PnLSeries.java
package org.drip.capital.stress;
/*
* -*- 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>PnLSeries</i> contains the PnL Series of a Single Event. 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/stress/README.md">Economic Risk Capital Stress Event Settings</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class PnLSeries
{
private double[] _outcomeArray = null;
/**
* Construct a Single Outcome Event PnL
*
* @param outcome The PnL Outcome
*
* @return The Single Outcome Event PnL
*/
public static final PnLSeries SingleOutcome (
final double outcome)
{
try
{
return new PnLSeries (
new double[]
{
outcome
}
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct a Single Zero Outcome Event PnL
*
* @return The Single Zero Outcome Event PnL
*/
public static final PnLSeries SingleZeroOutcome()
{
return SingleOutcome (
0.
);
}
/**
* PnLSeries Constructor
*
* @param outcomeArray Array of PnL Outcomes
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public PnLSeries (
final double[] outcomeArray)
throws java.lang.Exception
{
if (null == (_outcomeArray = outcomeArray) || 0 == _outcomeArray.length ||
!org.drip.numerical.common.NumberUtil.IsValid (_outcomeArray))
{
throw new java.lang.Exception (
"PnLSeries Constructor => Invalid inputs"
);
}
}
/**
* Retrieve the Array of PnL Outcomes
*
* @return Array of PnL Outcomes
*/
public double[] outcomeArray()
{
return _outcomeArray;
}
/**
* Retrieve the Count of PnL Outcomes
*
* @return Count of PnL Outcomes
*/
public int count()
{
return _outcomeArray.length;
}
/**
* Retrieve the Composite of the Outcomes
*
* @return Composite of the Outcomes
*/
public double composite()
{
double sum = 0.;
for (double outcome : _outcomeArray)
{
sum = sum + outcome;
}
return sum / _outcomeArray.length;
}
@Override public java.lang.String toString()
{
java.lang.String representation = "[";
for (double outcome : _outcomeArray)
{
representation = representation + outcome + ",";
}
return representation + "]";
}
}