PredictorScenarioSpecificationContainer.java
package org.drip.capital.shell;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 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>PredictorScenarioSpecificationContainer</i> maintains the Map of Predictors and their Scenario Stress
* Specification as well the Map of Predictors and their Categories. The References are:
*
* <br><br>
* <ul>
* <li>
* Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey
* Results and Practice https://www.bis.org/publ/cgfs24.htm
* </li>
* <li>
* Glasserman, P. (2004): <i>Monte-Carlo Methods in Financial Engineering</i> <b>Springer</b>
* </li>
* <li>
* Kupiec, P. H. (2000): Stress Tests and Risk Capital <i>Risk</i> <b>2 (4)</b> 27-39
* </li>
* </ul>
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/CapitalAnalyticsLibrary.md">Capital Analytics</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/capital/README.md">Basel Market Risk and Operational Capital</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/capital/shell/README.md">Economic Risk Capital Parameter Contexts</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class PredictorScenarioSpecificationContainer
{
private java.util.Map<java.lang.String, java.util.List<java.lang.String>>
_categoryPredictorListMap = null;
private java.util.Map<java.lang.String, org.drip.capital.systemicscenario.PredictorScenarioSpecification>
_predictorScenarioSpecificationMap = null;
/**
* Empty PredictorScenarioSpecificationContainer Constructor
*/
public PredictorScenarioSpecificationContainer()
{
}
/**
* Retrieve the Predictor Stress Scenario Specification Map
*
* @return The Predictor Stress Scenario Specification Map
*/
public java.util.Map<java.lang.String, org.drip.capital.systemicscenario.PredictorScenarioSpecification>
predictorScenarioSpecificationMap()
{
return _predictorScenarioSpecificationMap;
}
/**
* Retrieve the Map of the Categories to their corresponding Predictor Lists
*
* @return Map of the Categories to their corresponding Predictor Lists
*/
public java.util.Map<java.lang.String, java.util.List<java.lang.String>> categoryPredictorListMap()
{
return _categoryPredictorListMap;
}
/**
* Add the specified Predictor Scenario Specification
*
* @param predictorScenarioSpecification The Predictor Scenario Specification
*
* @return TRUE - The Predictor Scenario Specification successfully added
*/
public boolean addPredictorScenarioSpecification (
final org.drip.capital.systemicscenario.PredictorScenarioSpecification
predictorScenarioSpecification)
{
if (null == predictorScenarioSpecification)
{
return false;
}
java.lang.String name = predictorScenarioSpecification.name();
java.lang.String category = predictorScenarioSpecification.category();
if (null == _predictorScenarioSpecificationMap)
{
_predictorScenarioSpecificationMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.capital.systemicscenario.PredictorScenarioSpecification>();
}
_predictorScenarioSpecificationMap.put (
name,
predictorScenarioSpecification
);
if (null == _categoryPredictorListMap)
{
_categoryPredictorListMap =
new org.drip.analytics.support.CaseInsensitiveHashMap<java.util.List<java.lang.String>>();
}
if (_categoryPredictorListMap.containsKey (
category
))
{
_categoryPredictorListMap.get (
category
).add (
name
);
}
else
{
java.util.List<java.lang.String> nameList = new java.util.ArrayList<java.lang.String>();
nameList.add (
name
);
_categoryPredictorListMap.put (
category,
nameList
);
}
return true;
}
/**
* Indicate if the Predictor has a Stress Specification Available
*
* @param predictorName The Predictor
*
* @return TRUE - The Predictor has a Stress Specification Available
*/
public boolean containsPredictor (
final java.lang.String predictorName)
{
return null != predictorName && !predictorName.isEmpty() &&
null != _predictorScenarioSpecificationMap &&
_predictorScenarioSpecificationMap.containsKey (
predictorName
);
}
/**
* Indicate if the Category has Predictor(s) Available
*
* @param category The Category
*
* @return TRUE - The Category has Predictor(s) Available
*/
public boolean containsCategory (
final java.lang.String category)
{
return null != category && !category.isEmpty() && null != _categoryPredictorListMap &&
_categoryPredictorListMap.containsKey (
category
);
}
/**
* Retrieve the Predictor Scenario Specification
*
* @param predictorName The Predictor
*
* @return The Predictor Scenario Specification
*/
public org.drip.capital.systemicscenario.PredictorScenarioSpecification predictorScenarioSpecification (
final java.lang.String predictorName)
{
return containsPredictor (
predictorName
) ? _predictorScenarioSpecificationMap.get (
predictorName
) : null;
}
/**
* Retrieve the Predictors corresponding to the Category
*
* @param category The Category
*
* @return The Predictors corresponding to the Category
*/
public java.util.List<java.lang.String> predictorList (
final java.lang.String category)
{
return containsCategory (
category
) ? _categoryPredictorListMap.get (
category
) : null;
}
}