CurveSurfaceQuoteContainer.java
package org.drip.param.market;
/*
* -*- 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
* Copyright (C) 2017 Lakshmi Krishnamurthy
* Copyright (C) 2016 Lakshmi Krishnamurthy
* Copyright (C) 2015 Lakshmi Krishnamurthy
* Copyright (C) 2014 Lakshmi Krishnamurthy
* Copyright (C) 2013 Lakshmi Krishnamurthy
* Copyright (C) 2012 Lakshmi Krishnamurthy
* Copyright (C) 2011 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>CurveSurfaceQuoteContainer</i> provides implementation of the set of the market curve parameters. It
* serves as a place holder for the market parameters needed to value the product – discount curve, forward
* curve, treasury curve, credit curve, product quote, treasury quote map, and fixings map.
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/param/README.md">Product Cash Flow, Valuation, Market, Pricing, and Quoting Parameters</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/param/market/README.md">Curves Surfaces Quotes Fixings Container</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class CurveSurfaceQuoteContainer {
private
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.discount.MergedDiscountForwardCurve>>
_mapPayCurrencyForeignCollateralDC = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.discount.MergedDiscountForwardCurve>>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.credit.CreditCurve>
_mapCreditState = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.credit.CreditCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapEquityState = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.forward.ForwardCurve>
_mapForwardState = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.forward.ForwardCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.discount.MergedDiscountForwardCurve>
_mapFundingState = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.discount.MergedDiscountForwardCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.fx.FXCurve>
_mapFXState = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.fx.FXCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.govvie.GovvieCurve>
_mapGovvieState = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.govvie.GovvieCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.discount.MergedDiscountForwardCurve>
_mapOvernightState = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.discount.MergedDiscountForwardCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapPaydownState = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.discount.MergedDiscountForwardCurve>
_mapRatingState = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.discount.MergedDiscountForwardCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.credit.CreditCurve>
_mapRecoveryState = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.credit.CreditCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.repo.RepoCurve> _mapRepoState =
new org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.repo.RepoCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>
_mapCollateralVolatility = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>
_mapCreditVolatility = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>
_mapCustomVolatility = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>
_mapEquityVolatility = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>
_mapForwardVolatility = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>
_mapFundingVolatility = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>
_mapFXVolatility = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>
_mapGovvieVolatility = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>
_mapOvernightVolatility = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>
_mapPaydownVolatility = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>
_mapRatingVolatility = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>
_mapRecoveryVolatility = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>
_mapRepoVolatility = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.volatility.VolatilityCurve>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCollateralCollateralCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCollateralCreditCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCollateralCustomCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCollateralEquityCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCollateralForwardCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCollateralFundingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCollateralFXCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCollateralGovvieCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCollateralOvernightCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCollateralPaydownCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCollateralRatingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCollateralRecoveryCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCollateralRepoCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCreditCreditCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCreditCustomCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCreditEquityCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCreditForwardCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCreditFundingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCreditFXCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCreditGovvieCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCreditOvernightCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCreditPaydownCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCreditRatingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCreditRecoveryCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCreditRepoCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCustomCustomCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCustomEquityCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCustomForwardCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCustomFundingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCustomFXCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCustomGovvieCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCustomOvernightCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCustomPaydownCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCustomRatingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCustomRecoveryCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapCustomRepoCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapEquityEquityCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapEquityForwardCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapEquityFundingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapEquityFXCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapEquityGovvieCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapEquityOvernightCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapEquityPaydownCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapEquityRatingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapEquityRecoveryCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapEquityRepoCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapForwardForwardCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapForwardFundingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapForwardFXCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapForwardGovvieCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapForwardOvernightCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapForwardPaydownCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapForwardRatingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapForwardRecoveryCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapForwardRepoCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFundingFundingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFundingFXCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFundingGovvieCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFundingOvernightCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFundingPaydownCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFundingRatingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFundingRecoveryCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFundingRepoCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFXFXCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFXGovvieCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFXOvernightCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFXPaydownCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFXRatingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFXRecoveryCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapFXRepoCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapGovvieGovvieCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapGovvieOvernightCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapGovviePaydownCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapGovvieRatingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapGovvieRecoveryCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapGovvieRepoCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapOvernightOvernightCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapOvernightPaydownCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapOvernightRatingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapOvernightRecoveryCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapOvernightRepoCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapPaydownPaydownCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapPaydownRatingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapPaydownRecoveryCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapPaydownRepoCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapRatingRatingCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapRatingRecoveryCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapRatingRepoCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapRecoveryRecoveryCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapRecoveryRepoCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>
_mapRepoRepoCorrelation = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.function.definition.R1ToR1>();
private org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.param.definition.ProductQuote>
_mapProductQuote = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.param.definition.ProductQuote>();
private org.drip.param.market.LatentStateFixingsContainer _lsfc = new
org.drip.param.market.LatentStateFixingsContainer();
/**
* Empty CurveSurfaceQuoteSet Constructor
*/
public CurveSurfaceQuoteContainer()
{
}
/**
* Retrieve the Discount Curve associated with the Pay Cash-flow Collateralized using a different
* Collateral Currency Numeraire
*
* @param strPayCurrency The Pay Currency
* @param strCollateralCurrency The Collateral Currency
*
* @return The Discount Curve associated with the Pay Cash-flow Collateralized using a different
* Collateral Currency Numeraire
*/
public org.drip.state.discount.MergedDiscountForwardCurve payCurrencyCollateralCurrencyCurve (
final java.lang.String strPayCurrency,
final java.lang.String strCollateralCurrency)
{
if (null == strPayCurrency || !_mapPayCurrencyForeignCollateralDC.containsKey (strPayCurrency) ||
null == strCollateralCurrency)
return null;
return _mapPayCurrencyForeignCollateralDC.get (strPayCurrency).get (strCollateralCurrency);
}
/**
* Set the Discount Curve associated with the Pay Cash-flow Collateralized using a different
* Collateral Currency Numeraire
*
* @param strPayCurrency The Pay Currency
* @param strCollateralCurrency The Collateral Currency
* @param dcPayCurrencyCollateralCurrency The Discount Curve associated with the Pay Cash-flow
* Collateralized using a different Collateral Currency Numeraire
*
* @return TRUE - Successfully set
*/
public boolean setPayCurrencyCollateralCurrencyCurve (
final java.lang.String strPayCurrency,
final java.lang.String strCollateralCurrency,
final org.drip.state.discount.MergedDiscountForwardCurve dcPayCurrencyCollateralCurrency)
{
if (null == strPayCurrency || strPayCurrency.isEmpty() || null == strCollateralCurrency ||
strCollateralCurrency.isEmpty() || null == dcPayCurrencyCollateralCurrency)
return false;
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.discount.MergedDiscountForwardCurve>
mapCollateralCurrencyDC = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.discount.MergedDiscountForwardCurve>();
mapCollateralCurrencyDC.put (strCollateralCurrency, dcPayCurrencyCollateralCurrency);
_mapPayCurrencyForeignCollateralDC.put (strPayCurrency, mapCollateralCurrencyDC);
return true;
}
/**
* Retrieve the Collateral Choice Discount Curve for the specified Pay Currency
*
* @param strPayCurrency The Pay Currency
*
* @return Collateral Choice Discount Curve
*/
public org.drip.state.discount.MergedDiscountForwardCurve collateralChoiceDiscountCurve (
final java.lang.String strPayCurrency)
{
if (null == strPayCurrency || !_mapPayCurrencyForeignCollateralDC.containsKey (strPayCurrency))
return null;
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.state.discount.MergedDiscountForwardCurve>
mapCollateralCurrencyDC = _mapPayCurrencyForeignCollateralDC.get (strPayCurrency);
int iNumCollateralizer = mapCollateralCurrencyDC.size();
org.drip.state.curve.ForeignCollateralizedDiscountCurve[] aFCDC = new
org.drip.state.curve.ForeignCollateralizedDiscountCurve[iNumCollateralizer];
int i = 0;
for (java.util.Map.Entry<java.lang.String, org.drip.state.discount.MergedDiscountForwardCurve> me :
mapCollateralCurrencyDC.entrySet()) {
org.drip.state.discount.MergedDiscountForwardCurve fcdc = me.getValue();
if (!(fcdc instanceof org.drip.state.curve.ForeignCollateralizedDiscountCurve)) return null;
aFCDC[i++] = (org.drip.state.curve.ForeignCollateralizedDiscountCurve) fcdc;
}
try {
return new org.drip.state.curve.DeterministicCollateralChoiceDiscountCurve
(mapCollateralCurrencyDC.get (strPayCurrency), aFCDC, 30);
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return null;
}
/**
* Retrieve the Credit Latent State from the Label
*
* @param creditLabel The Credit Latent State Label
*
* @return The Credit Latent State from the Label
*/
public org.drip.state.credit.CreditCurve creditState (
final org.drip.state.identifier.EntityCDSLabel creditLabel)
{
if (null == creditLabel) return null;
java.lang.String strCreditLabel = creditLabel.fullyQualifiedName();
return !_mapCreditState.containsKey (strCreditLabel) ? null : _mapCreditState.get (strCreditLabel);
}
/**
* (Re)-set the Credit State
*
* @param cc The Credit State
*
* @return TRUE - Successfully set
*/
public boolean setCreditState (
final org.drip.state.credit.CreditCurve cc)
{
if (null == cc) return false;
_mapCreditState.put (cc.label().fullyQualifiedName(), cc);
return true;
}
/**
* Retrieve the Equity State for the specified Equity Latent State Label
*
* @param equityLabel The Equity Latent State Label
*
* @return Equity Curve
*/
public org.drip.function.definition.R1ToR1 equityState (
final org.drip.state.identifier.EntityEquityLabel equityLabel)
{
if (null == equityLabel) return null;
java.lang.String strCode = equityLabel.fullyQualifiedName();
return _mapEquityState.containsKey (strCode) ? _mapEquityState.get (strCode) : null;
}
/**
* (Re)-set the Equity State for the specified Equity Latent State Label
*
* @param equityLabel The Equity Latent State Label
* @param auEquity The Equity State
*
* @return TRUE - Successfully set
*/
public boolean setEquityState (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.function.definition.R1ToR1 auEquity)
{
if (null == equityLabel || null == auEquity) return false;
_mapEquityState.put (equityLabel.fullyQualifiedName(), auEquity);
return true;
}
/**
* Retrieve the Forward State corresponding to the Label
*
* @param forwardLabel Forward Latent State Label
*
* @return Forward Curve
*/
public org.drip.state.forward.ForwardCurve forwardState (
final org.drip.state.identifier.ForwardLabel forwardLabel)
{
if (null == forwardLabel) return null;
java.lang.String strForwardLabel = forwardLabel.fullyQualifiedName();
return _mapForwardState.containsKey (strForwardLabel) ? _mapForwardState.get (strForwardLabel) :
null;
}
/**
* (Re)-set the Forward State
*
* @param fc Forward State
*
* @return TRUE - Successfully set
*/
public boolean setForwardState (
final org.drip.state.forward.ForwardCurve fc)
{
if (null == fc) return false;
_mapForwardState.put (fc.label().fullyQualifiedName(), fc);
return true;
}
/**
* Retrieve the Funding Latent State Corresponding to the Label
*
* @param fundingLabel Funding Latent State Label
*
* @return The Funding Latent State
*/
public org.drip.state.discount.MergedDiscountForwardCurve fundingState (
final org.drip.state.identifier.FundingLabel fundingLabel)
{
if (null == fundingLabel) return null;
java.lang.String strFundingLabel = fundingLabel.fullyQualifiedName();
return _mapFundingState.containsKey (strFundingLabel) ? _mapFundingState.get (strFundingLabel) :
null;
}
/**
* (Re)-set the Funding State
*
* @param dc Funding State
*
* @return TRUE - Successfully set
*/
public boolean setFundingState (
final org.drip.state.discount.MergedDiscountForwardCurve dc)
{
if (null == dc) return false;
_mapFundingState.put (dc.label().fullyQualifiedName(), dc);
return true;
}
/**
* Retrieve the FX State for the specified FX Latent State Label
*
* @param fxLabel The FX Latent State Label
*
* @return FX Curve
*/
public org.drip.state.fx.FXCurve fxState (
final org.drip.state.identifier.FXLabel fxLabel)
{
if (null == fxLabel) return null;
java.lang.String strCode = fxLabel.fullyQualifiedName();
return _mapFXState.containsKey (strCode) ? _mapFXState.get (strCode) : null;
}
/**
* (Re)-set the FX State for the specified FX Latent State Label
*
* @param fxfc The FX State
*
* @return TRUE - Successfully set
*/
public boolean setFXState (
final org.drip.state.fx.FXCurve fxfc)
{
if (null == fxfc) return false;
org.drip.state.identifier.FXLabel fxLabel = (org.drip.state.identifier.FXLabel) fxfc.label();
_mapFXState.put (fxLabel.fullyQualifiedName(), fxfc);
return true;
}
/**
* Retrieve the Government State for the specified Label
*
* @param govvieLabel Govvie Latent State Label
*
* @return Government Curve for the specified Label
*/
public org.drip.state.govvie.GovvieCurve govvieState (
final org.drip.state.identifier.GovvieLabel govvieLabel)
{
if (null == govvieLabel) return null;
java.lang.String strGovvieLabel = govvieLabel.fullyQualifiedName();
return !_mapGovvieState.containsKey (strGovvieLabel) ? null : _mapGovvieState.get (strGovvieLabel);
}
/**
* (Re)-set the Govvie State Curve
*
* @param gc Govvie State Curve
*
* @return TRUE - Successfully set
*/
public boolean setGovvieState (
final org.drip.state.govvie.GovvieCurve gc)
{
if (null == gc) return false;
_mapGovvieState.put (gc.label().fullyQualifiedName(), gc);
return true;
}
/**
* Retrieve the Overnight Latent State Corresponding to the Label
*
* @param overnightLabel Overnight Latent State Label
*
* @return The Overnight Latent State
*/
public org.drip.state.discount.MergedDiscountForwardCurve overnightState (
final org.drip.state.identifier.OvernightLabel overnightLabel)
{
if (null == overnightLabel) return null;
java.lang.String strOvernightLabel = overnightLabel.fullyQualifiedName();
return _mapOvernightState.containsKey (strOvernightLabel) ? _mapOvernightState.get
(strOvernightLabel) : null;
}
/**
* (Re)-set the Overnight State
*
* @param dcOvernight Overnight State Curve
*
* @return TRUE - Successfully set
*/
public boolean setOvernightState (
final org.drip.state.discount.MergedDiscountForwardCurve dcOvernight)
{
if (null == dcOvernight) return false;
_mapOvernightState.put (dcOvernight.label().fullyQualifiedName(), dcOvernight);
return true;
}
/**
* Retrieve the Pay-down State for the specified Pay-down Latent State Label
*
* @param paydownLabel The Pay-down Latent State Label
*
* @return Pay-down State
*/
public org.drip.function.definition.R1ToR1 paydownState (
final org.drip.state.identifier.PaydownLabel paydownLabel)
{
if (null == paydownLabel) return null;
java.lang.String strCode = paydownLabel.fullyQualifiedName();
return _mapPaydownState.containsKey (strCode) ? _mapPaydownState.get (strCode) : null;
}
/**
* (Re)-set the Pay-down State for the specified Pay-down Latent State Label
*
* @param paydownLabel The Pay-down Latent State Label
* @param auPaydown The Pay-down State
*
* @return TRUE - Successfully set
*/
public boolean setPaydownCurve (
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.function.definition.R1ToR1 auPaydown)
{
if (null == paydownLabel || null == auPaydown) return false;
_mapPaydownState.put (paydownLabel.fullyQualifiedName(), auPaydown);
return true;
}
/**
* Retrieve the Rating State for the specified Rating Latent State Label
*
* @param ratingLabel The Rating Latent State Label
*
* @return Rating State
*/
public org.drip.state.discount.MergedDiscountForwardCurve ratingState (
final org.drip.state.identifier.RatingLabel ratingLabel)
{
if (null == ratingLabel) return null;
java.lang.String strCode = ratingLabel.fullyQualifiedName();
return _mapRatingState.containsKey (strCode) ? _mapRatingState.get (strCode) : null;
}
/**
* (Re)-set the Rating State for the specified Rating Latent State Label
*
* @param ratingLabel The Rating Latent State Label
* @param dcRating The Rating State
*
* @return TRUE - Successfully set
*/
public boolean setRatingCurve (
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.state.discount.MergedDiscountForwardCurve dcRating)
{
if (null == ratingLabel || null == dcRating) return false;
_mapRatingState.put (ratingLabel.fullyQualifiedName(), dcRating);
return true;
}
/**
* Retrieve the Recovery Latent State from the Label
*
* @param recoveryLabel The Recovery Latent State Label
*
* @return The Recovery Latent State from the Label
*/
public org.drip.state.credit.CreditCurve recoveryState (
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel)
{
if (null == recoveryLabel) return null;
java.lang.String strRecoveryLabel = recoveryLabel.fullyQualifiedName();
return !_mapRecoveryState.containsKey (strRecoveryLabel) ? null : _mapRecoveryState.get
(strRecoveryLabel);
}
/**
* (Re)-set the Recovery State for the specified Recovery Latent State Label
*
* @param rc The Recovery State
*
* @return TRUE - Successfully set
*/
public boolean setRecoveryState (
final org.drip.state.credit.CreditCurve rc)
{
if (null == rc) return false;
_mapRecoveryState.put (rc.label().fullyQualifiedName(), rc);
return true;
}
/**
* Retrieve the Repo Latent State Corresponding to the Label
*
* @param repoLabel Repo Latent State Label
*
* @return The Repo Latent State
*/
public org.drip.state.repo.RepoCurve repoState (
final org.drip.state.identifier.RepoLabel repoLabel)
{
if (null == repoLabel) return null;
java.lang.String strRepoLabel = repoLabel.fullyQualifiedName();
return _mapRepoState.containsKey (strRepoLabel) ? _mapRepoState.get (strRepoLabel) : null;
}
/**
* (Re)-set the Repo State
*
* @param repoState Repo State
*
* @return TRUE - Successfully set
*/
public boolean setRepoState (
final org.drip.state.repo.RepoCurve repoState)
{
if (null == repoState) return false;
_mapRepoState.put (repoState.label().fullyQualifiedName(), repoState);
return true;
}
/**
* Retrieve the Volatility Curve for the specified Collateral Label
*
* @param collateralLabel The Collateral Currency
*
* @return The Volatility Curve for the Collateral Label
*/
public org.drip.state.volatility.VolatilityCurve collateralVolatility (
final org.drip.state.identifier.CollateralLabel collateralLabel)
{
if (null == collateralLabel) return null;
java.lang.String strCollateralLabel = collateralLabel.fullyQualifiedName();
return !_mapCollateralVolatility.containsKey (strCollateralLabel) ? null :
_mapCollateralVolatility.get (strCollateralLabel);
}
/**
* (Re)-set the Volatility Curve for the specified Collateral Label
*
* @param vcCollateral The Collateral Volatility Curve
*
* @return TRUE - Successfully set
*/
public boolean setCollateralVolatility (
final org.drip.state.volatility.VolatilityCurve vcCollateral)
{
if (null == vcCollateral) return false;
_mapCollateralVolatility.put (vcCollateral.label().fullyQualifiedName(), vcCollateral);
return true;
}
/**
* Retrieve the Volatility Curve for the Credit Latent State
*
* @param creditLabel The Credit Curve Latent State Label
*
* @return The Volatility Curve for the Credit Latent State
*/
public org.drip.state.volatility.VolatilityCurve creditVolatility (
final org.drip.state.identifier.EntityCDSLabel creditLabel)
{
if (null == creditLabel) return null;
java.lang.String strCreditLabel = creditLabel.fullyQualifiedName();
return !_mapCreditVolatility.containsKey (strCreditLabel) ? null : _mapCreditVolatility.get
(strCreditLabel);
}
/**
* (Re)-set the Volatility Curve for the Credit Latent State
*
* @param vcCredit The Credit Volatility Curve
*
* @return TRUE - Successfully set
*/
public boolean setCreditVolatility (
final org.drip.state.volatility.VolatilityCurve vcCredit)
{
if (null == vcCredit) return false;
_mapCreditVolatility.put (vcCredit.label().fullyQualifiedName(), vcCredit);
return true;
}
/**
* Retrieve the Volatility Curve for the Custom Metric Latent State
*
* @param customLabel The Custom Metric Latent State Label
*
* @return The Volatility Curve for the Custom Metric Latent State
*/
public org.drip.state.volatility.VolatilityCurve customVolatility (
final org.drip.state.identifier.CustomLabel customLabel)
{
if (null == customLabel) return null;
java.lang.String strCustomLabel = customLabel.fullyQualifiedName();
return _mapCustomVolatility.containsKey (strCustomLabel) ? _mapCustomVolatility.get (strCustomLabel)
: null;
}
/**
* (Re)-set the Custom Metric Volatility Curve
*
* @param vcCustom The Custom Metric Volatility Curve
*
* @return TRUE - Successfully set
*/
public boolean setCustomVolatility (
final org.drip.state.volatility.VolatilityCurve vcCustom)
{
if (null == vcCustom) return false;
_mapCustomVolatility.put (vcCustom.label().fullyQualifiedName(), vcCustom);
return true;
}
/**
* Retrieve the Volatility Curve for the Equity Latent State
*
* @param equityLabel The Equity Latent State Label
*
* @return The Volatility Curve for the Equity Latent State
*/
public org.drip.state.volatility.VolatilityCurve equityVolatility (
final org.drip.state.identifier.EntityEquityLabel equityLabel)
{
if (null == equityLabel) return null;
java.lang.String strEquityLabel = equityLabel.fullyQualifiedName();
return !_mapEquityVolatility.containsKey (strEquityLabel) ? null : _mapEquityVolatility.get
(strEquityLabel);
}
/**
* (Re)-set the Volatility Curve for the Equity Latent State
*
* @param vcEquity The Equity Volatility Curve
*
* @return TRUE - Successfully set
*/
public boolean setEquityVolatility (
final org.drip.state.volatility.VolatilityCurve vcEquity)
{
if (null == vcEquity) return false;
_mapEquityVolatility.put (vcEquity.label().fullyQualifiedName(), vcEquity);
return true;
}
/**
* Retrieve the Volatility Curve for the specified Forward Latent State Label
*
* @param forwardLabel The Forward Latent State Label
*
* @return The Volatility Curve for the Forward Label
*/
public org.drip.state.volatility.VolatilityCurve forwardVolatility (
final org.drip.state.identifier.ForwardLabel forwardLabel)
{
if (null == forwardLabel) return null;
java.lang.String strForwardLabel = forwardLabel.fullyQualifiedName();
return _mapForwardVolatility.containsKey (strForwardLabel) ? _mapForwardVolatility.get
(strForwardLabel) : null;
}
/**
* (Re)-set the Volatility Curve for the specified Forward Latent State Label
*
* @param vcForward The Forward Volatility Curve
*
* @return TRUE - Successfully set
*/
public boolean setForwardVolatility (
final org.drip.state.volatility.VolatilityCurve vcForward)
{
if (null == vcForward) return false;
_mapForwardVolatility.put (vcForward.label().fullyQualifiedName(), vcForward);
return true;
}
/**
* Retrieve the Volatility Curve for the Funding Latent State Label
*
* @param fundingLabel The Funding Latent State Label
*
* @return The Volatility Curve for the Funding Label
*/
public org.drip.state.volatility.VolatilityCurve fundingVolatility (
final org.drip.state.identifier.FundingLabel fundingLabel)
{
if (null == fundingLabel) return null;
java.lang.String strFundingLabel = fundingLabel.fullyQualifiedName();
return _mapFundingVolatility.containsKey (strFundingLabel) ? _mapFundingVolatility.get
(strFundingLabel) : null;
}
/**
* (Re)-set the Volatility Curve for the Funding Latent State Label
*
* @param vcFunding The Funding Volatility Curve
*
* @return TRUE - Successfully set
*/
public boolean setFundingVolatility (
final org.drip.state.volatility.VolatilityCurve vcFunding)
{
if (null == vcFunding) return false;
_mapFundingVolatility.put (vcFunding.label().fullyQualifiedName(), vcFunding);
return true;
}
/**
* Retrieve the Volatility Curve for the specified FX Latent State Label
*
* @param fxLabel The FX Latent State Label
*
* @return The Volatility Curve for the FX Latent State Label
*/
public org.drip.state.volatility.VolatilityCurve fxVolatility (
final org.drip.state.identifier.FXLabel fxLabel)
{
if (null == fxLabel) return null;
java.lang.String strFXLabel = fxLabel.fullyQualifiedName();
return !_mapFXVolatility.containsKey (strFXLabel) ? null : _mapFXVolatility.get (strFXLabel);
}
/**
* (Re)-set the Volatility Curve for the specified FX Latent State
*
* @param vcFX The FX Volatility Surface
*
* @return TRUE - Successfully set
*/
public boolean setFXVolatility (
final org.drip.state.volatility.VolatilityCurve vcFX)
{
if (null == vcFX) return false;
_mapFXVolatility.put (vcFX.label().fullyQualifiedName(), vcFX);
return true;
}
/**
* Retrieve the Volatility Curve for the specified Govvie Latent State
*
* @param govvieLabel The Govvie Latent State Label
*
* @return The Volatility Curve for the Govvie Latent State
*/
public org.drip.state.volatility.VolatilityCurve govvieVolatility (
final org.drip.state.identifier.GovvieLabel govvieLabel)
{
if (null == govvieLabel) return null;
java.lang.String strGovvieLabel = govvieLabel.fullyQualifiedName();
return !_mapGovvieVolatility.containsKey (strGovvieLabel) ? null : _mapGovvieVolatility.get
(strGovvieLabel);
}
/**
* (Re)-set the Volatility Curve for the Govvie Latent State
*
* @param vcGovvie The Govvie Volatility Curve
*
* @return TRUE - Successfully set
*/
public boolean setGovvieVolatility (
final org.drip.state.volatility.VolatilityCurve vcGovvie)
{
if (null == vcGovvie) return false;
_mapGovvieVolatility.put (vcGovvie.label().fullyQualifiedName(), vcGovvie);
return true;
}
/**
* Retrieve the Volatility Curve for the Overnight Latent State Label
*
* @param overnightLabel The Overnight Latent State Label
*
* @return The Volatility Curve for the Overnight Label
*/
public org.drip.state.volatility.VolatilityCurve overnightVolatility (
final org.drip.state.identifier.OvernightLabel overnightLabel)
{
if (null == overnightLabel) return null;
java.lang.String strOvernightLabel = overnightLabel.fullyQualifiedName();
return _mapOvernightVolatility.containsKey (strOvernightLabel) ? _mapOvernightVolatility.get
(strOvernightLabel) : null;
}
/**
* (Re)-set the Volatility Curve for the Overnight Latent State Label
*
* @param vcOvernight The Overnight Volatility Surface
*
* @return TRUE - Successfully set
*/
public boolean setOvernightVolatility (
final org.drip.state.volatility.VolatilityCurve vcOvernight)
{
if (null == vcOvernight) return false;
_mapOvernightVolatility.put (vcOvernight.label().fullyQualifiedName(), vcOvernight);
return true;
}
/**
* Retrieve the Volatility Curve for the specified Pay-down Latent State
*
* @param paydownLabel The Pay Down Latent State Label
*
* @return The Volatility Curve for the Pay-down Latent State
*/
public org.drip.state.volatility.VolatilityCurve paydownVolaitlity (
final org.drip.state.identifier.PaydownLabel paydownLabel)
{
if (null == paydownLabel) return null;
java.lang.String strPaydownLabel = paydownLabel.fullyQualifiedName();
return !_mapPaydownVolatility.containsKey (strPaydownLabel) ? null : _mapPaydownVolatility.get
(strPaydownLabel);
}
/**
* (Re)-set the Volatility Curve for the Pay-down Latent State
*
* @param vcPaydown The Pay down Volatility Curve
*
* @return TRUE - Successfully set
*/
public boolean setPaydownVolatility (
final org.drip.state.volatility.VolatilityCurve vcPaydown)
{
if (null == vcPaydown) return false;
_mapPaydownVolatility.put (vcPaydown.label().fullyQualifiedName(), vcPaydown);
return true;
}
/**
* Retrieve the Volatility Curve for the specified Rating Latent State
*
* @param ratingLabel The Rating Latent State Label
*
* @return The Volatility Curve for the Rating Latent State
*/
public org.drip.state.volatility.VolatilityCurve ratingVolaitlity (
final org.drip.state.identifier.RatingLabel ratingLabel)
{
if (null == ratingLabel) return null;
java.lang.String strRatingLabel = ratingLabel.fullyQualifiedName();
return !_mapRatingVolatility.containsKey (strRatingLabel) ? null : _mapRatingVolatility.get
(strRatingLabel);
}
/**
* (Re)-set the Volatility Curve for the Rating Latent State
*
* @param vcRating The Rating Volatility Curve
*
* @return TRUE - Successfully set
*/
public boolean setRatingVolatility (
final org.drip.state.volatility.VolatilityCurve vcRating)
{
if (null == vcRating) return false;
_mapRatingVolatility.put (vcRating.label().fullyQualifiedName(), vcRating);
return true;
}
/**
* Retrieve the Volatility Curve for the specified Recovery Latent State
*
* @param recoveryLabel The Recovery Latent State Label
*
* @return The Volatility Curve for the Recovery Latent State
*/
public org.drip.state.volatility.VolatilityCurve recoveryVolatility (
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel)
{
if (null == recoveryLabel) return null;
java.lang.String strRecoveryLabel = recoveryLabel.fullyQualifiedName();
return !_mapRecoveryVolatility.containsKey (strRecoveryLabel) ? null : _mapRecoveryVolatility.get
(strRecoveryLabel);
}
/**
* (Re)-set the Volatility Curve for the Recovery Latent State
*
* @param vcRecovery The Recovery Volatility Surface
*
* @return TRUE - Successfully set
*/
public boolean setRecoveryVolatility (
final org.drip.state.volatility.VolatilityCurve vcRecovery)
{
if (null == vcRecovery) return false;
_mapRecoveryVolatility.put (vcRecovery.label().fullyQualifiedName(), vcRecovery);
return true;
}
/**
* Retrieve the Volatility Curve for the Repo Latent State Label
*
* @param repoLabel The Repo Latent State Label
*
* @return The Volatility Curve for the Repo Label
*/
public org.drip.state.volatility.VolatilityCurve repoVolatility (
final org.drip.state.identifier.RepoLabel repoLabel)
{
if (null == repoLabel) return null;
java.lang.String strRepoLabel = repoLabel.fullyQualifiedName();
return _mapRepoVolatility.containsKey (strRepoLabel) ? _mapRepoVolatility.get (strRepoLabel) : null;
}
/**
* (Re)-set the Volatility Curve for the Repo Latent State Label
*
* @param vcRepo The Repo Volatility Curve
*
* @return TRUE - Successfully set
*/
public boolean setRepoVolatility (
final org.drip.state.volatility.VolatilityCurve vcRepo)
{
if (null == vcRepo) return false;
_mapRepoVolatility.put (vcRepo.label().fullyQualifiedName(), vcRepo);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Collateral Currency Pair
*
* @param strCurrency1 Collateral Currency #1
* @param strCurrency2 Collateral Currency #2
*
* @return The Correlation Surface for the specified Collateral Currency Pair
*/
public org.drip.function.definition.R1ToR1 collateralCollateralCorrelation (
final java.lang.String strCurrency1,
final java.lang.String strCurrency2)
{
if (null == strCurrency1 || strCurrency1.isEmpty() || null == strCurrency2 || strCurrency2.isEmpty())
return null;
java.lang.String strCode = strCurrency1 + "@#" + strCurrency2;
if (!_mapCollateralCollateralCorrelation.containsKey (strCode)) return null;
return _mapCollateralCollateralCorrelation.get (strCode);
}
/**
* (Re)-set the Correlation Surface for the specified Collateral Currency Pair
*
* @param strCurrency1 Collateral Currency #1
* @param strCurrency2 Collateral Currency #2
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCollateralCollateralCorrelation (
final java.lang.String strCurrency1,
final java.lang.String strCurrency2,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == strCurrency1 || strCurrency1.isEmpty() || null == strCurrency2 || strCurrency2.isEmpty()
|| null == auCorrelation)
return false;
_mapCollateralCollateralCorrelation.put (strCurrency1 + "@#" + strCurrency2, auCorrelation);
_mapCollateralCollateralCorrelation.put (strCurrency2 + "@#" + strCurrency1, auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Pair of Credit Latent States
*
* @param creditLabel1 The Credit Curve Latent State Label #1
* @param creditLabel2 The Credit Curve Latent State Label #2
*
* @return The Correlation Surface between the Pair of Credit Latent States
*/
public org.drip.function.definition.R1ToR1 creditCreditCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel1,
final org.drip.state.identifier.EntityCDSLabel creditLabel2)
{
if (null == creditLabel1 || null == creditLabel2) return null;
java.lang.String strCode12 = creditLabel1.fullyQualifiedName() + "@#" +
creditLabel2.fullyQualifiedName();
if (_mapCreditCreditCorrelation.containsKey (strCode12))
return _mapCreditCreditCorrelation.get (strCode12);
java.lang.String strCode21 = creditLabel2.fullyQualifiedName() + "@#" +
creditLabel1.fullyQualifiedName();
return !_mapCreditCreditCorrelation.containsKey (strCode21) ? null :
_mapCreditCreditCorrelation.get (strCode21);
}
/**
* (Re)-set the Correlation Surface between the Pair of Credit Latent States
*
* @param creditLabel1 The Credit Curve Latent State Label #1
* @param creditLabel2 The Credit Curve Latent State Label #2
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCreditCreditCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel1,
final org.drip.state.identifier.EntityCDSLabel creditLabel2,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == creditLabel1 || null == creditLabel2 || null == auCorrelation) return false;
java.lang.String strCreditLabel1 = creditLabel1.fullyQualifiedName();
java.lang.String strCreditLabel2 = creditLabel2.fullyQualifiedName();
_mapCreditCreditCorrelation.put (strCreditLabel1 + "@#" + strCreditLabel2, auCorrelation);
_mapCreditCreditCorrelation.put (strCreditLabel2 + "@#" + strCreditLabel1, auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Custom Metric Latent State Pair
*
* @param customLabel1 The Custom Metric Latent State Label #1
* @param customLabel2 The Custom Metric Latent State Label #2
*
* @return The Correlation Surface between the Custom Metric Latent State Pair
*/
public org.drip.function.definition.R1ToR1 customCustomCorrelation (
final org.drip.state.identifier.CustomLabel customLabel1,
final org.drip.state.identifier.CustomLabel customLabel2)
{
if (null == customLabel1 || null == customLabel2) return null;
java.lang.String strCode12 = customLabel1.fullyQualifiedName() + "@#" +
customLabel2.fullyQualifiedName();
if (_mapCustomCustomCorrelation.containsKey (strCode12))
return _mapCustomCustomCorrelation.get (strCode12);
java.lang.String strCode21 = customLabel2.fullyQualifiedName() + "@#" +
customLabel1.fullyQualifiedName();
return _mapCustomCustomCorrelation.containsKey (strCode21) ?
_mapCustomCustomCorrelation.get (strCode21) : null;
}
/**
* (Re)-set the Correlation Surface between the Custom Metric Latent State Pair
*
* @param customLabel1 The Custom Metric Latent State Label #1
* @param customLabel2 The Custom Metric Latent State Label #2
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCustomCustomCorrelation (
final org.drip.state.identifier.CustomLabel customLabel1,
final org.drip.state.identifier.CustomLabel customLabel2,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == customLabel1 || null == customLabel2 || customLabel1.match (customLabel2) || null ==
auCorrelation)
return false;
_mapCustomCustomCorrelation.put (customLabel1.fullyQualifiedName() + "@#" +
customLabel2.fullyQualifiedName(), auCorrelation);
_mapCustomCustomCorrelation.put (customLabel2.fullyQualifiedName() + "@#" +
customLabel1.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Pair of Equity Latent States
*
* @param equityLabel1 Equity Curve Latent State Label #1
* @param equityLabel2 EquityCurve Latent State Label #2
*
* @return The Correlation Surface between the Pair of Equity Latent States
*/
public org.drip.function.definition.R1ToR1 equityEquityCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel1,
final org.drip.state.identifier.EntityEquityLabel equityLabel2)
{
if (null == equityLabel1 || null == equityLabel2) return null;
java.lang.String strCode = equityLabel1.fullyQualifiedName() + "@#" +
equityLabel2.fullyQualifiedName();
return _mapEquityEquityCorrelation.containsKey (strCode) ?
_mapEquityEquityCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Pair of Equity Latent States
*
* @param equityLabel1 EquityCurve Latent State Label #1
* @param equityLabel2 EquityCurve Latent State Label #2
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setEquityEquityCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel1,
final org.drip.state.identifier.EntityEquityLabel equityLabel2,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == equityLabel1 || null == equityLabel2 || equityLabel1.match (equityLabel2) || null ==
auCorrelation)
return false;
java.lang.String strEquityLabel1 = equityLabel1.fullyQualifiedName();
java.lang.String strEquityLabel2 = equityLabel2.fullyQualifiedName();
_mapEquityEquityCorrelation.put (strEquityLabel1 + "@#" + strEquityLabel2, auCorrelation);
_mapEquityEquityCorrelation.put (strEquityLabel2 + "@#" + strEquityLabel1, auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Pair of Forward Latent States
*
* @param forwardLabel1 Forward Curve Latent State Label #1
* @param forwardLabel2 Forward Curve Latent State Label #2
*
* @return The Correlation Surface between the Pair of Forward Latent States
*/
public org.drip.function.definition.R1ToR1 forwardForwardCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel1,
final org.drip.state.identifier.ForwardLabel forwardLabel2)
{
if (null == forwardLabel1 || null == forwardLabel2) return null;
java.lang.String strCode = forwardLabel1.fullyQualifiedName() + "@#" +
forwardLabel2.fullyQualifiedName();
return _mapForwardForwardCorrelation.containsKey (strCode) ?
_mapForwardForwardCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Pair of Forward Latent States
*
* @param forwardLabel1 Forward Curve Latent State Label #1
* @param forwardLabel2 Forward Curve Latent State Label #2
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setForwardForwardCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel1,
final org.drip.state.identifier.ForwardLabel forwardLabel2,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == forwardLabel1 || null == forwardLabel2 || forwardLabel1.match (forwardLabel2) || null ==
auCorrelation)
return false;
java.lang.String strForwardLabel1 = forwardLabel1.fullyQualifiedName();
java.lang.String strForwardLabel2 = forwardLabel2.fullyQualifiedName();
_mapForwardForwardCorrelation.put (strForwardLabel1 + "@#" + strForwardLabel2, auCorrelation);
_mapForwardForwardCorrelation.put (strForwardLabel2 + "@#" + strForwardLabel1, auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Pair of Funding Latent States
*
* @param fundingLabel1 Funding Latent State Label #1
* @param fundingLabel2 Funding Latent State Label #2
*
* @return The Correlation Surface between the Pair of Funding Latent States
*/
public org.drip.function.definition.R1ToR1 fundingFundingCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel1,
final org.drip.state.identifier.FundingLabel fundingLabel2)
{
if (null == fundingLabel1 || null == fundingLabel2 || fundingLabel1.match (fundingLabel2))
return null;
java.lang.String strCode = fundingLabel1.fullyQualifiedName() + "@#" +
fundingLabel2.fullyQualifiedName();
return _mapFundingFundingCorrelation.containsKey (strCode) ?
_mapFundingFundingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Pair of Funding Latent States
*
* @param fundingLabel1 Funding Latent State Label #1
* @param fundingLabel2 Funding Latent State Label #2
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFundingFundingCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel1,
final org.drip.state.identifier.FundingLabel fundingLabel2,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fundingLabel1 || null == fundingLabel2 || fundingLabel1.match (fundingLabel2) || null ==
auCorrelation)
return false;
java.lang.String strFundingLabel1 = fundingLabel1.fullyQualifiedName();
java.lang.String strFundingLabel2 = fundingLabel2.fullyQualifiedName();
_mapFundingFundingCorrelation.put (strFundingLabel1 + "@#" + strFundingLabel2, auCorrelation);
_mapFundingFundingCorrelation.put (strFundingLabel2 + "@#" + strFundingLabel1, auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified FX Latent State Label Set
*
* @param fxLabel1 The FX Latent State Label #1
* @param fxLabel2 The FX Latent State Label #2
*
* @return The Correlation Surface for the specified FX Latent State Label Set
*/
public org.drip.function.definition.R1ToR1 fxFXCorrelation (
final org.drip.state.identifier.FXLabel fxLabel1,
final org.drip.state.identifier.FXLabel fxLabel2)
{
if (null == fxLabel1 || null == fxLabel2 || fxLabel1.match (fxLabel2)) return null;
java.lang.String strCode = fxLabel1.fullyQualifiedName() + "@#" + fxLabel2.fullyQualifiedName();
return !_mapFXFXCorrelation.containsKey (strCode) ? null : _mapFXFXCorrelation.get
(strCode);
}
/**
* (Re)-set the Correlation Surface for the specified FX Latent State Label Set
*
* @param fxLabel1 The FX Latent State Label #1
* @param fxLabel2 The FX Latent State Label #2
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFXFXCorrelation (
final org.drip.state.identifier.FXLabel fxLabel1,
final org.drip.state.identifier.FXLabel fxLabel2,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fxLabel1 || null == fxLabel2 || fxLabel1.match (fxLabel2) || null == auCorrelation)
return false;
java.lang.String strCode1 = fxLabel1.fullyQualifiedName();
java.lang.String strCode2 = fxLabel2.fullyQualifiedName();
_mapFXFXCorrelation.put (strCode1 + "@#" + strCode2, auCorrelation);
_mapFXFXCorrelation.put (strCode2 + "@#" + strCode1, auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Govvie Latent State Pair
*
* @param govvieLabel1 The Govvie Curve Latent State Label #1
* @param govvieLabel2 The Govvie Curve Latent State Label #2
*
* @return The Correlation Surface for the specified Govvie Latent State Pair
*/
public org.drip.function.definition.R1ToR1 govvieGovvieCorrelation (
final org.drip.state.identifier.GovvieLabel govvieLabel1,
final org.drip.state.identifier.GovvieLabel govvieLabel2)
{
if (null == govvieLabel1 || null == govvieLabel2 || govvieLabel1.match (govvieLabel2)) return null;
java.lang.String strCode12 = govvieLabel1.fullyQualifiedName() + "@#" +
govvieLabel2.fullyQualifiedName();
if (_mapGovvieGovvieCorrelation.containsKey (strCode12))
return _mapGovvieGovvieCorrelation.get (strCode12);
java.lang.String strCode21 = govvieLabel2.fullyQualifiedName() + "@#" +
govvieLabel1.fullyQualifiedName();
return _mapGovvieGovvieCorrelation.containsKey (strCode21) ?
_mapGovvieGovvieCorrelation.get (strCode21) : null;
}
/**
* (Re)-set the Correlation Surface for the Govvie Latent State Pair
*
* @param govvieLabel1 The Govvie Curve Latent State Label #1
* @param govvieLabel2 The Govvie Curve Latent State Label #2
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setGovvieGovvieCorrelation (
final org.drip.state.identifier.GovvieLabel govvieLabel1,
final org.drip.state.identifier.GovvieLabel govvieLabel2,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == govvieLabel1 || null == govvieLabel2 || govvieLabel1.match (govvieLabel2) || null ==
auCorrelation)
return false;
java.lang.String strGovvieLabel1 = govvieLabel1.fullyQualifiedName();
java.lang.String strGovvieLabel2 = govvieLabel2.fullyQualifiedName();
_mapGovvieGovvieCorrelation.put (strGovvieLabel1 + "@#" + strGovvieLabel2, auCorrelation);
_mapGovvieGovvieCorrelation.put (strGovvieLabel2 + "@#" + strGovvieLabel1, auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Pair of Overnight Latent States
*
* @param overnightLabel1 Overnight Latent State Label #1
* @param overnightLabel2 Overnight Latent State Label #2
*
* @return The Correlation Surface between the Pair of Overnight Latent States
*/
public org.drip.function.definition.R1ToR1 overnightOvernightCorrelation (
final org.drip.state.identifier.OvernightLabel overnightLabel1,
final org.drip.state.identifier.OvernightLabel overnightLabel2)
{
if (null == overnightLabel1 || null == overnightLabel2 || overnightLabel1.match (overnightLabel2))
return null;
java.lang.String strCode = overnightLabel1.fullyQualifiedName() + "@#" +
overnightLabel2.fullyQualifiedName();
return _mapOvernightOvernightCorrelation.containsKey (strCode) ?
_mapOvernightOvernightCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Pair of Overnight Latent States
*
* @param overnightLabel1 Overnight Latent State Label #1
* @param overnightLabel2 Overnight Latent State Label #2
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setOvernightOvernightCorrelation (
final org.drip.state.identifier.OvernightLabel overnightLabel1,
final org.drip.state.identifier.OvernightLabel overnightLabel2,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == overnightLabel1 || null == overnightLabel2 || overnightLabel1.match (overnightLabel2) ||
null == auCorrelation)
return false;
java.lang.String strOvernightLabel1 = overnightLabel1.fullyQualifiedName();
java.lang.String strOvernightLabel2 = overnightLabel2.fullyQualifiedName();
_mapOvernightOvernightCorrelation.put (strOvernightLabel1 + "@#" + strOvernightLabel2,
auCorrelation);
_mapOvernightOvernightCorrelation.put (strOvernightLabel2 + "@#" + strOvernightLabel1,
auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Pay-down Latent State Pair
*
* @param paydownLabel1 The Pay-down Curve Latent State Label #1
* @param paydownLabel2 The Pay-down Curve Latent State Label #2
*
* @return The Correlation Surface for the specified Pay-down Latent State Pair
*/
public org.drip.function.definition.R1ToR1 paydownPaydownCorrelation (
final org.drip.state.identifier.PaydownLabel paydownLabel1,
final org.drip.state.identifier.PaydownLabel paydownLabel2)
{
if (null == paydownLabel1 || null == paydownLabel2 || paydownLabel1.match (paydownLabel2))
return null;
java.lang.String strCode12 = paydownLabel1.fullyQualifiedName() + "@#" +
paydownLabel2.fullyQualifiedName();
if (_mapPaydownPaydownCorrelation.containsKey (strCode12))
return _mapPaydownPaydownCorrelation.get (strCode12);
java.lang.String strCode21 = paydownLabel2.fullyQualifiedName() + "@#" +
paydownLabel1.fullyQualifiedName();
return _mapPaydownPaydownCorrelation.containsKey (strCode21) ?
_mapPaydownPaydownCorrelation.get (strCode21) : null;
}
/**
* (Re)-set the Correlation Surface for the Pay-down Latent State Pair
*
* @param paydownLabel1 The Pay-down Curve Latent State Label #1
* @param paydownLabel2 The Pay-down Curve Latent State Label #2
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setPaydownPaydownCorrelation (
final org.drip.state.identifier.PaydownLabel paydownLabel1,
final org.drip.state.identifier.PaydownLabel paydownLabel2,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == paydownLabel1 || null == paydownLabel2 || paydownLabel1.match (paydownLabel2) || null ==
auCorrelation)
return false;
java.lang.String strPaydownLabel1 = paydownLabel1.fullyQualifiedName();
java.lang.String strPaydownLabel2 = paydownLabel2.fullyQualifiedName();
_mapPaydownPaydownCorrelation.put (strPaydownLabel1 + "@#" + strPaydownLabel2, auCorrelation);
_mapPaydownPaydownCorrelation.put (strPaydownLabel2 + "@#" + strPaydownLabel1, auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Recovery Latent State Pair
*
* @param recoveryLabel1 The Recovery Curve Latent State Label #1
* @param recoveryLabel2 The Recovery Curve Latent State Label #2
*
* @return The Correlation Surface for the specified Recovery Latent State Pair
*/
public org.drip.function.definition.R1ToR1 recoveryRecoveryCorrelation (
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel1,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel2)
{
if (null == recoveryLabel1 || null == recoveryLabel2 || recoveryLabel1.match (recoveryLabel2))
return null;
java.lang.String strCode12 = recoveryLabel1.fullyQualifiedName() + "@#" +
recoveryLabel2.fullyQualifiedName();
if (_mapRecoveryRecoveryCorrelation.containsKey (strCode12))
return _mapRecoveryRecoveryCorrelation.get (strCode12);
java.lang.String strCode21 = recoveryLabel2.fullyQualifiedName() + "@#" +
recoveryLabel1.fullyQualifiedName();
return _mapRecoveryRecoveryCorrelation.containsKey (strCode21) ?
_mapRecoveryRecoveryCorrelation.get (strCode21) : null;
}
/**
* (Re)-set the Correlation Surface for the Recovery Latent State Pair
*
* @param recoveryLabel1 The Recovery Curve Latent State Label #1
* @param recoveryLabel2 The Recovery Curve Latent State Label #2
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setRecoveryRecoveryCorrelation (
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel1,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel2,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == recoveryLabel1 || null == recoveryLabel2 || recoveryLabel1.match (recoveryLabel2) || null
== auCorrelation)
return false;
java.lang.String strRecoveryLabel1 = recoveryLabel1.fullyQualifiedName();
java.lang.String strRecoveryLabel2 = recoveryLabel2.fullyQualifiedName();
_mapRecoveryRecoveryCorrelation.put (strRecoveryLabel1 + "@#" + strRecoveryLabel2,
auCorrelation);
_mapRecoveryRecoveryCorrelation.put (strRecoveryLabel2 + "@#" + strRecoveryLabel1,
auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Pair of Repo Latent States
*
* @param repoLabel1 Repo Latent State Label #1
* @param repoLabel2 Repo Latent State Label #2
*
* @return The Correlation Surface between the Pair of Repo Latent States
*/
public org.drip.function.definition.R1ToR1 repoRepoCorrelation (
final org.drip.state.identifier.RepoLabel repoLabel1,
final org.drip.state.identifier.RepoLabel repoLabel2)
{
if (null == repoLabel1 || null == repoLabel2 || repoLabel1.match (repoLabel2)) return null;
java.lang.String strCode = repoLabel1.fullyQualifiedName() + "@#" + repoLabel2.fullyQualifiedName();
return _mapRepoRepoCorrelation.containsKey (strCode) ? _mapRepoRepoCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Pair of Repo Latent States
*
* @param repoLabel1 Repo Latent State Label #1
* @param repoLabel2 Repo Latent State Label #2
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setRepoRepoCorrelation (
final org.drip.state.identifier.RepoLabel repoLabel1,
final org.drip.state.identifier.RepoLabel repoLabel2,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == repoLabel1 || null == repoLabel2 || repoLabel1.match (repoLabel2) || null ==
auCorrelation)
return false;
java.lang.String strRepoLabel1 = repoLabel1.fullyQualifiedName();
java.lang.String strRepoLabel2 = repoLabel2.fullyQualifiedName();
_mapRepoRepoCorrelation.put (strRepoLabel1 + "@#" + strRepoLabel2, auCorrelation);
_mapRepoRepoCorrelation.put (strRepoLabel2 + "@#" + strRepoLabel1, auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Collateral and the Credit Latent States
*
* @param strCollateralCurrency The Collateral Currency
* @param creditLabel The Credit Curve Latent State Label
*
* @return The Correlation Surface between the Collateral and the Credit Latent States
*/
public org.drip.function.definition.R1ToR1 collateralCreditCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.EntityCDSLabel creditLabel)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == creditLabel)
return null;
java.lang.String strCode = strCollateralCurrency + "@#" + creditLabel.fullyQualifiedName();
return _mapCollateralCreditCorrelation.containsKey (strCode) ? null :
_mapCollateralCreditCorrelation.get (strCode);
}
/**
* (Re)-set the Correlation Surface between the Collateral and the Credit Latent States
*
* @param strCollateralCurrency The Collateral Currency
* @param creditLabel The Credit Curve Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCollateralCreditCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == creditLabel)
return false;
_mapCollateralCreditCorrelation.put (strCollateralCurrency + "@#" +
creditLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Collateral and the Custom Metric Latent States
*
* @param strCollateralCurrency The Collateral Currency
* @param customLabel The Custom Metric Latent State Label
*
* @return The Correlation Surface between the Collateral and the Custom Metric Latent States
*/
public org.drip.function.definition.R1ToR1 collateralCustomCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.CustomLabel customLabel)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == customLabel)
return null;
java.lang.String strCode = strCollateralCurrency + "@#" + customLabel.fullyQualifiedName();
return _mapCollateralCustomCorrelation.containsKey (strCode) ?
_mapCollateralCustomCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Collateral and the Custom Metric Latent States
*
* @param strCollateralCurrency The Collateral Currency
* @param customLabel The Custom Metric Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCollateralCustomCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == customLabel)
return false;
_mapCollateralCustomCorrelation.put (strCollateralCurrency + "@#" +
customLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Collateral and the Forward Latent States
*
* @param strCollateralCurrency The Collateral Currency
* @param forwardLabel The Forward Latent State Label
*
* @return The Correlation Surface between the Collateral and the Forward Latent States
*/
public org.drip.function.definition.R1ToR1 collateralForwardCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.ForwardLabel forwardLabel)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == forwardLabel)
return null;
java.lang.String strCode = strCollateralCurrency + "@#" + forwardLabel.fullyQualifiedName();
return _mapCollateralForwardCorrelation.containsKey (strCode) ?
_mapCollateralForwardCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Collateral and the Equity Latent States
*
* @param strCollateralCurrency The Collateral Currency
* @param equityLabel The Equity Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCollateralEquityCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == equityLabel || null
== auCorrelation)
return false;
_mapCollateralEquityCorrelation.put (strCollateralCurrency + "@#" +
equityLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Collateral and the Equity Latent States
*
* @param strCollateralCurrency The Collateral Currency
* @param equityLabel The Equity Latent State Label
*
* @return The Correlation Surface between the Collateral and the Equity Latent States
*/
public org.drip.function.definition.R1ToR1 collateralEquityCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.EntityEquityLabel equityLabel)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == equityLabel)
return null;
java.lang.String strCode = strCollateralCurrency + "@#" + equityLabel.fullyQualifiedName();
return _mapCollateralEquityCorrelation.containsKey (strCode) ?
_mapCollateralEquityCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Collateral and the Forward Latent States
*
* @param strCollateralCurrency The Collateral Currency
* @param forwardLabel The Forward Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCollateralForwardCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == forwardLabel || null
== auCorrelation)
return false;
_mapCollateralForwardCorrelation.put (strCollateralCurrency + "@#" +
forwardLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Collateral and the Funding Latent States
*
* @param strCollateralCurrency The Collateral Currency
* @param fundingLabel The Funding Latent State Label
*
* @return The Correlation Surface between the Collateral and the Funding Latent States
*/
public org.drip.function.definition.R1ToR1 collateralFundingCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.FundingLabel fundingLabel)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == fundingLabel)
return null;
java.lang.String strCode = strCollateralCurrency + "@#" + fundingLabel.fullyQualifiedName();
return _mapCollateralFundingCorrelation.containsKey (strCode) ?
_mapCollateralFundingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Collateral and the Funding Latent States
*
* @param strCollateralCurrency The Collateral Currency
* @param fundingLabel The Funding Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCollateralFundingCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == fundingLabel || null
== auCorrelation)
return false;
_mapCollateralFundingCorrelation.put (strCollateralCurrency + "@#" +
fundingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Collateral and the FX Latent State Label
*
* @param strCollateralCurrency The Collateral Currency
* @param fxLabel The FX Latent State Label
*
* @return The Correlation Surface for the specified Collateral and the FX Latent State Label
*/
public org.drip.function.definition.R1ToR1 collateralFXCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.FXLabel fxLabel)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == fxLabel) return null;
java.lang.String strCode = strCollateralCurrency + "@#" + fxLabel.fullyQualifiedName();
return _mapCollateralFXCorrelation.containsKey (strCode) ?
_mapCollateralFXCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Collateral and FX Latent States
*
* @param strCollateralCurrency The Collateral Currency
* @param fxLabel The FX Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCollateralFXCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == fxLabel || null ==
auCorrelation)
return false;
_mapCollateralFXCorrelation.put (strCollateralCurrency + "@#" + fxLabel.fullyQualifiedName(),
auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Collateral and Govvie Latent State Labels
*
* @param strCollateralCurrency The Collateral Currency
* @param govvieLabel The Govvie Latent State Label
*
* @return The Correlation Surface for the specified Collateral and Govvie Latent State Labels
*/
public org.drip.function.definition.R1ToR1 collateralGovvieCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.GovvieLabel govvieLabel)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == govvieLabel)
return null;
java.lang.String strCode = strCollateralCurrency + "@#" + govvieLabel.fullyQualifiedName();
return _mapCollateralGovvieCorrelation.containsKey (strCode) ?
_mapCollateralGovvieCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Collateral and Govvie Latent State Labels
*
* @param strCollateralCurrency The Collateral Currency
* @param govvieLabel The Govvie Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCollateralGovvieCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == govvieLabel || null
== auCorrelation)
return false;
_mapCollateralGovvieCorrelation.put (strCollateralCurrency + "@#" +
govvieLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Collateral and the Overnight Latent States
*
* @param strCollateralCurrency The Collateral Currency
* @param overnightLabel The Overnight Latent State Label
*
* @return The Correlation Surface between the Collateral and the Overnight Latent States
*/
public org.drip.function.definition.R1ToR1 collateralOvernightCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.OvernightLabel overnightLabel)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == overnightLabel)
return null;
java.lang.String strCode = strCollateralCurrency + "@#" + overnightLabel.fullyQualifiedName();
return _mapCollateralOvernightCorrelation.containsKey (strCode) ?
_mapCollateralOvernightCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Collateral and the Overnight Latent States
*
* @param strCollateralCurrency The Collateral Currency
* @param overnightLabel The Overnight Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCollateralOvernightCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == overnightLabel ||
null == auCorrelation)
return false;
_mapCollateralOvernightCorrelation.put (strCollateralCurrency + "@#" +
overnightLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Collateral and Pay-down Latent State Labels
*
* @param strCollateralCurrency The Collateral Currency
* @param paydownLabel The Pay-down Latent State Label
*
* @return The Correlation Surface for the specified Collateral and Pay-down Latent State Labels
*/
public org.drip.function.definition.R1ToR1 collateralPaydownCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.PaydownLabel paydownLabel)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == paydownLabel)
return null;
java.lang.String strCode = strCollateralCurrency + "@#" + paydownLabel.fullyQualifiedName();
return _mapCollateralPaydownCorrelation.containsKey (strCode) ?
_mapCollateralPaydownCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Collateral and Pay-down Latent State Labels
*
* @param strCollateralCurrency The Collateral Currency
* @param paydownLabel The Pay-down Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCollateralPaydownCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == paydownLabel || null
== auCorrelation)
return false;
_mapCollateralPaydownCorrelation.put (strCollateralCurrency + "@#" +
paydownLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Collateral and Rating Latent State Labels
*
* @param strCollateralCurrency The Collateral Currency
* @param ratingLabel The Rating Latent State Label
*
* @return The Correlation Surface for the specified Collateral and Rating Latent State Labels
*/
public org.drip.function.definition.R1ToR1 collateralRatingCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.RatingLabel ratingLabel)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == ratingLabel)
return null;
java.lang.String strCode = strCollateralCurrency + "@#" + ratingLabel.fullyQualifiedName();
return _mapCollateralRatingCorrelation.containsKey (strCode) ?
_mapCollateralRatingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Collateral and Rating Latent State Labels
*
* @param strCollateralCurrency The Collateral Currency
* @param ratingLabel The Rating Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCollateralRatingCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == ratingLabel || null
== auCorrelation)
return false;
_mapCollateralRatingCorrelation.put (strCollateralCurrency + "@#" +
ratingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Collateral and Recovery Latent State Labels
*
* @param strCollateralCurrency The Collateral Currency
* @param recoveryLabel The Recovery Latent State Label
*
* @return The Correlation Surface for the specified Collateral and Recovery Latent State Labels
*/
public org.drip.function.definition.R1ToR1 collateralRecoveryCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == recoveryLabel)
return null;
java.lang.String strCode = strCollateralCurrency + "@#" + recoveryLabel.fullyQualifiedName();
return _mapCollateralRecoveryCorrelation.containsKey (strCode) ?
_mapCollateralRecoveryCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Collateral and Recovery Latent State Labels
*
* @param strCollateralCurrency The Collateral Currency
* @param recoveryLabel The Recovery Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCollateralRecoveryCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == recoveryLabel || null
== auCorrelation)
return false;
_mapCollateralRecoveryCorrelation.put (strCollateralCurrency + "@#" +
recoveryLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Collateral and Repo Latent State Labels
*
* @param strCollateralCurrency The Collateral Currency
* @param repoLabel The Repo Latent State Label
*
* @return The Correlation Surface for the specified Collateral and Repo Latent State Labels
*/
public org.drip.function.definition.R1ToR1 collateralRepoCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.RepoLabel repoLabel)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == repoLabel)
return null;
java.lang.String strCode = strCollateralCurrency + "@#" + repoLabel.fullyQualifiedName();
return _mapCollateralRepoCorrelation.containsKey (strCode) ?
_mapCollateralRepoCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Collateral and Repo Latent State Labels
*
* @param strCollateralCurrency The Collateral Currency
* @param repoLabel The Repo Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCollateralRepoCorrelation (
final java.lang.String strCollateralCurrency,
final org.drip.state.identifier.RepoLabel repoLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == strCollateralCurrency || strCollateralCurrency.isEmpty() || null == repoLabel || null ==
auCorrelation)
return false;
_mapCollateralRepoCorrelation.put (strCollateralCurrency + "@#" +
repoLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Credit and the Custom Metric Latent States
*
* @param creditLabel The Credit Latent State Label
* @param customLabel The Custom Metric Latent State Label
*
* @return The Correlation Surface between the Credit and the Custom Metric Latent States
*/
public org.drip.function.definition.R1ToR1 creditCustomMetricCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.CustomLabel customLabel)
{
if (null == creditLabel || null == customLabel) return null;
java.lang.String strCode = creditLabel.fullyQualifiedName() + "@#" +
customLabel.fullyQualifiedName();
return _mapCreditCustomCorrelation.containsKey (strCode) ?
_mapCreditCustomCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Credit and the Custom Metric Latent States
*
* @param creditLabel The Credit Latent State Label
* @param customLabel The Custom Metric Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCreditCustomCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == creditLabel || null == customLabel || null == auCorrelation) return false;
_mapCreditCustomCorrelation.put (creditLabel.fullyQualifiedName() + "@#" +
customLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Credit and the Equity Latent States
*
* @param creditLabel The Credit Curve Label
* @param equityLabel The Equity Latent State Label
*
* @return The Correlation Surface between the Credit and the Equity Latent States
*/
public org.drip.function.definition.R1ToR1 creditEquityCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.EntityEquityLabel equityLabel)
{
if (null == creditLabel || null == equityLabel) return null;
java.lang.String strCode = creditLabel.fullyQualifiedName() + "@#" +
equityLabel.fullyQualifiedName();
return _mapCreditEquityCorrelation.containsKey (strCode) ?
_mapCreditEquityCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Credit and the Equity Latent States
*
* @param creditLabel The Credit Curve Label
* @param equityLabel The Equity Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCreditEquityCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == creditLabel || null == equityLabel || null == auCorrelation) return false;
_mapCreditEquityCorrelation.put (creditLabel.fullyQualifiedName() + "@#" +
equityLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Credit and the Forward Latent States
*
* @param creditLabel The Credit Curve Label
* @param forwardLabel The Forward Latent State Label
*
* @return The Correlation Surface between the Credit and the Forward Latent States
*/
public org.drip.function.definition.R1ToR1 creditForwardCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.ForwardLabel forwardLabel)
{
if (null == creditLabel || null == forwardLabel) return null;
java.lang.String strCode = creditLabel.fullyQualifiedName() + "@#" +
forwardLabel.fullyQualifiedName();
return _mapCreditForwardCorrelation.containsKey (strCode) ?
_mapCreditForwardCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Credit and the Forward Latent States
*
* @param creditLabel The Credit Curve Label
* @param forwardLabel The Forward Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCreditForwardCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == creditLabel || null == forwardLabel || null == auCorrelation) return false;
_mapCreditForwardCorrelation.put (creditLabel.fullyQualifiedName() + "@#" +
forwardLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Credit and the Funding Latent States
*
* @param creditLabel The Credit Curve Latent State Label
* @param fundingLabel The Funding Latent State Label
*
* @return The Correlation Surface between the Credit and the Funding Latent States
*/
public org.drip.function.definition.R1ToR1 creditFundingCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.FundingLabel fundingLabel)
{
if (null == creditLabel || null == fundingLabel) return null;
java.lang.String strCode = creditLabel.fullyQualifiedName() + "@#" +
fundingLabel.fullyQualifiedName();
return _mapCreditFundingCorrelation.containsKey (strCode) ?
_mapCreditFundingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Credit and the Funding Latent States
*
* @param creditLabel The Credit Curve Label
* @param fundingLabel The Funding Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCreditFundingCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == creditLabel || null == fundingLabel || null == auCorrelation) return false;
_mapCreditFundingCorrelation.put (creditLabel.fullyQualifiedName() + "@#" +
fundingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Credit and the FX Latent State Labels
*
* @param creditLabel The Credit Curve Label
* @param fxLabel The FX Latent State Label
*
* @return The Correlation Surface between the Credit and the FX Latent State Labels
*/
public org.drip.function.definition.R1ToR1 creditFXCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.FXLabel fxLabel)
{
if (null == creditLabel || null == fxLabel) return null;
java.lang.String strCode = creditLabel.fullyQualifiedName() + "@#" + fxLabel.fullyQualifiedName();
return _mapCreditFXCorrelation.containsKey (strCode) ? _mapCreditFXCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Credit and the FX Latent States
*
* @param creditLabel The Credit Curve Label
* @param fxLabel The FX Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCreditFXCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == creditLabel || null == fxLabel || null == auCorrelation) return false;
_mapCreditFXCorrelation.get (creditLabel.fullyQualifiedName() + "@#" +
fxLabel.fullyQualifiedName());
return true;
}
/**
* Retrieve the Correlation Surface between the Credit and the Govvie Latent State Labels
*
* @param creditLabel The Credit Curve Label
* @param govvieLabel The Govvie Latent State Label
*
* @return The Correlation Surface between the Credit and the Govvie Latent State Labels
*/
public org.drip.function.definition.R1ToR1 creditGovvieCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.GovvieLabel govvieLabel)
{
if (null == creditLabel || null == govvieLabel) return null;
java.lang.String strCode = creditLabel.fullyQualifiedName() + "@#" +
govvieLabel.fullyQualifiedName();
return _mapCreditGovvieCorrelation.containsKey (strCode) ?
_mapCreditGovvieCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Credit and the Govvie Latent States
*
* @param creditLabel The Credit Curve Latent State Label
* @param govvieLabel The Govvie Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCreditGovvieCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == creditLabel || null == govvieLabel || null == auCorrelation) return false;
_mapCreditGovvieCorrelation.put (creditLabel.fullyQualifiedName() + "@#" +
govvieLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Credit and the Overnight Latent States
*
* @param creditLabel The Credit Curve Latent State Label
* @param overnightLabel The Overnight Latent State Label
*
* @return The Correlation Surface between the Credit and the Overnight Latent States
*/
public org.drip.function.definition.R1ToR1 creditOvernightCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.OvernightLabel overnightLabel)
{
if (null == creditLabel || null == overnightLabel) return null;
java.lang.String strCode = creditLabel.fullyQualifiedName() + "@#" +
overnightLabel.fullyQualifiedName();
return _mapCreditOvernightCorrelation.containsKey (strCode) ?
_mapCreditOvernightCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Credit and the Overnight Latent States
*
* @param creditLabel The Credit Curve Label
* @param overnightLabel The Overnight Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCreditOvernightCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == creditLabel || null == overnightLabel || null == auCorrelation) return false;
_mapCreditOvernightCorrelation.put (creditLabel.fullyQualifiedName() + "@#" +
overnightLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Credit and the Pay-down Latent State Labels
*
* @param creditLabel The Credit Curve Label
* @param paydownLabel The Pay-down Latent State Label
*
* @return The Correlation Surface between the Credit and the Pay-down Latent State Labels
*/
public org.drip.function.definition.R1ToR1 creditPaydownCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel)
{
if (null == creditLabel || null == paydownLabel) return null;
java.lang.String strCode = creditLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName();
return _mapCreditPaydownCorrelation.containsKey (strCode) ?
_mapCreditPaydownCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Credit and the Pay-down Latent States
*
* @param creditLabel The Credit Curve Latent State Label
* @param paydownLabel The Pay-down Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCreditPaydownCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == creditLabel || null == paydownLabel || null == auCorrelation) return false;
_mapCreditPaydownCorrelation.put (creditLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Credit and the Rating Latent State Labels
*
* @param creditLabel The Credit Curve Label
* @param ratingLabel The Rating Latent State Label
*
* @return The Correlation Surface between the Credit and the Rating Latent State Labels
*/
public org.drip.function.definition.R1ToR1 creditRatingCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.RatingLabel ratingLabel)
{
if (null == creditLabel || null == ratingLabel) return null;
java.lang.String strCode = creditLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName();
return _mapCreditRatingCorrelation.containsKey (strCode) ?
_mapCreditRatingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Credit and the Rating Latent States
*
* @param creditLabel The Credit Curve Latent State Label
* @param ratingLabel The Rating Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCreditRatingCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == creditLabel || null == ratingLabel || null == auCorrelation) return false;
_mapCreditRatingCorrelation.put (creditLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Credit and the Repo Latent State Labels
*
* @param creditLabel The Credit Curve Label
* @param repoLabel The Repo Latent State Label
*
* @return The Correlation Surface between the Credit and the Repo Latent State Labels
*/
public org.drip.function.definition.R1ToR1 creditRepoCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.RepoLabel repoLabel)
{
if (null == creditLabel || null == repoLabel) return null;
java.lang.String strCode = creditLabel.fullyQualifiedName() + "@#" + repoLabel.fullyQualifiedName();
return _mapCreditRepoCorrelation.containsKey (strCode) ? _mapCreditRepoCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Credit and the Repo Latent States
*
* @param creditLabel The Credit Curve Latent State Label
* @param repoLabel The Repo Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCreditRepoCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.RepoLabel repoLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == creditLabel || null == repoLabel || null == auCorrelation) return false;
_mapCreditRepoCorrelation.put (creditLabel.fullyQualifiedName() + "@#" +
repoLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Credit and the Recovery Latent State Labels
*
* @param creditLabel The Credit Curve Label
* @param recoveryLabel The Recovery Latent State Label
*
* @return The Correlation Surface between the Credit and the Recovery Latent State Labels
*/
public org.drip.function.definition.R1ToR1 creditRecoveryCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel)
{
if (null == creditLabel || null == recoveryLabel) return null;
java.lang.String strCode = creditLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName();
return _mapCreditRecoveryCorrelation.containsKey (strCode) ?
_mapCreditRecoveryCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Credit and the Recovery Latent States
*
* @param creditLabel The Credit Curve Latent State Label
* @param recoveryLabel The Recovery Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCreditRecoveryCorrelation (
final org.drip.state.identifier.EntityCDSLabel creditLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == creditLabel || null == recoveryLabel || null == auCorrelation) return false;
_mapCreditRecoveryCorrelation.put (creditLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Custom Metric and the Equity Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param equityLabel The Equity Latent State Label
*
* @return The Correlation Surface between the Custom Metric and the Equity Latent States
*/
public org.drip.function.definition.R1ToR1 customEquityCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.EntityEquityLabel equityLabel)
{
if (null == customLabel || null == equityLabel) return null;
java.lang.String strCode = customLabel.fullyQualifiedName() + "@#" +
equityLabel.fullyQualifiedName();
return _mapCustomEquityCorrelation.containsKey (strCode) ?
_mapCustomEquityCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Custom Metric and the Equity Latent States
*
* @param customLabel The Custom Metric Label
* @param equityLabel The Equity Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCustomEquityCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == customLabel || null == equityLabel || null == auCorrelation) return false;
_mapCustomEquityCorrelation.put (customLabel.fullyQualifiedName() + "@#" +
equityLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Custom Metric and the Forward Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param forwardLabel The Forward Latent State Label
*
* @return The Correlation Surface between the Custom Metric and the Forward Latent States
*/
public org.drip.function.definition.R1ToR1 customForwardCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.ForwardLabel forwardLabel)
{
if (null == customLabel || null == forwardLabel) return null;
java.lang.String strCode = customLabel.fullyQualifiedName() + "@#" +
forwardLabel.fullyQualifiedName();
return _mapCustomForwardCorrelation.containsKey (strCode) ?
_mapCustomForwardCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Custom Metric and the Forward Latent States
*
* @param customLabel The Custom Metric Label
* @param forwardLabel The Forward Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCustomForwardCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == customLabel || null == forwardLabel || null == auCorrelation) return false;
_mapCustomForwardCorrelation.put (customLabel.fullyQualifiedName() + "@#" +
forwardLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between Custom Metric and the Funding Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param fundingLabel The Funding Latent State Label
*
* @return The Correlation Surface between the Custom Metric and the Funding Latent States
*/
public org.drip.function.definition.R1ToR1 customMetricFundingCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.FundingLabel fundingLabel)
{
if (null == customLabel || null == fundingLabel) return null;
java.lang.String strCode = customLabel.fullyQualifiedName() + "@#" +
fundingLabel.fullyQualifiedName();
return _mapCustomFundingCorrelation.containsKey (strCode) ?
_mapCustomFundingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Custom Metric and the Funding Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param fundingLabel The Funding Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCustomFundingCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == customLabel || null == fundingLabel) return false;
_mapCustomFundingCorrelation.put (customLabel.fullyQualifiedName() + "@#" +
fundingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Custom Metric and the FX Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param fxLabel The FX Latent State Label
*
* @return The Correlation Surface between the Custom Metric and the FX Latent States
*/
public org.drip.function.definition.R1ToR1 customFXCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.FXLabel fxLabel)
{
if (null == customLabel || null == fxLabel) return null;
java.lang.String strCode = customLabel.fullyQualifiedName() + "@#" + fxLabel.fullyQualifiedName();
return _mapCustomFXCorrelation.containsKey (strCode) ? _mapCustomFXCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Custom Metric and the FX Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param fxLabel The FX Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCustomFXCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == customLabel || null == fxLabel || null == auCorrelation) return false;
_mapCustomFXCorrelation.get (customLabel.fullyQualifiedName() + "@#" +
fxLabel.fullyQualifiedName());
return true;
}
/**
* Retrieve the Correlation Surface between the Custom Metric and the Govvie Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param govvieLabel The Govvie Latent State Label
*
* @return The Correlation Surface between the Custom Metric and the Govvie Latent States
*/
public org.drip.function.definition.R1ToR1 customGovvieCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.GovvieLabel govvieLabel)
{
if (null == customLabel || null == govvieLabel) return null;
java.lang.String strCode = customLabel.fullyQualifiedName() + "@#" +
govvieLabel.fullyQualifiedName();
return _mapCustomGovvieCorrelation.containsKey (strCode) ?
_mapCustomGovvieCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Custom Metric and the Govvie Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param govvieLabel The Govvie Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCustomGovvieCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == customLabel || null == govvieLabel) return false;
_mapCustomGovvieCorrelation.put (customLabel.fullyQualifiedName() + "@#" +
govvieLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Custom Metric and the Overnight Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param overnightLabel The Overnight Latent State Label
*
* @return The Correlation Surface between the Custom Metric and the Overnight Latent States
*/
public org.drip.function.definition.R1ToR1 customOvernightCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.OvernightLabel overnightLabel)
{
if (null == customLabel || null == overnightLabel) return null;
java.lang.String strCode = customLabel.fullyQualifiedName() + "@#" +
overnightLabel.fullyQualifiedName();
return _mapCustomOvernightCorrelation.containsKey (strCode) ?
_mapCustomOvernightCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Custom Metric and the Overnight Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param overnightLabel The Overnight Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCustomOvernightCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == customLabel || null == overnightLabel) return false;
_mapCustomOvernightCorrelation.put (customLabel.fullyQualifiedName() + "@#" +
overnightLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Custom Metric and the Pay-down Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param paydownLabel The Pay-down Latent State Label
*
* @return The Correlation Surface between the Custom Metric and the Pay-down Latent States
*/
public org.drip.function.definition.R1ToR1 customPaydownCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel)
{
if (null == customLabel || null == paydownLabel) return null;
java.lang.String strCode = customLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName();
return _mapCustomPaydownCorrelation.containsKey (strCode) ?
_mapCustomPaydownCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Custom Metric and the Pay-down Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param paydownLabel The Pay-down Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCustomPaydownCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == customLabel || null == paydownLabel) return false;
_mapCustomPaydownCorrelation.put (customLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Custom Metric and the Rating Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param ratingLabel The Rating Latent State Label
*
* @return The Correlation Surface between the Custom Metric and the Rating Latent States
*/
public org.drip.function.definition.R1ToR1 customRatingCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.RatingLabel ratingLabel)
{
if (null == customLabel || null == ratingLabel) return null;
java.lang.String strCode = customLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName();
return _mapCustomRatingCorrelation.containsKey (strCode) ?
_mapCustomRatingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Custom Metric and the Rating Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param ratingLabel The Rating Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCustomRatingCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == customLabel || null == ratingLabel) return false;
_mapCustomRatingCorrelation.put (customLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Custom Metric and the Recovery Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param recoveryLabel The Recovery Latent State Label
*
* @return The Correlation Surface between the Custom Metric and the Recovery Latent States
*/
public org.drip.function.definition.R1ToR1 customRecoveryCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel)
{
if (null == customLabel || null == recoveryLabel) return null;
java.lang.String strCode = customLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName();
return _mapCustomRecoveryCorrelation.containsKey (strCode) ?
_mapCustomRecoveryCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Custom Metric and the Recovery Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param recoveryLabel The Recovery Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCustomRecoveryCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == customLabel || null == recoveryLabel) return false;
_mapCustomRecoveryCorrelation.put (customLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Custom Metric and the Repo Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param repoLabel The Repo Latent State Label
*
* @return The Correlation Surface between the Custom Metric and the Repo Latent States
*/
public org.drip.function.definition.R1ToR1 customRepoCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.RepoLabel repoLabel)
{
if (null == customLabel || null == repoLabel) return null;
java.lang.String strCode = customLabel.fullyQualifiedName() + "@#" + repoLabel.fullyQualifiedName();
return _mapCustomRepoCorrelation.containsKey (strCode) ? _mapCustomRepoCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Custom Metric and the Repo Latent States
*
* @param customLabel The Custom Metric Latent State Label
* @param repoLabel The Repo Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setCustomRepoCorrelation (
final org.drip.state.identifier.CustomLabel customLabel,
final org.drip.state.identifier.RepoLabel repoLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == customLabel || null == repoLabel) return false;
_mapCustomRepoCorrelation.put (customLabel.fullyQualifiedName() + "@#" +
repoLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Equity and the Forward Latent States
*
* @param equityLabel The Equity Latent State Label
* @param forwardLabel The Forward Latent State Label
*
* @return The Correlation Surface between the Equity and the Forward Latent States
*/
public org.drip.function.definition.R1ToR1 equityForwardCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.ForwardLabel forwardLabel)
{
if (null == equityLabel || null == forwardLabel) return null;
java.lang.String strCode = equityLabel.fullyQualifiedName() + "@#" +
forwardLabel.fullyQualifiedName();
return _mapEquityForwardCorrelation.containsKey (strCode) ?
_mapEquityForwardCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Equity and the Forward Latent States
*
* @param equityLabel The Equity Label
* @param forwardLabel The Forward Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setEquityForwardCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == equityLabel || null == forwardLabel || null == auCorrelation) return false;
_mapEquityForwardCorrelation.put (equityLabel.fullyQualifiedName() + "@#" +
forwardLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between Equity and the Funding Latent States
*
* @param equityLabel The Equity Latent State Label
* @param fundingLabel The Funding Latent State Label
*
* @return The Correlation Surface between the Equity and the Funding Latent States
*/
public org.drip.function.definition.R1ToR1 equityFundingCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.FundingLabel fundingLabel)
{
if (null == equityLabel || null == fundingLabel) return null;
java.lang.String strCode = equityLabel.fullyQualifiedName() + "@#" +
fundingLabel.fullyQualifiedName();
return _mapEquityFundingCorrelation.containsKey (strCode) ?
_mapEquityFundingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Equity and the Funding Latent States
*
* @param equityLabel The Equity Latent State Label
* @param fundingLabel The Funding Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setEquityFundingCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == equityLabel || null == fundingLabel) return false;
_mapEquityFundingCorrelation.put (equityLabel.fullyQualifiedName() + "@#" +
fundingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Equity and the FX Latent States
*
* @param equityLabel The Equity Latent State Label
* @param fxLabel The FX Latent State Label
*
* @return The Correlation Surface between the Equity and the FX Latent States
*/
public org.drip.function.definition.R1ToR1 equityFXCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.FXLabel fxLabel)
{
if (null == equityLabel || null == fxLabel) return null;
java.lang.String strCode = equityLabel.fullyQualifiedName() + "@#" + fxLabel.fullyQualifiedName();
return _mapEquityFXCorrelation.containsKey (strCode) ? _mapEquityFXCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Equity and the FX Latent States
*
* @param equityLabel The Equity Latent State Label
* @param fxLabel The FX Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setEquityFXCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == equityLabel || null == fxLabel || null == auCorrelation) return false;
_mapEquityFXCorrelation.get (equityLabel.fullyQualifiedName() + "@#" +
fxLabel.fullyQualifiedName());
return true;
}
/**
* Retrieve the Correlation Surface between the Equity and the Govvie Latent States
*
* @param equityLabel The Equity Latent State Label
* @param govvieLabel The Govvie Latent State Label
*
* @return The Correlation Surface between the Equity and the Govvie Latent States
*/
public org.drip.function.definition.R1ToR1 equityGovvieCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.GovvieLabel govvieLabel)
{
if (null == equityLabel || null == govvieLabel) return null;
java.lang.String strCode = equityLabel.fullyQualifiedName() + "@#" +
govvieLabel.fullyQualifiedName();
return _mapEquityGovvieCorrelation.containsKey (strCode) ?
_mapEquityGovvieCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Equity and the Govvie Latent States
*
* @param equityLabel The Equity Latent State Label
* @param govvieLabel The Govvie Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setEquityGovvieCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == equityLabel || null == govvieLabel) return false;
_mapEquityGovvieCorrelation.put (equityLabel.fullyQualifiedName() + "@#" +
govvieLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between Equity and the Overnight Latent States
*
* @param equityLabel The Equity Latent State Label
* @param overnightLabel The Overnight Latent State Label
*
* @return The Correlation Surface between the Equity and the Overnight Latent States
*/
public org.drip.function.definition.R1ToR1 equityOvernightCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.OvernightLabel overnightLabel)
{
if (null == equityLabel || null == overnightLabel) return null;
java.lang.String strCode = equityLabel.fullyQualifiedName() + "@#" +
overnightLabel.fullyQualifiedName();
return _mapEquityOvernightCorrelation.containsKey (strCode) ?
_mapEquityOvernightCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Equity and the Overnight Latent States
*
* @param equityLabel The Equity Latent State Label
* @param overnightLabel The Overnight Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setEquityOvernightCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == equityLabel || null == overnightLabel) return false;
_mapEquityOvernightCorrelation.put (equityLabel.fullyQualifiedName() + "@#" +
overnightLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Equity and the Pay-down Latent States
*
* @param equityLabel The Equity Latent State Label
* @param paydownLabel The Pay-down Latent State Label
*
* @return The Correlation Surface between the Equity and the Pay-down Latent States
*/
public org.drip.function.definition.R1ToR1 equityPaydownCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel)
{
if (null == equityLabel || null == paydownLabel) return null;
java.lang.String strCode = equityLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName();
return _mapEquityPaydownCorrelation.containsKey (strCode) ?
_mapEquityPaydownCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Equity and the Pay-down Latent States
*
* @param equityLabel The Equity Latent State Label
* @param paydownLabel The Pay-down Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setEquityPaydownCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == equityLabel || null == paydownLabel) return false;
_mapEquityPaydownCorrelation.put (equityLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Equity and the Recovery Latent States
*
* @param equityLabel The Equity Latent State Label
* @param recoveryLabel The Recovery Latent State Label
*
* @return The Correlation Surface between the Equity and the Recovery Latent States
*/
public org.drip.function.definition.R1ToR1 equityRecoveryCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel)
{
if (null == equityLabel || null == recoveryLabel) return null;
java.lang.String strCode = equityLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName();
return _mapEquityRecoveryCorrelation.containsKey (strCode) ?
_mapEquityRecoveryCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Equity and the Recovery Latent States
*
* @param equityLabel The Equity Latent State Label
* @param recoveryLabel The Recovery Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setEquityRecoveryCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == equityLabel || null == recoveryLabel) return false;
_mapEquityRecoveryCorrelation.put (equityLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Equity and the Rating Latent States
*
* @param equityLabel The Equity Latent State Label
* @param ratingLabel The Rating Latent State Label
*
* @return The Correlation Surface between the Equity and the Rating Latent States
*/
public org.drip.function.definition.R1ToR1 equityRatingCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.RatingLabel ratingLabel)
{
if (null == equityLabel || null == ratingLabel) return null;
java.lang.String strCode = equityLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName();
return _mapEquityRatingCorrelation.containsKey (strCode) ?
_mapEquityRatingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Equity and the Rating Latent States
*
* @param equityLabel The Equity Latent State Label
* @param ratingLabel The Rating Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setEquityRatingCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == equityLabel || null == ratingLabel) return false;
_mapEquityRatingCorrelation.put (equityLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Equity and the Repo Latent States
*
* @param equityLabel The Equity Latent State Label
* @param repoLabel The Repo Latent State Label
*
* @return The Correlation Surface between the Equity and the Repo Latent States
*/
public org.drip.function.definition.R1ToR1 equityRepoCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.RepoLabel repoLabel)
{
if (null == equityLabel || null == repoLabel) return null;
java.lang.String strCode = equityLabel.fullyQualifiedName() + "@#" + repoLabel.fullyQualifiedName();
return _mapEquityRepoCorrelation.containsKey (strCode) ? _mapEquityRepoCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Equity and the Repo Latent States
*
* @param equityLabel The Equity Latent State Label
* @param repoLabel The Repo Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setEquityRepoCorrelation (
final org.drip.state.identifier.EntityEquityLabel equityLabel,
final org.drip.state.identifier.RepoLabel repoLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == equityLabel || null == repoLabel) return false;
_mapEquityRepoCorrelation.put (equityLabel.fullyQualifiedName() + "@#" +
repoLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Forward and the Funding Latent States
*
* @param forwardLabel The Forward Latent State Label
* @param fundingLabel The Funding Latent State Label
*
* @return The Correlation Surface between the Forward and the Funding Latent States
*/
public org.drip.function.definition.R1ToR1 forwardFundingCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.FundingLabel fundingLabel)
{
if (null == forwardLabel || null == fundingLabel) return null;
java.lang.String strCode = forwardLabel.fullyQualifiedName() + "@#" +
fundingLabel.fullyQualifiedName();
return _mapForwardFundingCorrelation.containsKey (strCode) ?
_mapForwardFundingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Forward and the Funding Latent States
*
* @param forwardLabel The Forward Curve Latent State Label
* @param fundingLabel The Funding Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setForwardFundingCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == forwardLabel || null == fundingLabel || null == auCorrelation) return false;
_mapForwardFundingCorrelation.put (forwardLabel.fullyQualifiedName() + "@#" +
fundingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Forward and the FX Latent State Labels
*
* @param forwardLabel The Forward Curve Latent State Label
* @param fxLabel The FX Latent State Label
*
* @return The Correlation Surface between the Forward and the FX Latent State Labels
*/
public org.drip.function.definition.R1ToR1 forwardFXCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.FXLabel fxLabel)
{
if (null == forwardLabel || null == fxLabel) return null;
java.lang.String strCode = forwardLabel.fullyQualifiedName() + "@#" + fxLabel.fullyQualifiedName();
return _mapForwardFXCorrelation.containsKey (strCode) ? _mapForwardFXCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Forward and the FX Latent State Labels
*
* @param forwardLabel The Forward Curve Latent State Label
* @param fxLabel The FX Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setForwardFXCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == forwardLabel || null == fxLabel || null == auCorrelation) return false;
_mapForwardFXCorrelation.get (forwardLabel.fullyQualifiedName() + "@#" +
fxLabel.fullyQualifiedName());
return true;
}
/**
* Retrieve the Correlation Surface between the Forward and the Govvie Latent States
*
* @param forwardLabel The Forward Curve Latent State Label
* @param govvieLabel The Govvie Latent State Label
*
* @return The Correlation Surface between the Forward and the Govvie Latent States
*/
public org.drip.function.definition.R1ToR1 forwardGovvieCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.GovvieLabel govvieLabel)
{
if (null == forwardLabel || null == govvieLabel) return null;
java.lang.String strCode = forwardLabel.fullyQualifiedName() + "@#" +
govvieLabel.fullyQualifiedName();
return _mapForwardGovvieCorrelation.containsKey (strCode) ?
_mapForwardGovvieCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Forward and the Govvie Latent States
*
* @param forwardLabel The Forward Curve Latent State Label
* @param govvieLabel The Govvie Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setForwardGovvieCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == forwardLabel || null == govvieLabel || null == auCorrelation) return false;
_mapForwardGovvieCorrelation.put (forwardLabel.fullyQualifiedName() + "@#" +
govvieLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Forward and the Overnight Latent States
*
* @param forwardLabel The Forward Latent State Label
* @param overnightLabel The Overnight Latent State Label
*
* @return The Correlation Surface between the Forward and the Overnight Latent States
*/
public org.drip.function.definition.R1ToR1 forwardOvernightCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.OvernightLabel overnightLabel)
{
if (null == forwardLabel || null == overnightLabel) return null;
java.lang.String strCode = forwardLabel.fullyQualifiedName() + "@#" +
overnightLabel.fullyQualifiedName();
return _mapForwardOvernightCorrelation.containsKey (strCode) ?
_mapForwardOvernightCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Forward and the Overnight Latent States
*
* @param forwardLabel The Forward Curve Latent State Label
* @param overnightLabel The Overnight Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setForwardOvernightCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == forwardLabel || null == overnightLabel || null == auCorrelation) return false;
_mapForwardOvernightCorrelation.put (forwardLabel.fullyQualifiedName() + "@#" +
overnightLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Forward and the Pay-down Latent States
*
* @param forwardLabel The Forward Curve Latent State Label
* @param paydownLabel The Pay-down Latent State Label
*
* @return The Correlation Surface between the Forward and the Pay-down Latent States
*/
public org.drip.function.definition.R1ToR1 forwardPaydownCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel)
{
if (null == forwardLabel || null == paydownLabel) return null;
java.lang.String strCode = forwardLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName();
return _mapForwardPaydownCorrelation.containsKey (strCode) ?
_mapForwardPaydownCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Forward and the Pay-down Latent States
*
* @param forwardLabel The Forward Curve Latent State Label
* @param paydownLabel The Pay-down Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setForwardPaydownCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == forwardLabel || null == paydownLabel || null == auCorrelation) return false;
_mapForwardPaydownCorrelation.put (forwardLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Forward and the Rating Latent States
*
* @param forwardLabel The Forward Curve Latent State Label
* @param ratingLabel The Rating Latent State Label
*
* @return The Correlation Surface between the Forward and the Rating Latent States
*/
public org.drip.function.definition.R1ToR1 forwardRatingCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.RatingLabel ratingLabel)
{
if (null == forwardLabel || null == ratingLabel) return null;
java.lang.String strCode = forwardLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName();
return _mapForwardRatingCorrelation.containsKey (strCode) ?
_mapForwardRatingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Forward and the Rating Latent States
*
* @param forwardLabel The Forward Curve Latent State Label
* @param ratingLabel The Rating Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setForwardRatingCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == forwardLabel || null == ratingLabel || null == auCorrelation) return false;
_mapForwardRatingCorrelation.put (forwardLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Forward and the Recovery Latent States
*
* @param forwardLabel The Forward Curve Latent State Label
* @param recoveryLabel The Recovery Latent State Label
*
* @return The Correlation Surface between the Forward and the Recovery Latent States
*/
public org.drip.function.definition.R1ToR1 forwardRecoveryCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel)
{
if (null == forwardLabel || null == recoveryLabel) return null;
java.lang.String strCode = forwardLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName();
return _mapForwardRecoveryCorrelation.containsKey (strCode) ?
_mapForwardRecoveryCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Forward and the Recovery Latent States
*
* @param forwardLabel The Forward Curve Latent State Label
* @param recoveryLabel The Recovery Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setForwardRecoveryCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == forwardLabel || null == recoveryLabel || null == auCorrelation) return false;
_mapForwardRecoveryCorrelation.put (forwardLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Forward and the Repo Latent States
*
* @param forwardLabel The Forward Curve Latent State Label
* @param repoLabel The Repo Latent State Label
*
* @return The Correlation Surface between the Forward and the Repo Latent States
*/
public org.drip.function.definition.R1ToR1 forwardRepoCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.RepoLabel repoLabel)
{
if (null == forwardLabel || null == repoLabel) return null;
java.lang.String strCode = forwardLabel.fullyQualifiedName() + "@#" + repoLabel.fullyQualifiedName();
return _mapForwardRepoCorrelation.containsKey (strCode) ?
_mapForwardRepoCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Forward and the Repo Latent States
*
* @param forwardLabel The Forward Curve Latent State Label
* @param repoLabel The Repo Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setForwardRepoCorrelation (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final org.drip.state.identifier.RepoLabel repoLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == forwardLabel || null == repoLabel || null == auCorrelation) return false;
_mapForwardRepoCorrelation.put (forwardLabel.fullyQualifiedName() + "@#" +
repoLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Funding and the FX Latent States
*
* @param fundingLabel The Funding Latent State Label
* @param fxLabel The FX Latent State Label
*
* @return The Correlation Surface between the Funding and the FX Latent States
*/
public org.drip.function.definition.R1ToR1 fundingFXCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.state.identifier.FXLabel fxLabel)
{
if (null == fundingLabel || null == fxLabel) return null;
java.lang.String strCode = fundingLabel.fullyQualifiedName() + "@#" + fxLabel.fullyQualifiedName();
return _mapFundingFXCorrelation.containsKey (strCode) ? _mapFundingFXCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Funding and the FX Latent States
*
* @param fundingLabel The Funding Latent State Label
* @param fxLabel The FX Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFundingFXCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fundingLabel || null == fxLabel || null == auCorrelation) return false;
_mapFundingFXCorrelation.put (fundingLabel.fullyQualifiedName() + "@#" +
fxLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Funding and the Govvie Latent States
*
* @param fundingLabel The Funding Latent State Label
* @param govvieLabel The Govvie Latent State Label
*
* @return The Correlation Surface between the Funding and the Govvie Latent States
*/
public org.drip.function.definition.R1ToR1 fundingGovvieCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.state.identifier.GovvieLabel govvieLabel)
{
if (null == fundingLabel || null == govvieLabel) return null;
java.lang.String strCode = fundingLabel.fullyQualifiedName() + "@#" +
govvieLabel.fullyQualifiedName();
return _mapFundingGovvieCorrelation.containsKey (strCode) ?
_mapFundingGovvieCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Funding and the Govvie Latent States
*
* @param fundingLabel The Funding Latent State Label
* @param govvieLabel The Govvie Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFundingGovvieCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fundingLabel || null == govvieLabel || null == auCorrelation) return false;
_mapFundingGovvieCorrelation.put (fundingLabel.fullyQualifiedName() + "@#" +
govvieLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Funding and the Overnight Latent States
*
* @param fundingLabel The Funding Latent State Label
* @param overnightLabel The Overnight Latent State Label
*
* @return The Correlation Surface between the Funding and the Overnight Latent States
*/
public org.drip.function.definition.R1ToR1 fundingOvernightCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.state.identifier.OvernightLabel overnightLabel)
{
if (null == fundingLabel || null == overnightLabel) return null;
java.lang.String strCode = fundingLabel.fullyQualifiedName() + "@#" +
overnightLabel.fullyQualifiedName();
return _mapFundingOvernightCorrelation.containsKey (strCode) ?
_mapFundingOvernightCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Funding and the Overnight Latent States
*
* @param fundingLabel The Funding Latent State Label
* @param overnightLabel The Overnight Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFundingOvernightCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fundingLabel || null == overnightLabel || null == auCorrelation) return false;
_mapFundingOvernightCorrelation.put (fundingLabel.fullyQualifiedName() + "@#" +
overnightLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Funding and the Pay-down Latent States
*
* @param fundingLabel The Funding Latent State Label
* @param paydownLabel The Pay-down Latent State Label
*
* @return The Correlation Surface between the Funding and the Pay-down Latent States
*/
public org.drip.function.definition.R1ToR1 fundingPaydownCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel)
{
if (null == fundingLabel || null == paydownLabel) return null;
java.lang.String strCode = fundingLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName();
return _mapFundingPaydownCorrelation.containsKey (strCode) ?
_mapFundingPaydownCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Funding and the Pay-down Latent States
*
* @param fundingLabel The Funding Latent State Label
* @param paydownLabel The Pay-down Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFundingPaydownCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fundingLabel || null == paydownLabel || null == auCorrelation) return false;
_mapFundingPaydownCorrelation.put (fundingLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Funding and the Rating Latent States
*
* @param fundingLabel The Funding Latent State Label
* @param ratingLabel The Rating Latent State Label
*
* @return The Correlation Surface between the Funding and the Rating Latent States
*/
public org.drip.function.definition.R1ToR1 fundingRatingCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.state.identifier.RatingLabel ratingLabel)
{
if (null == fundingLabel || null == ratingLabel) return null;
java.lang.String strCode = fundingLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName();
return _mapFundingRatingCorrelation.containsKey (strCode) ?
_mapFundingRatingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Funding and the Rating Latent States
*
* @param fundingLabel The Funding Latent State Label
* @param ratingLabel The Rating Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFundingRecoveryCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fundingLabel || null == ratingLabel || null == auCorrelation) return false;
_mapFundingRatingCorrelation.put (fundingLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Funding and the Recovery Latent States
*
* @param fundingLabel The Funding Latent State Label
* @param recoveryLabel The Recovery Latent State Label
*
* @return The Correlation Surface between the Funding and the Recovery Latent States
*/
public org.drip.function.definition.R1ToR1 fundingRecoveryCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel)
{
if (null == fundingLabel || null == recoveryLabel) return null;
java.lang.String strCode = fundingLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName();
return _mapFundingRecoveryCorrelation.containsKey (strCode) ?
_mapFundingRecoveryCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Funding and the Recovery Latent States
*
* @param fundingLabel The Funding Latent State Label
* @param recoveryLabel The Recovery Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFundingRecoveryCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fundingLabel || null == recoveryLabel || null == auCorrelation) return false;
_mapFundingRecoveryCorrelation.put (fundingLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface between the Funding and the Repo Latent States
*
* @param fundingLabel The Funding Latent State Label
* @param repoLabel The Repo Latent State Label
*
* @return The Correlation Surface between the Funding and the Repo Latent States
*/
public org.drip.function.definition.R1ToR1 fundingRepoCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.state.identifier.RepoLabel repoLabel)
{
if (null == fundingLabel || null == repoLabel) return null;
java.lang.String strCode = fundingLabel.fullyQualifiedName() + "@#" + repoLabel.fullyQualifiedName();
return _mapFundingRepoCorrelation.containsKey (strCode) ?
_mapFundingRepoCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface between the Funding and the Repo Latent States
*
* @param fundingLabel The Funding Latent State Label
* @param repoLabel The Repo Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFundingRepoCorrelation (
final org.drip.state.identifier.FundingLabel fundingLabel,
final org.drip.state.identifier.RepoLabel repoLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fundingLabel || null == repoLabel || null == auCorrelation) return false;
_mapFundingRepoCorrelation.put (fundingLabel.fullyQualifiedName() + "@#" +
repoLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified FX and the Govvie Latent States
*
* @param fxLabel The FX Latent State Label
* @param govvieLabel The Govvie Latent State Label
*
* @return The Correlation Surface for the specified FX and the Govvie Latent States
*/
public org.drip.function.definition.R1ToR1 fxGovvieCorrelation (
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.state.identifier.GovvieLabel govvieLabel)
{
if (null == fxLabel || null == govvieLabel) return null;
java.lang.String strCode = fxLabel.fullyQualifiedName() + "@#" + govvieLabel.fullyQualifiedName();
return _mapFXGovvieCorrelation.containsKey (strCode) ? _mapFXGovvieCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified FX and the Govvie Latent States
*
* @param fxLabel The FX Latent State Label
* @param govvieLabel The Govvie Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFXGovvieCorrelation (
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fxLabel || null == govvieLabel || null == auCorrelation) return false;
_mapFXGovvieCorrelation.put (fxLabel.fullyQualifiedName() + "@#" +
govvieLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified FX and the Overnight Latent States
*
* @param fxLabel The FX Latent State Label
* @param overnightLabel The Overnight Latent State Label
*
* @return The Correlation Surface for the specified FX and the Overnight Latent States
*/
public org.drip.function.definition.R1ToR1 fxOvernightCorrelation (
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.state.identifier.OvernightLabel overnightLabel)
{
if (null == fxLabel || null == overnightLabel) return null;
java.lang.String strCode = fxLabel.fullyQualifiedName() + "@#" + overnightLabel.fullyQualifiedName();
return _mapFXOvernightCorrelation.containsKey (strCode) ?
_mapFXOvernightCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified FX and the Overnight Latent States
*
* @param fxLabel The FX Latent State Label
* @param overnightLabel The Overnight Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFXOvernightCorrelation (
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fxLabel || null == overnightLabel || null == auCorrelation) return false;
_mapFXOvernightCorrelation.put (fxLabel.fullyQualifiedName() + "@#" +
overnightLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified FX and the Pay-down Latent States
*
* @param fxLabel The FX Latent State Label
* @param paydownLabel The Pay-down Latent State Label
*
* @return The Correlation Surface for the specified FX and the Pay-down Latent States
*/
public org.drip.function.definition.R1ToR1 fxPaydownCorrelation (
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel)
{
if (null == fxLabel || null == paydownLabel) return null;
java.lang.String strCode = fxLabel.fullyQualifiedName() + "@#" + paydownLabel.fullyQualifiedName();
return _mapFXPaydownCorrelation.containsKey (strCode) ? _mapFXPaydownCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified FX and the Pay-down Latent States
*
* @param fxLabel The FX Latent State Label
* @param paydownLabel The Pay-down Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFXPaydownCorrelation (
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fxLabel || null == paydownLabel || null == auCorrelation) return false;
_mapFXPaydownCorrelation.put (fxLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified FX and the Rating Latent States
*
* @param fxLabel The FX Latent State Label
* @param ratingLabel The Rating Latent State Label
*
* @return The Correlation Surface for the specified FX and the Rating Latent States
*/
public org.drip.function.definition.R1ToR1 fxRatingCorrelation (
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.state.identifier.RatingLabel ratingLabel)
{
if (null == fxLabel || null == ratingLabel) return null;
java.lang.String strCode = fxLabel.fullyQualifiedName() + "@#" + ratingLabel.fullyQualifiedName();
return _mapFXRatingCorrelation.containsKey (strCode) ? _mapFXRatingCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified FX and the Rating Latent States
*
* @param fxLabel The FX Latent State Label
* @param ratingLabel The Rating Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFXRatingCorrelation (
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fxLabel || null == ratingLabel || null == auCorrelation) return false;
_mapFXRatingCorrelation.put (fxLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified FX and the Recovery Latent States
*
* @param fxLabel The FX Latent State Label
* @param recoveryLabel The Recovery Latent State Label
*
* @return The Correlation Surface for the specified FX and the Recovery Latent States
*/
public org.drip.function.definition.R1ToR1 fxRecoveryCorrelation (
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel)
{
if (null == fxLabel || null == recoveryLabel) return null;
java.lang.String strCode = fxLabel.fullyQualifiedName() + "@#" + recoveryLabel.fullyQualifiedName();
return _mapFXRecoveryCorrelation.containsKey (strCode) ? _mapFXRecoveryCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified FX and the Recovery Latent States
*
* @param fxLabel The FX Latent State Label
* @param recoveryLabel The Recovery Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFXRecoveryCorrelation (
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fxLabel || null == recoveryLabel || null == auCorrelation) return false;
_mapFXRecoveryCorrelation.put (fxLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified FX and the Repo Latent States
*
* @param fxLabel The FX Latent State Label
* @param repoLabel The Repo Latent State Label
*
* @return The Correlation Surface for the specified FX and the Repo Latent States
*/
public org.drip.function.definition.R1ToR1 fxRepoCorrelation (
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.state.identifier.RepoLabel repoLabel)
{
if (null == fxLabel || null == repoLabel) return null;
java.lang.String strCode = fxLabel.fullyQualifiedName() + "@#" + repoLabel.fullyQualifiedName();
return _mapFXRepoCorrelation.containsKey (strCode) ? _mapFXRepoCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified FX and the Repo Latent States
*
* @param fxLabel The FX Latent State Label
* @param repoLabel The Repo Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setFXRepoCorrelation (
final org.drip.state.identifier.FXLabel fxLabel,
final org.drip.state.identifier.RepoLabel repoLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == fxLabel || null == repoLabel || null == auCorrelation) return false;
_mapFXRepoCorrelation.put (fxLabel.fullyQualifiedName() + "@#" +
repoLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* (Re)-set the Correlation Surface for the specified Govvie and the Overnight Latent States
*
* @param govvieLabel The Govvie Latent State Label
* @param overnightLabel The Overnight Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setGovvieOvernightCorrelation (
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == govvieLabel || null == overnightLabel || null == auCorrelation) return false;
_mapGovvieOvernightCorrelation.put (govvieLabel.fullyQualifiedName() + "@#" +
overnightLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Govvie and the Overnight Latent States
*
* @param govvieLabel The Govvie Latent State Label
* @param overnightLabel The Overnight Latent State Label
*
* @return The Correlation Surface for the specified Govvie and the Overnight Latent States
*/
public org.drip.function.definition.R1ToR1 govvieOvernightCorrelation (
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.state.identifier.OvernightLabel overnightLabel)
{
if (null == govvieLabel || null == overnightLabel) return null;
java.lang.String strCode = govvieLabel.fullyQualifiedName() + "@#" +
overnightLabel.fullyQualifiedName();
return _mapGovvieOvernightCorrelation.containsKey (strCode) ?
_mapGovvieOvernightCorrelation.get (strCode) : null;
}
/**
* Retrieve the Correlation Surface for the specified Govvie and the Pay-down Latent States
*
* @param govvieLabel The Govvie Latent State Label
* @param paydownLabel The Pay-down Latent State Label
*
* @return The Correlation Surface for the specified Govvie and the Pay-down Latent States
*/
public org.drip.function.definition.R1ToR1 govviePaydownCorrelation (
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel)
{
if (null == govvieLabel || null == paydownLabel) return null;
java.lang.String strCode = govvieLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName();
return _mapGovviePaydownCorrelation.containsKey (strCode) ?
_mapGovviePaydownCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Govvie and the Pay-down Latent States
*
* @param govvieLabel The Govvie Latent State Label
* @param paydownLabel The Pay-down Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setGovviePaydownCorrelation (
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == govvieLabel || null == paydownLabel || null == auCorrelation) return false;
_mapGovviePaydownCorrelation.put (govvieLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Govvie and the Rating Latent States
*
* @param govvieLabel The Govvie Latent State Label
* @param ratingLabel The Rating Latent State Label
*
* @return The Correlation Surface for the specified Govvie and the Rating Latent States
*/
public org.drip.function.definition.R1ToR1 govvieRecoveryCorrelation (
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.state.identifier.RatingLabel ratingLabel)
{
if (null == govvieLabel || null == ratingLabel) return null;
java.lang.String strCode = govvieLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName();
return _mapGovvieRecoveryCorrelation.containsKey (strCode) ?
_mapGovvieRecoveryCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Govvie and the Rating Latent States
*
* @param govvieLabel The Govvie Latent State Label
* @param ratingLabel The Rating Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setGovvieRatingCorrelation (
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == govvieLabel || null == ratingLabel || null == auCorrelation) return false;
_mapGovvieRatingCorrelation.put (govvieLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Govvie and the Recovery Latent States
*
* @param govvieLabel The Govvie Latent State Label
* @param recoveryLabel The Recovery Latent State Label
*
* @return The Correlation Surface for the specified Govvie and the Recovery Latent States
*/
public org.drip.function.definition.R1ToR1 govvieRecoveryCorrelation (
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel)
{
if (null == govvieLabel || null == recoveryLabel) return null;
java.lang.String strCode = govvieLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName();
return _mapGovvieRecoveryCorrelation.containsKey (strCode) ?
_mapGovvieRecoveryCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Govvie and the Recovery Latent States
*
* @param govvieLabel The Govvie Latent State Label
* @param recoveryLabel The Recovery Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setGovvieRecoveryCorrelation (
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == govvieLabel || null == recoveryLabel || null == auCorrelation) return false;
_mapGovvieRecoveryCorrelation.put (govvieLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Govvie and the Repo Latent States
*
* @param govvieLabel The Govvie Latent State Label
* @param repoLabel The Repo Latent State Label
*
* @return The Correlation Surface for the specified Govvie and the Repo Latent States
*/
public org.drip.function.definition.R1ToR1 govvieRepoCorrelation (
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.state.identifier.RepoLabel repoLabel)
{
if (null == govvieLabel || null == repoLabel) return null;
java.lang.String strCode = govvieLabel.fullyQualifiedName() + "@#" + repoLabel.fullyQualifiedName();
return _mapGovvieRepoCorrelation.containsKey (strCode) ? _mapGovvieRepoCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Govvie and the Repo Latent States
*
* @param govvieLabel The Govvie Latent State Label
* @param repoLabel The Repo Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setGovvieRepoCorrelation (
final org.drip.state.identifier.GovvieLabel govvieLabel,
final org.drip.state.identifier.RepoLabel repoLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == govvieLabel || null == repoLabel || null == auCorrelation) return false;
_mapGovvieRepoCorrelation.put (govvieLabel.fullyQualifiedName() + "@#" +
repoLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Overnight and the Pay-down Latent States
*
* @param overnightLabel The Overnight Latent State Label
* @param paydownLabel The Pay-down Latent State Label
*
* @return The Correlation Surface for the specified Overnight and the Pay-down Latent States
*/
public org.drip.function.definition.R1ToR1 overnightPaydownCorrelation (
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel)
{
if (null == overnightLabel || null == paydownLabel) return null;
java.lang.String strCode = overnightLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName();
return _mapOvernightPaydownCorrelation.containsKey (strCode) ?
_mapOvernightPaydownCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Overnight and the Pay-down Latent States
*
* @param overnightLabel The Overnight Latent State Label
* @param paydownLabel The Pay-down Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setOvernightPaydownCorrelation (
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == overnightLabel || null == paydownLabel || null == auCorrelation) return false;
_mapOvernightPaydownCorrelation.put (overnightLabel.fullyQualifiedName() + "@#" +
paydownLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Overnight and the Rating Latent States
*
* @param overnightLabel The Overnight Latent State Label
* @param ratingLabel The Rating Latent State Label
*
* @return The Correlation Surface for the specified Overnight and the Rating Latent States
*/
public org.drip.function.definition.R1ToR1 overnightRatingCorrelation (
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.state.identifier.RatingLabel ratingLabel)
{
if (null == overnightLabel || null == ratingLabel) return null;
java.lang.String strCode = overnightLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName();
return _mapOvernightRatingCorrelation.containsKey (strCode) ?
_mapOvernightRatingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Overnight and the Rating Latent States
*
* @param overnightLabel The Overnight Latent State Label
* @param ratingLabel The Rating Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setOvernightRatingCorrelation (
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == overnightLabel || null == ratingLabel || null == auCorrelation) return false;
_mapOvernightRatingCorrelation.put (overnightLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Overnight and the Recovery Latent States
*
* @param overnightLabel The Overnight Latent State Label
* @param recoveryLabel The Recovery Latent State Label
*
* @return The Correlation Surface for the specified Overnight and the Recovery Latent States
*/
public org.drip.function.definition.R1ToR1 overnightRecoveryCorrelation (
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel)
{
if (null == overnightLabel || null == recoveryLabel) return null;
java.lang.String strCode = overnightLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName();
return _mapOvernightRecoveryCorrelation.containsKey (strCode) ?
_mapOvernightRecoveryCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Overnight and the Recovery Latent States
*
* @param overnightLabel The Overnight Latent State Label
* @param recoveryLabel The Recovery Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setOvernightRecoveryCorrelation (
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == overnightLabel || null == recoveryLabel || null == auCorrelation) return false;
_mapOvernightRecoveryCorrelation.put (overnightLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Overnight and the Repo Latent States
*
* @param overnightLabel The Overnight Latent State Label
* @param repoLabel The Repo Latent State Label
*
* @return The Correlation Surface for the specified Overnight and the Repo Latent States
*/
public org.drip.function.definition.R1ToR1 overnightRepoCorrelation (
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.state.identifier.RepoLabel repoLabel)
{
if (null == overnightLabel || null == repoLabel) return null;
java.lang.String strCode = overnightLabel.fullyQualifiedName() + "@#" +
repoLabel.fullyQualifiedName();
return _mapOvernightRepoCorrelation.containsKey (strCode) ?
_mapOvernightRepoCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Overnight and the Repo Latent States
*
* @param overnightLabel The Overnight Latent State Label
* @param repoLabel The Repo Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setOvernightRepoCorrelation (
final org.drip.state.identifier.OvernightLabel overnightLabel,
final org.drip.state.identifier.RepoLabel repoLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == overnightLabel || null == repoLabel || null == auCorrelation) return false;
_mapOvernightRepoCorrelation.put (overnightLabel.fullyQualifiedName() + "@#" +
repoLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Pay-down and the Rating Latent States
*
* @param paydownLabel The Pay-down Latent State Label
* @param ratingLabel The Rating Latent State Label
*
* @return The Correlation Surface for the specified Pay-down and the Rating Latent States
*/
public org.drip.function.definition.R1ToR1 paydownRatingCorrelation (
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.state.identifier.RatingLabel ratingLabel)
{
if (null == paydownLabel || null == ratingLabel) return null;
java.lang.String strCode = paydownLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName();
return _mapPaydownRatingCorrelation.containsKey (strCode) ?
_mapPaydownRatingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Pay-down and the Rating Latent States
*
* @param paydownLabel The Pay-down Latent State Label
* @param ratingLabel The Rating Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setPaydownRatingCorrelation (
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == paydownLabel || null == ratingLabel || null == auCorrelation) return false;
_mapPaydownRatingCorrelation.put (paydownLabel.fullyQualifiedName() + "@#" +
ratingLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Pay-down and the Recovery Latent States
*
* @param paydownLabel The Pay-down Latent State Label
* @param recoveryLabel The Recovery Latent State Label
*
* @return The Correlation Surface for the specified Pay-down and the Recovery Latent States
*/
public org.drip.function.definition.R1ToR1 paydownRecoveryCorrelation (
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel)
{
if (null == paydownLabel || null == recoveryLabel) return null;
java.lang.String strCode = paydownLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName();
return _mapPaydownRecoveryCorrelation.containsKey (strCode) ?
_mapPaydownRecoveryCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Pay-down and the Recovery Latent States
*
* @param paydownLabel The Pay-down Latent State Label
* @param recoveryLabel The Recovery Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setPaydownRecoveryCorrelation (
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == paydownLabel || null == recoveryLabel || null == auCorrelation) return false;
_mapPaydownRecoveryCorrelation.put (paydownLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Pay-down and the Repo Latent States
*
* @param paydownLabel The Pay-down Latent State Label
* @param repoLabel The Repo Latent State Label
*
* @return The Correlation Surface for the specified Pay-down and the Repo Latent States
*/
public org.drip.function.definition.R1ToR1 paydownRepoCorrelation (
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.state.identifier.RepoLabel repoLabel)
{
if (null == paydownLabel || null == repoLabel) return null;
java.lang.String strCode = paydownLabel.fullyQualifiedName() + "@#" + repoLabel.fullyQualifiedName();
return _mapPaydownRepoCorrelation.containsKey (strCode) ?
_mapPaydownRepoCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Pay-down and the Repo Latent States
*
* @param paydownLabel The Pay-down Latent State Label
* @param repoLabel The Repo Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setPaydownRepoCorrelation (
final org.drip.state.identifier.PaydownLabel paydownLabel,
final org.drip.state.identifier.RepoLabel repoLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == paydownLabel || null == repoLabel || null == auCorrelation) return false;
_mapPaydownRepoCorrelation.put (paydownLabel.fullyQualifiedName() + "@#" +
repoLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Rating and the Rating Latent States
*
* @param ratingLabel1 The Rating Latent State Label #1
* @param ratingLabel2 The Rating Latent State Label #2
*
* @return The Correlation Surface for the specified Pair of Rating Latent States
*/
public org.drip.function.definition.R1ToR1 ratingRatingCorrelation (
final org.drip.state.identifier.RatingLabel ratingLabel1,
final org.drip.state.identifier.RatingLabel ratingLabel2)
{
if (null == ratingLabel1 || null == ratingLabel2) return null;
java.lang.String strCode = ratingLabel1.fullyQualifiedName() + "@#" +
ratingLabel2.fullyQualifiedName();
return _mapRatingRatingCorrelation.containsKey (strCode) ?
_mapRatingRatingCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Pair of Rating Latent States
*
* @param ratingLabel1 The Rating Latent State Label #1
* @param ratingLabel2 The Rating Latent State Label #2
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setRatingRatingCorrelation (
final org.drip.state.identifier.RatingLabel ratingLabel1,
final org.drip.state.identifier.RatingLabel ratingLabel2,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == ratingLabel1 || null == ratingLabel2 || null == auCorrelation) return false;
_mapRatingRatingCorrelation.put (ratingLabel1.fullyQualifiedName() + "@#" +
ratingLabel2.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Rating and Recovery Latent States
*
* @param ratingLabel The Rating Latent State Label
* @param recoveryLabel The Recovery Latent State Label
*
* @return The Correlation Surface for the specified Rating and Recovery Latent States
*/
public org.drip.function.definition.R1ToR1 ratingRecoveryCorrelation (
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel)
{
if (null == ratingLabel || null == recoveryLabel) return null;
java.lang.String strCode = ratingLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName();
return _mapRatingRecoveryCorrelation.containsKey (strCode) ?
_mapRatingRecoveryCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Rating and Recovery Latent States
*
* @param ratingLabel The Rating Latent State Label
* @param recoveryLabel The Recovery Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setRatingRecoveryCorrelation (
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == ratingLabel || null == recoveryLabel || null == auCorrelation) return false;
_mapRatingRecoveryCorrelation.put (ratingLabel.fullyQualifiedName() + "@#" +
recoveryLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Rating and Repo Latent States
*
* @param ratingLabel The Rating Latent State Label
* @param repoLabel The Repo Latent State Label
*
* @return The Correlation Surface for the specified Rating and Repo Latent States
*/
public org.drip.function.definition.R1ToR1 ratingRepoCorrelation (
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.state.identifier.RepoLabel repoLabel)
{
if (null == ratingLabel || null == repoLabel) return null;
java.lang.String strCode = ratingLabel.fullyQualifiedName() + "@#" + repoLabel.fullyQualifiedName();
return _mapRatingRepoCorrelation.containsKey (strCode) ? _mapRatingRepoCorrelation.get
(strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Rating and Repo Latent States
*
* @param ratingLabel The Rating Latent State Label
* @param repoLabel The Repo Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setRatingRepoCorrelation (
final org.drip.state.identifier.RatingLabel ratingLabel,
final org.drip.state.identifier.RepoLabel repoLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == ratingLabel || null == repoLabel || null == auCorrelation) return false;
_mapRatingRepoCorrelation.put (ratingLabel.fullyQualifiedName() + "@#" +
repoLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Correlation Surface for the specified Recovery and the Repo Latent States
*
* @param recoveryLabel The Recovery Latent State Label
* @param repoLabel The Repo Latent State Label
*
* @return The Correlation Surface for the specified Recovery and the Repo Latent States
*/
public org.drip.function.definition.R1ToR1 recoveryRepoCorrelation (
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel,
final org.drip.state.identifier.RepoLabel repoLabel)
{
if (null == recoveryLabel || null == repoLabel) return null;
java.lang.String strCode = recoveryLabel.fullyQualifiedName() + "@#" +
repoLabel.fullyQualifiedName();
return _mapRecoveryRepoCorrelation.containsKey (strCode) ?
_mapRecoveryRepoCorrelation.get (strCode) : null;
}
/**
* (Re)-set the Correlation Surface for the specified Recovery and the Repo Latent States
*
* @param recoveryLabel The Recovery Latent State Label
* @param repoLabel The Repo Latent State Label
* @param auCorrelation The Correlation Surface
*
* @return TRUE - Successfully set
*/
public boolean setRecoveryRepoCorrelation (
final org.drip.state.identifier.EntityRecoveryLabel recoveryLabel,
final org.drip.state.identifier.RepoLabel repoLabel,
final org.drip.function.definition.R1ToR1 auCorrelation)
{
if (null == recoveryLabel || null == repoLabel || null == auCorrelation) return false;
_mapRecoveryRepoCorrelation.put (recoveryLabel.fullyQualifiedName() + "@#" +
repoLabel.fullyQualifiedName(), auCorrelation);
return true;
}
/**
* Retrieve the Product Quote
*
* @param strProductCode Product Code
*
* @return Product Quote
*/
public org.drip.param.definition.ProductQuote productQuote (
final java.lang.String strProductCode)
{
if (null == strProductCode || strProductCode.isEmpty() || !_mapProductQuote.containsKey
(strProductCode))
return null;
return _mapProductQuote.get (strProductCode);
}
/**
* (Re)-set the Product Quote
*
* @param strProductCode Product Code
* @param pq Product Quote
*
* @return TRUE - Successfully set
*/
public boolean setProductQuote (
final java.lang.String strProductCode,
final org.drip.param.definition.ProductQuote pq)
{
if (null == strProductCode || strProductCode.isEmpty() || null == pq) return false;
_mapProductQuote.put (strProductCode, pq);
return true;
}
/**
* Retrieve the Full Set of Quotes
*
* @return The Full Set of Quotes
*/
public
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.param.definition.ProductQuote>
quoteMap()
{
return _mapProductQuote;
}
/**
* (Re)-set the Map of Quote
*
* @param mapQuote Map of Quotes
*
* @return TRUE - Successfully set
*/
public boolean setQuoteMap (
final org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.param.definition.ProductQuote>
mapQuote)
{
if (null == mapQuote || 0 == mapQuote.size()) return false;
for (java.util.Map.Entry<java.lang.String, org.drip.param.definition.ProductQuote> meCQ :
mapQuote.entrySet()) {
if (null == meCQ) continue;
java.lang.String strKey = meCQ.getKey();
org.drip.param.definition.ProductQuote cq = meCQ.getValue();
if (null == strKey || strKey.isEmpty() || null == cq) continue;
_mapProductQuote.put (strKey, cq);
}
return true;
}
/**
* Set the Fixing corresponding to the Date/Label Pair
*
* @param dt The Fixing Date
* @param lsl The Fixing Label
* @param dblFixing The Fixing Amount
*
* @return TRUE - Entry successfully added
*/
public boolean setFixing (
final org.drip.analytics.date.JulianDate dt,
final org.drip.state.identifier.LatentStateLabel lsl,
final double dblFixing)
{
return _lsfc.add (dt, lsl, dblFixing);
}
/**
* Set the Fixing corresponding to the Date/Label Pair
*
* @param iDate The Fixing Date
* @param lsl The Fixing Label
* @param dblFixing The Fixing Amount
*
* @return TRUE - Entry successfully added
*/
public boolean setFixing (
final int iDate,
final org.drip.state.identifier.LatentStateLabel lsl,
final double dblFixing)
{
return _lsfc.add (iDate, lsl, dblFixing);
}
/**
* Remove the Fixing corresponding to the Date/Label Pair it if exists
*
* @param dt The Fixing Date
* @param lsl The Fixing Label
*
* @return TRUE - Entry successfully removed if it existed
*/
public boolean removeFixing (
final org.drip.analytics.date.JulianDate dt,
final org.drip.state.identifier.LatentStateLabel lsl)
{
return _lsfc.remove (dt, lsl);
}
/**
* Remove the Fixing corresponding to the Date/Label Pair it if exists
*
* @param iDate The Fixing Date
* @param lsl The Fixing Label
*
* @return TRUE - Entry successfully removed if it existed
*/
public boolean removeFixing (
final int iDate,
final org.drip.state.identifier.LatentStateLabel lsl)
{
return _lsfc.remove (iDate, lsl);
}
/**
* Retrieve the Fixing for the Specified Date/LSL Combination
*
* @param dt Date
* @param lsl The Latent State Label
*
* @return The Fixing for the Specified Date/LSL Combination
*
* @throws java.lang.Exception Thrown if the Fixing cannot be found
*/
public double fixing (
final org.drip.analytics.date.JulianDate dt,
final org.drip.state.identifier.LatentStateLabel lsl)
throws java.lang.Exception
{
return _lsfc.fixing (dt, lsl);
}
/**
* Retrieve the Fixing for the Specified Date/LSL Combination
*
* @param iDate Date
* @param lsl The Latent State Label
*
* @return The Fixing for the Specified Date/LSL Combination
*
* @throws java.lang.Exception Thrown if the Fixing cannot be found
*/
public double fixing (
final int iDate,
final org.drip.state.identifier.LatentStateLabel lsl)
throws java.lang.Exception
{
return _lsfc.fixing (iDate, lsl);
}
/**
* Indicates the Availability of the Fixing for the Specified LSL Label on the specified Date
*
* @param dt The Date
* @param lsl The Label
*
* @return TRUE - The Fixing for the Specified LSL Label on the specified Date
*/
public boolean available (
final org.drip.analytics.date.JulianDate dt,
final org.drip.state.identifier.LatentStateLabel lsl)
{
return _lsfc.available (dt, lsl);
}
/**
* Indicates the Availability of the Fixing for the Specified LSL Label on the specified Date
*
* @param iDate The Date
* @param lsl The Label
*
* @return TRUE - The Fixing for the Specified LSL Label on the specified Date
*/
public boolean available (
final int iDate,
final org.drip.state.identifier.LatentStateLabel lsl)
{
return _lsfc.available (iDate, lsl);
}
/**
* Retrieve the Latent State Fixings
*
* @return The Latent State Fixings
*/
public org.drip.param.market.LatentStateFixingsContainer fixings()
{
return _lsfc;
}
/**
* Set the Latent State Fixings Container Instance
*
* @param lsfc The Latent State Fixings Container Instance
*
* @return The Latent State Fixings Container Instance successfully set
*/
public boolean setFixings (
final org.drip.param.market.LatentStateFixingsContainer lsfc)
{
_lsfc = lsfc;
return true;
}
}