TrinomialTreeNodeMetrics.java

package org.drip.dynamics.hullwhite;

/*
 * -*- 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>TrinomialTreeNodeMetrics</i> records the Metrics associated with each Node in the Trinomial Tree
 * Evolution of the Instantaneous Short Rate using the Hull-White Model.
 *
 *  <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/hullwhite/README.md">Hull White Latent State Evolution</a></li>
 *  </ul>
 *
 * @author Lakshmi Krishnamurthy
 */

public class TrinomialTreeNodeMetrics {
    private long _lTimeIndex = -1L;
    private long _lXStochasticIndex = 0L;
    private double _dblX = java.lang.Double.NaN;
    private double _dblAlpha = java.lang.Double.NaN;

    /**
     * TrinomialTreeNodeMetrics Constructor
     * 
     * @param lTimeIndex The Tree Node's Time Index
     * @param lXStochasticIndex The Tree Node's Stochastic Index
     * @param dblX X
     * @param dblAlpha Alpha
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public TrinomialTreeNodeMetrics (
        final long lTimeIndex,
        final long lXStochasticIndex,
        final double dblX,
        final double dblAlpha)
        throws java.lang.Exception
    {
        if (0 > (_lTimeIndex = lTimeIndex) || !org.drip.numerical.common.NumberUtil.IsValid (_dblX = dblX) ||
            !org.drip.numerical.common.NumberUtil.IsValid (_dblAlpha = dblAlpha))
            throw new java.lang.Exception ("TrinomialTreeNodeMetrics ctr: Invalid Inputs");

        _lXStochasticIndex = lXStochasticIndex;
    }

    /**
     * Retrieve the Node's X
     * 
     * @return The Node's X
     */

    public double x()
    {
        return _dblX;
    }

    /**
     * Retrieve the Node's Alpha
     * 
     * @return The Node's Alpha
     */

    public double alpha()
    {
        return _dblAlpha;
    }

    /**
     * Retrieve the Node's Short Rate
     * 
     * @return The Node's Short Rate
     */

    public double shortRate()
    {
        return _dblX + _dblAlpha;
    }

    /**
     * Retrieve the Tree Node's Time Index
     * 
     * @return The Time Index
     */

    public long timeIndex()
    {
        return _lTimeIndex;
    }

    /**
     * Retrieve the Tree Node's X Stochastic Index
     * 
     * @return The Tree Node's X Stochastic Index
     */

    public long xStochasticIndex()
    {
        return _lXStochasticIndex;
    }
}