use a Single Floater Index.
    ForwardLabel
    ForwardLabel contains the Index Parameters referencing a payment on a Forward Index.
    FundingLabel
    FundingLabel contains the Identifier Parameters referencing the Latent State of the named Funding Discount Curve.
    FXLabel
    FXLabel contains the Identifier Parameters referencing the Latent State of the named FX Curve.
    GovvieLabel
    GovvieLabel contains the Identifier Parameters referencing the Latent State of the named Sovereign Curve.
    OTCFixFloatLabel
    OTCFixFloatLabel contains the Index Parameters referencing a Payment on an OTC Fix/Float IRS Par Rate Index.
    OvernightLabel
    OvernightLabel contains the Index Parameters referencing an Overnight Index.
    PaydownLabel
    PaydownLabel contains the Identifier Parameters referencing the Latent State of the named Pay-down Curve.
    RatingLabel
    RatingLabel contains the Identifier Parameters referencing the Label corresponding to the Credit Rating Latent State.
    RepoLabel
    RepoLabel contains the Identifier Parameters referencing the Latent State of the named Repo Curve.
    VolatilityLabel
    VolatilityLabel contains the Identifier Parameters referencing the Latent State of the named Volatility Curve.