LSQMCurveIncrement.java
package org.drip.dynamics.evolution;
/*
* -*- 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
*
* 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>LSQMCurveIncrement</i> contains the Increment of the Evolving Term Structure of the Latent State
* Quantification Metrics.
*
* <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/dynamics/README.md">HJM, Hull White, LMM, and SABR Dynamic Evolution Models</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/dynamics/evolution/README.md">Latent State Evolution Edges/Vertexes</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class LSQMCurveIncrement {
private java.util.Map<java.lang.String, java.util.Map<java.lang.String, org.drip.spline.grid.Span>>
_mmIncrement = new java.util.HashMap<java.lang.String, java.util.Map<java.lang.String,
org.drip.spline.grid.Span>>();
/**
* Empty LSQMCurveIncrement Constructor
*/
public LSQMCurveIncrement()
{
}
/**
* Retrieve the Latent State Labels
*
* @return The Latent State Labels
*/
public java.util.Set<java.lang.String> latentStateLabel()
{
return _mmIncrement.keySet();
}
/**
* Indicate if Quantification Metrics are available for the specified Latent State
*
* @param lsl The Latent State Label
*
* @return TRUE - Quantification Metrics are available for the specified Latent State
*/
public boolean containsLatentState (
final org.drip.state.identifier.LatentStateLabel lsl)
{
return null == lsl ? false : _mmIncrement.containsKey (lsl.fullyQualifiedName());
}
/**
* Indicate if the Value for the specified Quantification Metric is available
*
* @param lsl The Latent State Label
* @param strQM The Quantification Metric
*
* @return TRUE - The Requested Value is available
*/
public boolean containsQM (
final org.drip.state.identifier.LatentStateLabel lsl,
final java.lang.String strQM)
{
if (null == lsl || null == strQM || strQM.isEmpty()) return false;
java.lang.String strLabel = lsl.fullyQualifiedName();
return _mmIncrement.containsKey (strLabel) && _mmIncrement.get (strLabel).containsKey (strQM);
}
/**
* Set the LSQM Increment Span
*
* @param lsl The Latent State Label
* @param strQM The Quantification Metric
* @param spanIncrement The Increment Span
*
* @return TRUE - The LSQM Increment Span successfully set
*/
public boolean setQMSpan (
final org.drip.state.identifier.LatentStateLabel lsl,
final java.lang.String strQM,
final org.drip.spline.grid.Span spanIncrement)
{
if (null == lsl || null == strQM || strQM.isEmpty() || null == spanIncrement) return false;
java.lang.String strLabel = lsl.fullyQualifiedName();
java.util.Map<java.lang.String, org.drip.spline.grid.Span> mapSpanIncrement =
_mmIncrement.containsKey (strLabel) ? _mmIncrement.get (strLabel) : new
java.util.HashMap<java.lang.String, org.drip.spline.grid.Span>();
mapSpanIncrement.put (strQM, spanIncrement);
_mmIncrement.put (strLabel, mapSpanIncrement);
return true;
}
/**
* Retrieve the specified Latent State Quantification Metric Span Increment
*
* @param lsl The Latent State Label
* @param strQM The Quantification Metric
*
* @return The Latent State Quantification Metric Span Increment
*/
public org.drip.spline.grid.Span span (
final org.drip.state.identifier.LatentStateLabel lsl,
final java.lang.String strQM)
{
if (null == lsl || null == strQM || strQM.isEmpty()) return null;
java.lang.String strLabel = lsl.fullyQualifiedName();
java.util.Map<java.lang.String, org.drip.spline.grid.Span> mapSpanIncrement = _mmIncrement.get
(strLabel);
return mapSpanIncrement.containsKey (strQM) ? mapSpanIncrement.get (strQM) : null;
}
}