EventDate.java

package org.drip.exposure.csatimeline;

/*
 * -*- 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
 * 
 *  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>EventDate</i> holds a specific Date composing BCBS/IOSCO prescribed Events Time-line occurring Margin
 * Period. The References are:
 *  
 * <br><br>
 *      <ul>
 *          <li>
 *              Andersen, L. B. G., M. Pykhtin, and A. Sokol (2017): Re-thinking Margin Period of Risk
 *                  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2902737 <b>eSSRN</b>
 *          </li>
 *          <li>
 *              Andersen, L. B. G., M. Pykhtin, and A. Sokol (2017): Credit Exposure in the Presence of
 *                  Initial Margin https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2806156 <b>eSSRN</b>
 *          </li>
 *          <li>
 *              Anfuso, F., D. Aziz, P. Giltinan, and K Loukopoulus (2017): A Sound Modeling and Back-testing
 *                  Framework for Forecasting Initial Margin Requirements
 *                  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2716279 <b>eSSRN</b>
 *          </li>
 *          <li>
 *              BCBS (2015): Margin Requirements for Non-centrally Cleared Derivatives
 *                  https://www.bis.org/bcbs/publ/d317.pdf
 *          </li>
 *          <li>
 *              Pykhtin, M. (2009): Modeling Credit Exposure for Collateralized Counter-parties <i>Journal of
 *                  Credit Risk</i> <b>5 (4)</b> 3-27
 *          </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/ExposureAnalyticsLibrary.md">Exposure Analytics</a></li>
 *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/exposure/README.md">Exposure Group Level Collateralized/Uncollateralized Exposure</a></li>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/exposure/csatimeline/README.md">Time-line of IMA/CSA Event Dates</a></li>
 *  </ul>
 * 
 * @author Lakshmi Krishnamurthy
 */

public class EventDate
{
    private java.lang.String _bcbsDesignation = "";
    private java.lang.String _aps2017Designation = "";
    private org.drip.analytics.date.JulianDate _date = null;

    /**
     * EventDate Constructor
     * 
     * @param date The CSA Event Julian Date
     * @param bcbsDesignation The BCBS IOSCO CSA Event Designation
     * @param aps2017Designation The Andersen Pykhtin Sokol (2017) CSA Event Designation
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public EventDate (
        final org.drip.analytics.date.JulianDate date,
        final java.lang.String bcbsDesignation,
        final java.lang.String aps2017Designation)
        throws java.lang.Exception
    {
        if (null == (_date = date))
        {
            throw new java.lang.Exception ("EventDate Constructor => Invalid Inputs");
        }

        _bcbsDesignation = bcbsDesignation;
        _aps2017Designation = aps2017Designation;
    }

    /**
     * Retrieve the CSA Event Julian Date
     * 
     * @return The CSA Event Julian Date
     */

    public org.drip.analytics.date.JulianDate date()
    {
        return _date;
    }

    /**
     * Retrieve the BCBS IOSCO CSA Event Designation
     * 
     * @return The BCBS IOSCO CSA Event Designation
     */

    public java.lang.String bcbsDesignation()
    {
        return _bcbsDesignation;
    }

    /**
     * Retrieve the Andersen Pykhtin Sokol (2017) CSA Event Designation
     * 
     * @return The Andersen Pykhtin Sokol (2017) CSA Event Designation
     */

    public java.lang.String aps2017Designation()
    {
        return _aps2017Designation;
    }
}