Package org.drip.state.representation

Class LatentStateSpecification

java.lang.Object

org.drip.state.representation.LatentStateSpecification

public class LatentStateSpecification
extends java.lang.Object

LatentStateSpecification holds the fields necessary to specify a complete Latent State. It includes the Latent State Type, the Latent State Label, and the Latent State Quantification metric. It exposes the following functionality:

• LatentStateSpecification Constructor
• Retrieve the Latent State Dimension
• Retrieve the Latent State Evolver CorrelatedPathVertexDimension Instance
• Retrieve the Array of the Latent State Diffusion Evolvers
• Generate the R^d Path Vertex Realizations using the Initial R^d and the Evolution Time Increment Array
• Generate the R^d Path Vertex Realizations using the Initial R^d and a Fixed Evolution Time Width
• Generate the R^d Path Vertex Realizations using the Initial R^d and the Array of Evolution Tenors
• Generate the R^d Path Vertex Realizations using the Initial R^d, Spot Date, and the Array of Event Dates
• Generate a Standard Instance of PathVertexRd

Module	Product Core Module
Library	Fixed Income Analytics
Project	Latent State Inference and Creation Utilities
Package	Latent State Merge Sub-stretch

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
LatentStateSpecification(java.lang.String latentState, java.lang.String quantificationMetric, LatentStateLabel label)	LatentStateSpecification constructor

Method Summary

Modifier and Type	Method	Description
void	displayString(java.lang.String strComment)	Display the Latent State Details
LatentStateLabel	label()	Retrieve the Latent State Label
java.lang.String	latentState()	Retrieve the Latent State
java.lang.String	latentStateQuantificationMetric()	Retrieve the Latent State Quantification Metric
boolean	match(LatentStateSpecification other)	Does the Specified Latent State Specification Instance match the current one?

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

LatentStateSpecification

public LatentStateSpecification(java.lang.String latentState,
java.lang.String quantificationMetric,
LatentStateLabel label)
                         throws java.lang.Exception

LatentStateSpecification constructor

Parameters:

latentState - The Latent State

quantificationMetric - The Latent State Quantification Metric

label - The Specific Latent State Label

Throws:

java.lang.Exception - Thrown if the Inputs are invalid

Method Details

latentState

public java.lang.String latentState()

Retrieve the Latent State

Returns:

The Latent State

label

public LatentStateLabel label()

Retrieve the Latent State Label

Returns:

The Latent State Label

latentStateQuantificationMetric

public java.lang.String latentStateQuantificationMetric()

Retrieve the Latent State Quantification Metric

Returns:

The Latent State Quantification Metric

match

public boolean match(LatentStateSpecification other)

Does the Specified Latent State Specification Instance match the current one?

Parameters:

other - The "Other" Latent State Specification Instance

Returns:

TRUE - Matches the Specified Latent State Specification Instance

displayString

public void displayString(java.lang.String strComment)

Display the Latent State Details

Parameters:

strComment - The Comment Prefix