LatentStateDynamicsContainer.java
- package org.drip.exposure.evolver;
- /*
- * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
- */
- /*!
- * Copyright (C) 2020 Lakshmi Krishnamurthy
- * Copyright (C) 2019 Lakshmi Krishnamurthy
- * Copyright (C) 2018 Lakshmi Krishnamurthy
- *
- * This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
- * asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
- * analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
- * equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
- * numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
- * and computational support.
- *
- * https://lakshmidrip.github.io/DROP/
- *
- * DROP is composed of three modules:
- *
- * - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
- * - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
- * - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
- *
- * DROP Product Core implements libraries for the following:
- * - Fixed Income Analytics
- * - Loan Analytics
- * - Transaction Cost Analytics
- *
- * DROP Portfolio Core implements libraries for the following:
- * - Asset Allocation Analytics
- * - Asset Liability Management Analytics
- * - Capital Estimation Analytics
- * - Exposure Analytics
- * - Margin Analytics
- * - XVA Analytics
- *
- * DROP Computational Core implements libraries for the following:
- * - Algorithm Support
- * - Computation Support
- * - Function Analysis
- * - Model Validation
- * - Numerical Analysis
- * - Numerical Optimizer
- * - Spline Builder
- * - Statistical Learning
- *
- * Documentation for DROP is Spread Over:
- *
- * - Main => https://lakshmidrip.github.io/DROP/
- * - Wiki => https://github.com/lakshmiDRIP/DROP/wiki
- * - GitHub => https://github.com/lakshmiDRIP/DROP
- * - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
- * - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
- * - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
- * - Release Versions => https://lakshmidrip.github.io/DROP/version.html
- * - Community Credits => https://lakshmidrip.github.io/DROP/credits.html
- * - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues
- * - JUnit => https://lakshmidrip.github.io/DROP/junit/index.html
- * - Jacoco => https://lakshmidrip.github.io/DROP/jacoco/index.html
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- *
- * You may obtain a copy of the License at
- * http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- *
- * See the License for the specific language governing permissions and
- * limitations under the License.
- */
- /**
- * <i>LatentStateDynamicsContainer</i> holds the Latent State Labels for a variety of Latent States and their
- * Evolvers. The References are:
- *
- * <br><br>
- * <ul>
- * <li>
- * Burgard, C., and M. Kjaer (2013): Funding Costs, Funding Strategies <i>Risk</i> <b>23
- * (12)</b> 82-87
- * </li>
- * <li>
- * Burgard, C., and M. Kjaer (2014): In the Balance <i>Risk</i> <b>24 (11)</b> 72-75
- * </li>
- * <li>
- * Burgard, C., and M. Kjaer (2014): PDE Representations of Derivatives with Bilateral Counter-
- * party Risk and Funding Costs <i>Journal of Credit Risk</i> <b>7 (3)</b> 1-19
- * </li>
- * <li>
- * Gregory, J. (2009): Being Two-faced over Counter-party Credit Risk <i>Risk</i> <b>20 (2)</b>
- * 86-90
- * </li>
- * <li>
- * Piterbarg, V. (2010): Funding Beyond Discounting: Collateral Agreements and Derivatives
- * Pricing <i>Risk</i> <b>21 (2)</b> 97-102
- * </li>
- * <li>
- * </ul>
- *
- * <br><br>
- * <ul>
- * <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
- * <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ExposureAnalyticsLibrary.md">Exposure Analytics</a></li>
- * <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/exposure/README.md">Exposure Group Level Collateralized/Uncollateralized Exposure</a></li>
- * <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/exposure/evolver/README.md">Securities and Exposure States Evolvers</a></li>
- * </ul>
- *
- * @author Lakshmi Krishnamurthy
- */
- public class LatentStateDynamicsContainer
- {
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _fxEvolver = null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _csaEvolver = null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _repoEvolver = null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _customEvolver = null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _govvieEvolver = null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _ratingEvolver = null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _forwardEvolver = null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _fundingEvolver = null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _payDownEvolver = null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _overnightEvolver =
- null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _collateralEvolver =
- null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _volatilityEvolver =
- null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _otcFixFloatEvolver =
- null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _entityCreditEvolver =
- null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _entityEquityEvolver =
- null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _entityHazardEvolver =
- null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _entityFundingEvolver =
- null;
- private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _entityRecoveryEvolver
- = null;
- /**
- * Empty LatentStateDynamicsContainer Constructor
- */
- public LatentStateDynamicsContainer()
- {
- _fxEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _csaEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _repoEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _customEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _govvieEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _ratingEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _forwardEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _fundingEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _payDownEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _overnightEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _collateralEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _volatilityEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _otcFixFloatEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _entityCreditEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _entityEquityEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _entityHazardEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _entityFundingEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- _entityRecoveryEvolver = new
- org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
- }
- /**
- * Retrieve the Equity Evolver Map
- *
- * @return The Equity Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> entityEquityMap()
- {
- return _entityEquityEvolver;
- }
- /**
- * Add the Entity Equity Latent State Evolver
- *
- * @param terminalLatentState The Equity Entity Terminal Latent State
- *
- * @return TRUE - The Entity Equity Latent Successfully added
- */
- public boolean addEntityEquity (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _entityEquityEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Entity Equity Latent State Exists
- *
- * @param entityEquityLabel The Entity Equity Latent State Label
- *
- * @return TRUE - The Entity Equity Latent State Exists
- */
- public boolean entityEquityExists (
- final org.drip.state.identifier.EntityEquityLabel entityEquityLabel)
- {
- return null == entityEquityLabel ? false : _entityEquityEvolver.containsKey
- (entityEquityLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Entity Equity Latent State
- *
- * @param entityEquityLabel The Entity Equity Latent State Label
- *
- * @return The Entity Equity Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState entityEquity (
- final org.drip.state.identifier.EntityEquityLabel entityEquityLabel)
- {
- return entityEquityExists (entityEquityLabel) ? _entityEquityEvolver.get
- (entityEquityLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the Funding Evolver Map
- *
- * @return The Funding Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> fundingMap()
- {
- return _fundingEvolver;
- }
- /**
- * Add the Funding Latent State Evolver
- *
- * @param terminalLatentState The Funding Terminal Latent State
- *
- * @return TRUE - The Funding Latent State Successfully added
- */
- public boolean addFunding (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _fundingEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Funding Latent State Exists
- *
- * @param fundingLabel The Funding Latent State Label
- *
- * @return TRUE - The Funding Latent State Exists
- */
- public boolean fundingExists (
- final org.drip.state.identifier.FundingLabel fundingLabel)
- {
- return null == fundingLabel ? false : _fundingEvolver.containsKey
- (fundingLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Funding Latent State
- *
- * @param fundingLabel The Funding Latent State Label
- *
- * @return The Funding Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState funding (
- final org.drip.state.identifier.FundingLabel fundingLabel)
- {
- return fundingExists (fundingLabel) ? _fundingEvolver.get (fundingLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the Govvie Evolver Map
- *
- * @return The Govvie Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> govvieMap()
- {
- return _govvieEvolver;
- }
- /**
- * Add the Govvie Latent State Evolver
- *
- * @param terminalLatentState The Govvie Terminal Latent State
- *
- * @return TRUE - The Govvie Latent State Successfully added
- */
- public boolean addGovvie (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _govvieEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Govvie Latent State Exists
- *
- * @param govvieLabel The Govvie Latent State Label
- *
- * @return TRUE - The Govvie Latent State Exists
- */
- public boolean govvieExists (
- final org.drip.state.identifier.GovvieLabel govvieLabel)
- {
- return null == govvieLabel ? false : _govvieEvolver.containsKey (govvieLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Govvie Latent State
- *
- * @param govvieLabel The Govvie Latent State Label
- *
- * @return The Govvie Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState govvie (
- final org.drip.state.identifier.GovvieLabel govvieLabel)
- {
- return govvieExists (govvieLabel) ? _govvieEvolver.get (govvieLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the FX Evolver Map
- *
- * @return The FX Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> fxMap()
- {
- return _fxEvolver;
- }
- /**
- * Add the FX Latent State Evolver
- *
- * @param terminalLatentState The FX Terminal Latent State
- *
- * @return TRUE - The FX Latent State Successfully added
- */
- public boolean addFX (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _fxEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the FX Latent State Exists
- *
- * @param fxLabel The FX Latent State Label
- *
- * @return TRUE - The FX Latent State Exists
- */
- public boolean fxExists (
- final org.drip.state.identifier.FXLabel fxLabel)
- {
- return null == fxLabel ? false : _fxEvolver.containsKey (fxLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the FX Latent State
- *
- * @param fxLabel The FX Latent State Label
- *
- * @return The FX Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState fx (
- final org.drip.state.identifier.FXLabel fxLabel)
- {
- return fxExists (fxLabel) ? _fxEvolver.get (fxLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the Forward Evolver Map
- *
- * @return The Forward Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> forwardMap()
- {
- return _forwardEvolver;
- }
- /**
- * Add the Forward Latent State Evolver
- *
- * @param terminalLatentState The Forward Terminal Latent State
- *
- * @return TRUE - The Forward Latent State Successfully added
- */
- public boolean addForward (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _forwardEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Forward Latent State Exists
- *
- * @param forwardLabel The Forward Latent State Label
- *
- * @return TRUE - The Forward Latent State Exists
- */
- public boolean forwardExists (
- final org.drip.state.identifier.ForwardLabel forwardLabel)
- {
- return null == forwardLabel ? false : _forwardEvolver.containsKey
- (forwardLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Forward Latent State
- *
- * @param forwardLabel The Forward Latent State Label
- *
- * @return The Forward Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState forward (
- final org.drip.state.identifier.ForwardLabel forwardLabel)
- {
- return forwardExists (forwardLabel) ? _forwardEvolver.get (forwardLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the OTC Fix Float Evolver Map
- *
- * @return The OTC Fix Float Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> otcFixFloatMap()
- {
- return _otcFixFloatEvolver;
- }
- /**
- * Add the OTC Fix Float Latent State Evolver
- *
- * @param terminalLatentState The OTC Fix Float Terminal Latent State
- *
- * @return TRUE - The OTC Fix Float Latent State Successfully added
- */
- public boolean addOTCFixFloat (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _otcFixFloatEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the OTC Fix Float Latent State Exists
- *
- * @param otcFixFloatLabel The OTC Fix Float Latent State Label
- *
- * @return TRUE - The OTC Fix Float Latent State Exists
- */
- public boolean otcFixFloatExists (
- final org.drip.state.identifier.OTCFixFloatLabel otcFixFloatLabel)
- {
- return null == otcFixFloatLabel ? false : _otcFixFloatEvolver.containsKey
- (otcFixFloatLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the OTC Fix Float Latent State
- *
- * @param otcFixFloatLabel The OTC Fix Float Latent State Label
- *
- * @return The OTC Fix Float Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState otcFixFloat (
- final org.drip.state.identifier.OTCFixFloatLabel otcFixFloatLabel)
- {
- return otcFixFloatExists (otcFixFloatLabel) ? _otcFixFloatEvolver.get
- (otcFixFloatLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the Overnight Evolver Map
- *
- * @return The Overnight Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> overnightMap()
- {
- return _overnightEvolver;
- }
- /**
- * Add the Overnight Latent State Evolver
- *
- * @param terminalLatentState The Overnight Terminal Latent State
- *
- * @return TRUE - The Overnight Latent State Successfully added
- */
- public boolean addOvernight (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _overnightEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Overnight Latent State Exists
- *
- * @param overnightLabel The Overnight Latent State Label
- *
- * @return TRUE - The Overnight Latent State Exists
- */
- public boolean overnightExists (
- final org.drip.state.identifier.OvernightLabel overnightLabel)
- {
- return null == overnightLabel ? false : _overnightEvolver.containsKey
- (overnightLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Overnight Latent State
- *
- * @param overnightLabel The Overnight Latent State Label
- *
- * @return The Overnight Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState overnight (
- final org.drip.state.identifier.OvernightLabel overnightLabel)
- {
- return overnightExists (overnightLabel) ? _overnightEvolver.get (overnightLabel.fullyQualifiedName())
- : null;
- }
- /**
- * Retrieve the Collateral Evolver Map
- *
- * @return The Collateral Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> collateralMap()
- {
- return _collateralEvolver;
- }
- /**
- * Add the Collateral Latent State Evolver
- *
- * @param terminalLatentState The Collateral Terminal Latent State
- *
- * @return TRUE - The Collateral Latent State Successfully added
- */
- public boolean addCollateral (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _collateralEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Collateral Latent State Exists
- *
- * @param collateralLabel The Collateral Latent State Label
- *
- * @return TRUE - The Collateral Latent State Exists
- */
- public boolean collateralExists (
- final org.drip.state.identifier.CollateralLabel collateralLabel)
- {
- return null == collateralLabel ? false : _collateralEvolver.containsKey
- (collateralLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Collateral Latent State
- *
- * @param collateralLabel The Collateral Latent State Label
- *
- * @return The Collateral Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState collateral (
- final org.drip.state.identifier.CollateralLabel collateralLabel)
- {
- return collateralExists (collateralLabel) ? _collateralEvolver.get
- (collateralLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the CSA Evolver Map
- *
- * @return The CSA Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> csaMap()
- {
- return _csaEvolver;
- }
- /**
- * Add the CSA Latent State Evolver
- *
- * @param terminalLatentState The CSA Terminal Latent State
- *
- * @return TRUE - The CSA Latent State Successfully added
- */
- public boolean addCSA (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _csaEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the CSA Latent State Exists
- *
- * @param csaLabel The CSA Latent State Label
- *
- * @return TRUE - The CSA Latent State Exists
- */
- public boolean csaExists (
- final org.drip.state.identifier.CSALabel csaLabel)
- {
- return null == csaLabel ? false : _csaEvolver.containsKey (csaLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the CSA Latent State
- *
- * @param csaLabel The CSA Latent State Label
- *
- * @return The CSA Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState csa (
- final org.drip.state.identifier.CSALabel csaLabel)
- {
- return csaExists (csaLabel) ? _csaEvolver.get (csaLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the Entity Hazard Evolver Map
- *
- * @return The Entity Hazard Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> entityHazardMap()
- {
- return _entityHazardEvolver;
- }
- /**
- * Add the Entity Hazard Latent State Evolver
- *
- * @param terminalLatentState The Entity Hazard Terminal Latent State
- *
- * @return TRUE - The Entity Hazard Latent State Successfully added
- */
- public boolean addEntityHazard (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _entityHazardEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Entity Hazard Latent State Exists
- *
- * @param entityHazardLabel The Entity Hazard Latent State Label
- *
- * @return TRUE - The Entity Hazard Latent State Exists
- */
- public boolean entityHazardExists (
- final org.drip.state.identifier.EntityHazardLabel entityHazardLabel)
- {
- return null == entityHazardLabel ? false : _entityHazardEvolver.containsKey
- (entityHazardLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Entity Hazard Latent State
- *
- * @param entityHazardLabel The Entity Hazard Latent State Label
- *
- * @return The Entity Hazard Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState entityHazard (
- final org.drip.state.identifier.EntityHazardLabel entityHazardLabel)
- {
- return entityHazardExists (entityHazardLabel) ? _entityHazardEvolver.get
- (entityHazardLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the Entity Credit Evolver Map
- *
- * @return The Entity Credit Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> entityCreditMap()
- {
- return _entityCreditEvolver;
- }
- /**
- * Add the Entity Credit Latent State Evolver
- *
- * @param terminalLatentState The Entity Credit Terminal Latent State
- *
- * @return TRUE - The Entity Credit Latent State Successfully added
- */
- public boolean addEntityCredit (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _entityCreditEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Entity Credit Latent State Exists
- *
- * @param entityCreditLabel The Entity Credit Latent State Label
- *
- * @return TRUE - The Entity Credit Latent State Exists
- */
- public boolean entityCreditExists (
- final org.drip.state.identifier.EntityCDSLabel entityCreditLabel)
- {
- return null == entityCreditLabel ? false : _entityCreditEvolver.containsKey
- (entityCreditLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Entity Credit Latent State
- *
- * @param entityCreditLabel The Entity Credit Latent State Label
- *
- * @return The Entity Credit Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState entityCredit (
- final org.drip.state.identifier.EntityCDSLabel entityCreditLabel)
- {
- return entityCreditExists (entityCreditLabel) ? _entityCreditEvolver.get
- (entityCreditLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the Entity Recovery Evolver Map
- *
- * @return The Entity Recovery Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> entityRecoveryMap()
- {
- return _entityRecoveryEvolver;
- }
- /**
- * Add the Entity Recovery Latent State Evolver
- *
- * @param terminalLatentState The Entity Recovery Terminal Latent State
- *
- * @return TRUE - The Entity Recovery Latent State Successfully added
- */
- public boolean addEntityRecovery (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _entityRecoveryEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Entity Recovery Latent State Exists
- *
- * @param entityRecoveryLabel The Entity Recovery Latent State Label
- *
- * @return TRUE - The Entity Recovery Latent State Exists
- */
- public boolean entityRecoveryExists (
- final org.drip.state.identifier.EntityRecoveryLabel entityRecoveryLabel)
- {
- return null == entityRecoveryLabel ? false : _entityRecoveryEvolver.containsKey
- (entityRecoveryLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Entity Recovery Latent State
- *
- * @param entityRecoveryLabel The Entity Recovery Latent State Label
- *
- * @return The Entity Recovery Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState entityRecovery (
- final org.drip.state.identifier.EntityRecoveryLabel entityRecoveryLabel)
- {
- return entityRecoveryExists (entityRecoveryLabel) ? _entityRecoveryEvolver.get
- (entityRecoveryLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the Entity Funding Evolver Map
- *
- * @return The Entity Funding Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> entityFundingMap()
- {
- return _entityFundingEvolver;
- }
- /**
- * Add the Entity Funding Latent State Evolver
- *
- * @param terminalLatentState The Entity Funding Terminal Latent State
- *
- * @return TRUE - The Entity Funding Latent State Successfully added
- */
- public boolean addEntityFunding (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _entityFundingEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Entity Funding Latent State Exists
- *
- * @param entityFundingLabel The Entity Funding Latent State Label
- *
- * @return TRUE - The Entity Funding Latent State Exists
- */
- public boolean entityFundingExists (
- final org.drip.state.identifier.EntityFundingLabel entityFundingLabel)
- {
- return null == entityFundingLabel ? false : _entityFundingEvolver.containsKey
- (entityFundingLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Entity Funding Latent State
- *
- * @param entityFundingLabel The Entity Funding Latent State Label
- *
- * @return The Entity Funding Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState entityFunding (
- final org.drip.state.identifier.EntityFundingLabel entityFundingLabel)
- {
- return entityFundingExists (entityFundingLabel) ? _entityFundingEvolver.get
- (entityFundingLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the Volatility Evolver Map
- *
- * @return The Volatility Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> volatilityMap()
- {
- return _volatilityEvolver;
- }
- /**
- * Add the Volatility Latent State Evolver
- *
- * @param terminalLatentState The Volatility Terminal Latent State
- *
- * @return TRUE - The Volatility Latent State Successfully added
- */
- public boolean addVolatility (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _volatilityEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Volatility Latent State Exists
- *
- * @param volatilityLabel The Volatility Latent State Label
- *
- * @return TRUE - The Volatility Latent State Exists
- */
- public boolean volatilityExists (
- final org.drip.state.identifier.VolatilityLabel volatilityLabel)
- {
- return null == volatilityLabel ? false : _volatilityEvolver.containsKey
- (volatilityLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Volatility Latent State
- *
- * @param volatilityLabel The Volatility Latent State Label
- *
- * @return The Volatility Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState volatility (
- final org.drip.state.identifier.VolatilityLabel volatilityLabel)
- {
- return volatilityExists (volatilityLabel) ? _volatilityEvolver.get
- (volatilityLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the Ratings Evolver Map
- *
- * @return The Ratings Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> ratingMap()
- {
- return _ratingEvolver;
- }
- /**
- * Add the Rating Latent State Evolver
- *
- * @param terminalLatentState The Rating Terminal Latent State
- *
- * @return TRUE - The Rating Latent State Successfully added
- */
- public boolean addRating (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _ratingEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Rating Latent State Exists
- *
- * @param ratingLabel The Rating Latent State Label
- *
- * @return TRUE - The Rating Latent State Exists
- */
- public boolean ratingExists (
- final org.drip.state.identifier.RatingLabel ratingLabel)
- {
- return null == ratingLabel ? false : _ratingEvolver.containsKey (ratingLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Rating Latent State
- *
- * @param ratingLabel The Rating Latent State Label
- *
- * @return The Rating Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState rating (
- final org.drip.state.identifier.RatingLabel ratingLabel)
- {
- return ratingExists (ratingLabel) ? _ratingEvolver.get (ratingLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the Repo Evolver Map
- *
- * @return The Repo Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> repoMap()
- {
- return _repoEvolver;
- }
- /**
- * Add the Repo Latent State Evolver
- *
- * @param terminalLatentState The Repo Terminal Latent State
- *
- * @return TRUE - The Repo Latent State Successfully added
- */
- public boolean addRepo (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _repoEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Repo Latent State Exists
- *
- * @param repoLabel The Repo Latent State Label
- *
- * @return TRUE - The Repo Latent State Exists
- */
- public boolean repoExists (
- final org.drip.state.identifier.RepoLabel repoLabel)
- {
- return null == repoLabel ? false : _repoEvolver.containsKey (repoLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Repo Latent State
- *
- * @param repoLabel The Repo Latent State Label
- *
- * @return The Repo Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState repo (
- final org.drip.state.identifier.RepoLabel repoLabel)
- {
- return repoExists (repoLabel) ? _repoEvolver.get (repoLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the Pay Down Evolver Map
- *
- * @return The Pay Down Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> payDownMap()
- {
- return _payDownEvolver;
- }
- /**
- * Add the Pay Down Latent State Evolver
- *
- * @param terminalLatentState The Pay Down Terminal Latent State
- *
- * @return TRUE - The Repo Latent State Successfully added
- */
- public boolean addPayDown (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _payDownEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Pay Down Latent State Exists
- *
- * @param payDownLabel The Pay Down Latent State Label
- *
- * @return TRUE - The Pay Down Latent State Exists
- */
- public boolean payDownExists (
- final org.drip.state.identifier.PaydownLabel payDownLabel)
- {
- return null == payDownLabel ? false : _payDownEvolver.containsKey
- (payDownLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Pay Down Latent State
- *
- * @param payDownLabel The Pay Down Latent State Label
- *
- * @return The Pay Down Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState payDown (
- final org.drip.state.identifier.PaydownLabel payDownLabel)
- {
- return payDownExists (payDownLabel) ? _payDownEvolver.get (payDownLabel.fullyQualifiedName()) : null;
- }
- /**
- * Retrieve the Custom Evolver Map
- *
- * @return The Custom Evolver Map
- */
- public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> customMap()
- {
- return _customEvolver;
- }
- /**
- * Add the Custom Latent State Evolver
- *
- * @param terminalLatentState The Custom Terminal Latent State
- *
- * @return TRUE - The Custom Latent State Successfully added
- */
- public boolean addCustom (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- _customEvolver.put (
- terminalLatentState.label().fullyQualifiedName(),
- terminalLatentState
- );
- return true;
- }
- /**
- * Indicate if the Custom Latent State Exists
- *
- * @param customLabel The Custom Latent State Label
- *
- * @return TRUE - The Custom Latent State Exists
- */
- public boolean customExists (
- final org.drip.state.identifier.CustomLabel customLabel)
- {
- return null == customLabel ? false : _customEvolver.containsKey (customLabel.fullyQualifiedName());
- }
- /**
- * Retrieve the Custom Latent State
- *
- * @param customLabel The Custom Latent State Label
- *
- * @return The Custom Latent State
- */
- public org.drip.exposure.evolver.TerminalLatentState custom (
- final org.drip.state.identifier.CustomLabel customLabel)
- {
- return customExists (customLabel) ? _customEvolver.get (customLabel.fullyQualifiedName()) : null;
- }
- /**
- * Add the Terminal Latent State
- *
- * @param terminalLatentState The Terminal Latent State
- *
- * @return TRUE - The Terminal Latent State Successfully added
- */
- public boolean addTerminalLatentState (
- final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
- {
- if (null == terminalLatentState)
- {
- return false;
- }
- org.drip.state.identifier.LatentStateLabel label = terminalLatentState.label();
- if (label instanceof org.drip.state.identifier.EntityEquityLabel)
- {
- return addEntityEquity (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.FundingLabel)
- {
- return addFunding (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.GovvieLabel)
- {
- return addGovvie (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.FXLabel)
- {
- return addFX (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.ForwardLabel)
- {
- return addForward (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.OTCFixFloatLabel)
- {
- return addOTCFixFloat (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.OvernightLabel)
- {
- return addOvernight (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.CollateralLabel)
- {
- return addCollateral (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.CSALabel)
- {
- return addCSA (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.EntityHazardLabel)
- {
- return addEntityHazard (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.EntityRecoveryLabel)
- {
- return addEntityRecovery (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.EntityFundingLabel)
- {
- return addEntityFunding (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.EntityCDSLabel)
- {
- return addEntityCredit (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.VolatilityLabel)
- {
- return addVolatility (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.RatingLabel)
- {
- return addRating (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.RepoLabel)
- {
- return addRepo (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.PaydownLabel)
- {
- return addPayDown (terminalLatentState);
- }
- if (label instanceof org.drip.state.identifier.CustomLabel)
- {
- return addCustom (terminalLatentState);
- }
- return false;
- }
- /**
- * Indicate if the Label exists
- *
- * @param label The Latent State Label
- *
- * @return TRUE - The Latent State Label exists
- */
- public boolean labelExists (
- final org.drip.state.identifier.LatentStateLabel label)
- {
- if (null == label)
- {
- return false;
- }
- if (label instanceof org.drip.state.identifier.EntityEquityLabel)
- {
- return entityEquityExists ((org.drip.state.identifier.EntityEquityLabel) label);
- }
- if (label instanceof org.drip.state.identifier.FundingLabel)
- {
- return fundingExists ((org.drip.state.identifier.FundingLabel) label);
- }
- if (label instanceof org.drip.state.identifier.GovvieLabel)
- {
- return govvieExists ((org.drip.state.identifier.GovvieLabel) label);
- }
- if (label instanceof org.drip.state.identifier.FXLabel)
- {
- return fxExists((org.drip.state.identifier.FXLabel) label);
- }
- if (label instanceof org.drip.state.identifier.ForwardLabel)
- {
- return forwardExists ((org.drip.state.identifier.ForwardLabel) label);
- }
- if (label instanceof org.drip.state.identifier.OTCFixFloatLabel)
- {
- return otcFixFloatExists ((org.drip.state.identifier.OTCFixFloatLabel) label);
- }
- if (label instanceof org.drip.state.identifier.OvernightLabel)
- {
- return overnightExists ((org.drip.state.identifier.OvernightLabel) label);
- }
- if (label instanceof org.drip.state.identifier.CollateralLabel)
- {
- return collateralExists ((org.drip.state.identifier.CollateralLabel) label);
- }
- if (label instanceof org.drip.state.identifier.CSALabel)
- {
- return csaExists ((org.drip.state.identifier.CSALabel) label);
- }
- if (label instanceof org.drip.state.identifier.EntityHazardLabel)
- {
- return entityHazardExists ((org.drip.state.identifier.EntityHazardLabel) label);
- }
- if (label instanceof org.drip.state.identifier.EntityCDSLabel)
- {
- return entityCreditExists ((org.drip.state.identifier.EntityCDSLabel) label);
- }
- if (label instanceof org.drip.state.identifier.EntityRecoveryLabel)
- {
- return entityRecoveryExists ((org.drip.state.identifier.EntityRecoveryLabel) label);
- }
- if (label instanceof org.drip.state.identifier.EntityFundingLabel)
- {
- return entityFundingExists ((org.drip.state.identifier.EntityFundingLabel) label);
- }
- if (label instanceof org.drip.state.identifier.VolatilityLabel)
- {
- return volatilityExists ((org.drip.state.identifier.VolatilityLabel) label);
- }
- if (label instanceof org.drip.state.identifier.RatingLabel)
- {
- return ratingExists ((org.drip.state.identifier.RatingLabel) label);
- }
- if (label instanceof org.drip.state.identifier.RepoLabel)
- {
- return repoExists ((org.drip.state.identifier.RepoLabel) label);
- }
- if (label instanceof org.drip.state.identifier.PaydownLabel)
- {
- return payDownExists ((org.drip.state.identifier.PaydownLabel) label);
- }
- if (label instanceof org.drip.state.identifier.CustomLabel)
- {
- return customExists ((org.drip.state.identifier.CustomLabel) label);
- }
- return false;
- }
- /**
- * Retrieve the Terminal Latent State corresponding to the Label
- *
- * @param label The Latent State Label
- *
- * @return The Terminal Latent State corresponding to the Label
- */
- public org.drip.exposure.evolver.TerminalLatentState terminal (
- final org.drip.state.identifier.LatentStateLabel label)
- {
- if (null == label)
- {
- return null;
- }
- if (label instanceof org.drip.state.identifier.EntityEquityLabel &&
- entityEquityExists ((org.drip.state.identifier.EntityEquityLabel) label))
- {
- return _entityEquityEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.FundingLabel &&
- fundingExists ((org.drip.state.identifier.FundingLabel) label))
- {
- return _fundingEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.GovvieLabel &&
- govvieExists ((org.drip.state.identifier.GovvieLabel) label))
- {
- return _govvieEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.FXLabel &&
- fxExists ((org.drip.state.identifier.FXLabel) label))
- {
- return _fxEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.ForwardLabel &&
- forwardExists ((org.drip.state.identifier.ForwardLabel) label))
- {
- return _forwardEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.OTCFixFloatLabel &&
- otcFixFloatExists ((org.drip.state.identifier.OTCFixFloatLabel) label))
- {
- return _otcFixFloatEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.OvernightLabel &&
- overnightExists ((org.drip.state.identifier.OvernightLabel) label))
- {
- return _overnightEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.CollateralLabel &&
- collateralExists ((org.drip.state.identifier.CollateralLabel) label))
- {
- return _collateralEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.CSALabel &&
- csaExists ((org.drip.state.identifier.CSALabel) label))
- {
- return _csaEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.EntityHazardLabel &&
- entityHazardExists ((org.drip.state.identifier.EntityHazardLabel) label))
- {
- return _entityHazardEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.EntityCDSLabel &&
- entityCreditExists ((org.drip.state.identifier.EntityCDSLabel) label))
- {
- return _entityCreditEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.EntityRecoveryLabel &&
- entityRecoveryExists ((org.drip.state.identifier.EntityRecoveryLabel) label))
- {
- return _entityRecoveryEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.EntityFundingLabel &&
- entityFundingExists ((org.drip.state.identifier.EntityFundingLabel) label))
- {
- return _entityFundingEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.VolatilityLabel &&
- volatilityExists ((org.drip.state.identifier.VolatilityLabel) label))
- {
- return _volatilityEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.RatingLabel &&
- ratingExists ((org.drip.state.identifier.RatingLabel) label))
- {
- return _ratingEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.RepoLabel &&
- repoExists ((org.drip.state.identifier.RepoLabel) label))
- {
- return _repoEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.PaydownLabel &&
- payDownExists ((org.drip.state.identifier.PaydownLabel) label))
- {
- return _payDownEvolver.get (label.fullyQualifiedName());
- }
- if (label instanceof org.drip.state.identifier.CustomLabel &&
- customExists ((org.drip.state.identifier.CustomLabel) label))
- {
- return _customEvolver.get (label.fullyQualifiedName());
- }
- return null;
- }
- }