ActActDCParams.java

  1. package org.drip.analytics.daycount;

  2. /*
  3.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  4.  */

  5. /*!
  6.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  7.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  8.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  13.  *
  14.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  15.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  16.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  17.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  18.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  19.  *      and computational support.
  20.  *  
  21.  *      https://lakshmidrip.github.io/DROP/
  22.  *  
  23.  *  DROP is composed of three modules:
  24.  *  
  25.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  26.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  27.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  28.  *
  29.  *  DROP Product Core implements libraries for the following:
  30.  *  - Fixed Income Analytics
  31.  *  - Loan Analytics
  32.  *  - Transaction Cost Analytics
  33.  *
  34.  *  DROP Portfolio Core implements libraries for the following:
  35.  *  - Asset Allocation Analytics
  36.  *  - Asset Liability Management Analytics
  37.  *  - Capital Estimation Analytics
  38.  *  - Exposure Analytics
  39.  *  - Margin Analytics
  40.  *  - XVA Analytics
  41.  *
  42.  *  DROP Computational Core implements libraries for the following:
  43.  *  - Algorithm Support
  44.  *  - Computation Support
  45.  *  - Function Analysis
  46.  *  - Model Validation
  47.  *  - Numerical Analysis
  48.  *  - Numerical Optimizer
  49.  *  - Spline Builder
  50.  *  - Statistical Learning
  51.  *
  52.  *  Documentation for DROP is Spread Over:
  53.  *
  54.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  55.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  56.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  57.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  58.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  59.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  60.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  61.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  62.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  63.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  64.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  65.  *
  66.  *  Licensed under the Apache License, Version 2.0 (the "License");
  67.  *      you may not use this file except in compliance with the License.
  68.  *  
  69.  *  You may obtain a copy of the License at
  70.  *      http://www.apache.org/licenses/LICENSE-2.0
  71.  *  
  72.  *  Unless required by applicable law or agreed to in writing, software
  73.  *      distributed under the License is distributed on an "AS IS" BASIS,
  74.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  75.  *  
  76.  *  See the License for the specific language governing permissions and
  77.  *      limitations under the License.
  78.  */

  79. /**
  80.  * <i>ActActDCParams</i> contains parameters to represent Act/Act day count. It exports the following
  81.  * functionality:
  82.  *
  83.  *  <br><br>
  84.  *  <ul>
  85.  *      <li>
  86.  *          Frequency/Start/End Date Fields
  87.  *      </li>
  88.  *      <li>
  89.  *          Serialization/De-serialization to and from Byte Arrays
  90.  *      </li>
  91.  *  </ul>
  92.  *
  93.  *  <br><br>
  94.  *  <ul>
  95.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
  96.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
  97.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/analytics/README.md">Date, Cash Flow, and Cash Flow Period Measure Generation Utilities</a></li>
  98.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/analytics/daycount/README.md">Day Count Year Fraction Utilities</a></li>
  99.  *  </ul>
  100.  *
  101.  * @author Lakshmi Krishnamurthy
  102.  */

  103. public class ActActDCParams {
  104.     private int _iFreq = 0;
  105.     private int _iNumDays = -1;

  106.     /**
  107.      * Construct an ActActDCParams from the specified Frequency
  108.      *
  109.      * @param iFreq The Frequency
  110.      *
  111.      * @return The ActActDCParams Instance
  112.      */

  113.     public static final ActActDCParams FromFrequency (
  114.         final int iFreq)
  115.     {
  116.         try {
  117.             return new ActActDCParams (iFreq, (int) (365.25 / iFreq));
  118.         } catch (java.lang.Exception e) {
  119.             e.printStackTrace();
  120.         }

  121.         return null;
  122.     }

  123.     /**
  124.      * Constructs an ActActDCParams instance from the corresponding parameters
  125.      *
  126.      * @param iFreq Frequency
  127.      * @param iNumDays Number of Days in the Period
  128.      *
  129.      * @throws java.lang.Exception Thrown if inputs are invalid
  130.      */

  131.     public ActActDCParams (
  132.         final int iFreq,
  133.         final int iNumDays)
  134.         throws java.lang.Exception
  135.     {
  136.         _iFreq = iFreq;

  137.         if (0 >= (_iFreq = iFreq) || !org.drip.numerical.common.NumberUtil.IsValid (_iNumDays = iNumDays) || 0 >=
  138.             _iNumDays)
  139.             throw new java.lang.Exception ("ActActDCParams ctr: Invalid inputs");
  140.     }

  141.     /**
  142.      * Retrieve the Frequency
  143.      *
  144.      * @return The Frequency
  145.      */

  146.     public int freq()
  147.     {
  148.         return _iFreq;
  149.     }

  150.     /**
  151.      * Number of Days in the Act/Act Period
  152.      *
  153.      * @return The Number of Days in the Act/Act Period
  154.      */

  155.     public int days()
  156.     {
  157.         return _iNumDays;
  158.     }
  159. }