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;
- }
- }