org.drip.state.representation

Class LatentStateMergeSubStretch

java.lang.Object

org.drip.state.representation.LatentStateMergeSubStretch

public class LatentStateMergeSubStretch
extends java.lang.Object

LatentStateMergeSubStretch implements merged stretch that is common to multiple latent states. It is identified by the start/end date predictor ordinates, and the Latent State Label. Its methods provide the following functionality: - Identify if the specified predictor ordinate belongs to the sub stretch - Shift that sub stretch start/end - Identify if the this overlaps the supplied sub stretch, and coalesce them if possible - Retrieve the label, start, and end

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
LatentStateMergeSubStretch(double dblStartDate, double dblEndDate, LatentStateLabel lsl) LatentStateMergeSubStretch constructor

Method Summary

Modifier and Type	Method and Description
LatentStateMergeSubStretch	coalesce(LatentStateMergeSubStretch lsmlOther) Coalesce the supplied Merge Stretch with the current one (if possible) to create a new Merge Stretch
double	end() Retrieve the Merge Stretch End Date
boolean	in(double dblDate) Indicate whether the specified Date is "inside" the Stretch Range.
boolean	indexMatch(LatentStateMergeSubStretch lsmsOther) Indicate whether Specified Merge Stretch's Label matches with the current one
LatentStateLabel	label() Retrieve the Latent State Label
boolean	overlap(LatentStateMergeSubStretch lsmlOther) Identify if the Supplied Merge Stretch overlaps with the provided one.
boolean	shiftEnd(double dblNewEndDate) Shift/Adjust the End Date
boolean	shiftStart(double dblNewStartDate) Shift/Adjust the Start Date
double	start() Retrieve the Merge Stretch Start Date

Methods inherited from class java.lang.Object

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

Constructor Detail

LatentStateMergeSubStretch

public LatentStateMergeSubStretch(double dblStartDate,
                                  double dblEndDate,
                                  LatentStateLabel lsl)
                           throws java.lang.Exception

LatentStateMergeSubStretch constructor

Parameters:

dblStartDate - Merge Stretch Start Date

dblEndDate - Merge Stretch End Date

lsl - The Latent State Label

Throws:

java.lang.Exception - Thrown if Inputs are invalid

Method Detail

start

public double start()

Retrieve the Merge Stretch Start Date

Returns:

The Merge Stretch Start Date

shiftStart

public boolean shiftStart(double dblNewStartDate)

Shift/Adjust the Start Date

Parameters:

dblNewStartDate - The new Date to be Shifted to

Returns:

TRUE - Start Date successfully shifted

end

public double end()

Retrieve the Merge Stretch End Date

Returns:

The Merge Stretch End Date

shiftEnd

public boolean shiftEnd(double dblNewEndDate)

Shift/Adjust the End Date

Parameters:

dblNewEndDate - The new Date to be Shifted to

Returns:

TRUE - End Date successfully shifted

label

public LatentStateLabel label()

Retrieve the Latent State Label

Returns:

The Latent State Label

indexMatch

public boolean indexMatch(LatentStateMergeSubStretch lsmsOther)

Indicate whether Specified Merge Stretch's Label matches with the current one

Parameters:

lsmsOther - The Supplied Merge Stretch

Returns:

TRUE - Merge Stretches Index Match

in

public boolean in(double dblDate)

Indicate whether the specified Date is "inside" the Stretch Range.

Parameters:

dblDate - Date whose "inside"ness is asked for

Returns:

TRUE - Date is Inside

overlap

public boolean overlap(LatentStateMergeSubStretch lsmlOther)

Identify if the Supplied Merge Stretch overlaps with the provided one.

Parameters:

lsmlOther - The Supplied Merge Stretch

Returns:

TRUE - Merge Stretches Overlap

coalesce

public LatentStateMergeSubStretch coalesce(LatentStateMergeSubStretch lsmlOther)

Coalesce the supplied Merge Stretch with the current one (if possible) to create a new Merge Stretch

Parameters:

lsmlOther - The Supplied Merge Stretch

Returns:

The Coalesced Merge Stretch