LatentStateDynamicsContainer.java
package org.drip.exposure.evolver;
/*
* -*- 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>LatentStateDynamicsContainer</i> holds the Latent State Labels for a variety of Latent States and their
* Evolvers. The References are:
*
* <br><br>
* <ul>
* <li>
* Burgard, C., and M. Kjaer (2013): Funding Costs, Funding Strategies <i>Risk</i> <b>23
* (12)</b> 82-87
* </li>
* <li>
* Burgard, C., and M. Kjaer (2014): In the Balance <i>Risk</i> <b>24 (11)</b> 72-75
* </li>
* <li>
* Burgard, C., and M. Kjaer (2014): PDE Representations of Derivatives with Bilateral Counter-
* party Risk and Funding Costs <i>Journal of Credit Risk</i> <b>7 (3)</b> 1-19
* </li>
* <li>
* Gregory, J. (2009): Being Two-faced over Counter-party Credit Risk <i>Risk</i> <b>20 (2)</b>
* 86-90
* </li>
* <li>
* Piterbarg, V. (2010): Funding Beyond Discounting: Collateral Agreements and Derivatives
* Pricing <i>Risk</i> <b>21 (2)</b> 97-102
* </li>
* <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/evolver/README.md">Securities and Exposure States Evolvers</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class LatentStateDynamicsContainer
{
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _fxEvolver = null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _csaEvolver = null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _repoEvolver = null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _customEvolver = null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _govvieEvolver = null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _ratingEvolver = null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _forwardEvolver = null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _fundingEvolver = null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _payDownEvolver = null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _overnightEvolver =
null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _collateralEvolver =
null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _volatilityEvolver =
null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _otcFixFloatEvolver =
null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _entityCreditEvolver =
null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _entityEquityEvolver =
null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _entityHazardEvolver =
null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _entityFundingEvolver =
null;
private java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> _entityRecoveryEvolver
= null;
/**
* Empty LatentStateDynamicsContainer Constructor
*/
public LatentStateDynamicsContainer()
{
_fxEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_csaEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_repoEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_customEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_govvieEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_ratingEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_forwardEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_fundingEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_payDownEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_overnightEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_collateralEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_volatilityEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_otcFixFloatEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_entityCreditEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_entityEquityEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_entityHazardEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_entityFundingEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
_entityRecoveryEvolver = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.exposure.evolver.TerminalLatentState>();
}
/**
* Retrieve the Equity Evolver Map
*
* @return The Equity Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> entityEquityMap()
{
return _entityEquityEvolver;
}
/**
* Add the Entity Equity Latent State Evolver
*
* @param terminalLatentState The Equity Entity Terminal Latent State
*
* @return TRUE - The Entity Equity Latent Successfully added
*/
public boolean addEntityEquity (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_entityEquityEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Entity Equity Latent State Exists
*
* @param entityEquityLabel The Entity Equity Latent State Label
*
* @return TRUE - The Entity Equity Latent State Exists
*/
public boolean entityEquityExists (
final org.drip.state.identifier.EntityEquityLabel entityEquityLabel)
{
return null == entityEquityLabel ? false : _entityEquityEvolver.containsKey
(entityEquityLabel.fullyQualifiedName());
}
/**
* Retrieve the Entity Equity Latent State
*
* @param entityEquityLabel The Entity Equity Latent State Label
*
* @return The Entity Equity Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState entityEquity (
final org.drip.state.identifier.EntityEquityLabel entityEquityLabel)
{
return entityEquityExists (entityEquityLabel) ? _entityEquityEvolver.get
(entityEquityLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the Funding Evolver Map
*
* @return The Funding Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> fundingMap()
{
return _fundingEvolver;
}
/**
* Add the Funding Latent State Evolver
*
* @param terminalLatentState The Funding Terminal Latent State
*
* @return TRUE - The Funding Latent State Successfully added
*/
public boolean addFunding (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_fundingEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Funding Latent State Exists
*
* @param fundingLabel The Funding Latent State Label
*
* @return TRUE - The Funding Latent State Exists
*/
public boolean fundingExists (
final org.drip.state.identifier.FundingLabel fundingLabel)
{
return null == fundingLabel ? false : _fundingEvolver.containsKey
(fundingLabel.fullyQualifiedName());
}
/**
* Retrieve the Funding Latent State
*
* @param fundingLabel The Funding Latent State Label
*
* @return The Funding Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState funding (
final org.drip.state.identifier.FundingLabel fundingLabel)
{
return fundingExists (fundingLabel) ? _fundingEvolver.get (fundingLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the Govvie Evolver Map
*
* @return The Govvie Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> govvieMap()
{
return _govvieEvolver;
}
/**
* Add the Govvie Latent State Evolver
*
* @param terminalLatentState The Govvie Terminal Latent State
*
* @return TRUE - The Govvie Latent State Successfully added
*/
public boolean addGovvie (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_govvieEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Govvie Latent State Exists
*
* @param govvieLabel The Govvie Latent State Label
*
* @return TRUE - The Govvie Latent State Exists
*/
public boolean govvieExists (
final org.drip.state.identifier.GovvieLabel govvieLabel)
{
return null == govvieLabel ? false : _govvieEvolver.containsKey (govvieLabel.fullyQualifiedName());
}
/**
* Retrieve the Govvie Latent State
*
* @param govvieLabel The Govvie Latent State Label
*
* @return The Govvie Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState govvie (
final org.drip.state.identifier.GovvieLabel govvieLabel)
{
return govvieExists (govvieLabel) ? _govvieEvolver.get (govvieLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the FX Evolver Map
*
* @return The FX Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> fxMap()
{
return _fxEvolver;
}
/**
* Add the FX Latent State Evolver
*
* @param terminalLatentState The FX Terminal Latent State
*
* @return TRUE - The FX Latent State Successfully added
*/
public boolean addFX (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_fxEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the FX Latent State Exists
*
* @param fxLabel The FX Latent State Label
*
* @return TRUE - The FX Latent State Exists
*/
public boolean fxExists (
final org.drip.state.identifier.FXLabel fxLabel)
{
return null == fxLabel ? false : _fxEvolver.containsKey (fxLabel.fullyQualifiedName());
}
/**
* Retrieve the FX Latent State
*
* @param fxLabel The FX Latent State Label
*
* @return The FX Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState fx (
final org.drip.state.identifier.FXLabel fxLabel)
{
return fxExists (fxLabel) ? _fxEvolver.get (fxLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the Forward Evolver Map
*
* @return The Forward Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> forwardMap()
{
return _forwardEvolver;
}
/**
* Add the Forward Latent State Evolver
*
* @param terminalLatentState The Forward Terminal Latent State
*
* @return TRUE - The Forward Latent State Successfully added
*/
public boolean addForward (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_forwardEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Forward Latent State Exists
*
* @param forwardLabel The Forward Latent State Label
*
* @return TRUE - The Forward Latent State Exists
*/
public boolean forwardExists (
final org.drip.state.identifier.ForwardLabel forwardLabel)
{
return null == forwardLabel ? false : _forwardEvolver.containsKey
(forwardLabel.fullyQualifiedName());
}
/**
* Retrieve the Forward Latent State
*
* @param forwardLabel The Forward Latent State Label
*
* @return The Forward Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState forward (
final org.drip.state.identifier.ForwardLabel forwardLabel)
{
return forwardExists (forwardLabel) ? _forwardEvolver.get (forwardLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the OTC Fix Float Evolver Map
*
* @return The OTC Fix Float Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> otcFixFloatMap()
{
return _otcFixFloatEvolver;
}
/**
* Add the OTC Fix Float Latent State Evolver
*
* @param terminalLatentState The OTC Fix Float Terminal Latent State
*
* @return TRUE - The OTC Fix Float Latent State Successfully added
*/
public boolean addOTCFixFloat (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_otcFixFloatEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the OTC Fix Float Latent State Exists
*
* @param otcFixFloatLabel The OTC Fix Float Latent State Label
*
* @return TRUE - The OTC Fix Float Latent State Exists
*/
public boolean otcFixFloatExists (
final org.drip.state.identifier.OTCFixFloatLabel otcFixFloatLabel)
{
return null == otcFixFloatLabel ? false : _otcFixFloatEvolver.containsKey
(otcFixFloatLabel.fullyQualifiedName());
}
/**
* Retrieve the OTC Fix Float Latent State
*
* @param otcFixFloatLabel The OTC Fix Float Latent State Label
*
* @return The OTC Fix Float Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState otcFixFloat (
final org.drip.state.identifier.OTCFixFloatLabel otcFixFloatLabel)
{
return otcFixFloatExists (otcFixFloatLabel) ? _otcFixFloatEvolver.get
(otcFixFloatLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the Overnight Evolver Map
*
* @return The Overnight Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> overnightMap()
{
return _overnightEvolver;
}
/**
* Add the Overnight Latent State Evolver
*
* @param terminalLatentState The Overnight Terminal Latent State
*
* @return TRUE - The Overnight Latent State Successfully added
*/
public boolean addOvernight (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_overnightEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Overnight Latent State Exists
*
* @param overnightLabel The Overnight Latent State Label
*
* @return TRUE - The Overnight Latent State Exists
*/
public boolean overnightExists (
final org.drip.state.identifier.OvernightLabel overnightLabel)
{
return null == overnightLabel ? false : _overnightEvolver.containsKey
(overnightLabel.fullyQualifiedName());
}
/**
* Retrieve the Overnight Latent State
*
* @param overnightLabel The Overnight Latent State Label
*
* @return The Overnight Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState overnight (
final org.drip.state.identifier.OvernightLabel overnightLabel)
{
return overnightExists (overnightLabel) ? _overnightEvolver.get (overnightLabel.fullyQualifiedName())
: null;
}
/**
* Retrieve the Collateral Evolver Map
*
* @return The Collateral Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> collateralMap()
{
return _collateralEvolver;
}
/**
* Add the Collateral Latent State Evolver
*
* @param terminalLatentState The Collateral Terminal Latent State
*
* @return TRUE - The Collateral Latent State Successfully added
*/
public boolean addCollateral (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_collateralEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Collateral Latent State Exists
*
* @param collateralLabel The Collateral Latent State Label
*
* @return TRUE - The Collateral Latent State Exists
*/
public boolean collateralExists (
final org.drip.state.identifier.CollateralLabel collateralLabel)
{
return null == collateralLabel ? false : _collateralEvolver.containsKey
(collateralLabel.fullyQualifiedName());
}
/**
* Retrieve the Collateral Latent State
*
* @param collateralLabel The Collateral Latent State Label
*
* @return The Collateral Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState collateral (
final org.drip.state.identifier.CollateralLabel collateralLabel)
{
return collateralExists (collateralLabel) ? _collateralEvolver.get
(collateralLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the CSA Evolver Map
*
* @return The CSA Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> csaMap()
{
return _csaEvolver;
}
/**
* Add the CSA Latent State Evolver
*
* @param terminalLatentState The CSA Terminal Latent State
*
* @return TRUE - The CSA Latent State Successfully added
*/
public boolean addCSA (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_csaEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the CSA Latent State Exists
*
* @param csaLabel The CSA Latent State Label
*
* @return TRUE - The CSA Latent State Exists
*/
public boolean csaExists (
final org.drip.state.identifier.CSALabel csaLabel)
{
return null == csaLabel ? false : _csaEvolver.containsKey (csaLabel.fullyQualifiedName());
}
/**
* Retrieve the CSA Latent State
*
* @param csaLabel The CSA Latent State Label
*
* @return The CSA Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState csa (
final org.drip.state.identifier.CSALabel csaLabel)
{
return csaExists (csaLabel) ? _csaEvolver.get (csaLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the Entity Hazard Evolver Map
*
* @return The Entity Hazard Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> entityHazardMap()
{
return _entityHazardEvolver;
}
/**
* Add the Entity Hazard Latent State Evolver
*
* @param terminalLatentState The Entity Hazard Terminal Latent State
*
* @return TRUE - The Entity Hazard Latent State Successfully added
*/
public boolean addEntityHazard (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_entityHazardEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Entity Hazard Latent State Exists
*
* @param entityHazardLabel The Entity Hazard Latent State Label
*
* @return TRUE - The Entity Hazard Latent State Exists
*/
public boolean entityHazardExists (
final org.drip.state.identifier.EntityHazardLabel entityHazardLabel)
{
return null == entityHazardLabel ? false : _entityHazardEvolver.containsKey
(entityHazardLabel.fullyQualifiedName());
}
/**
* Retrieve the Entity Hazard Latent State
*
* @param entityHazardLabel The Entity Hazard Latent State Label
*
* @return The Entity Hazard Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState entityHazard (
final org.drip.state.identifier.EntityHazardLabel entityHazardLabel)
{
return entityHazardExists (entityHazardLabel) ? _entityHazardEvolver.get
(entityHazardLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the Entity Credit Evolver Map
*
* @return The Entity Credit Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> entityCreditMap()
{
return _entityCreditEvolver;
}
/**
* Add the Entity Credit Latent State Evolver
*
* @param terminalLatentState The Entity Credit Terminal Latent State
*
* @return TRUE - The Entity Credit Latent State Successfully added
*/
public boolean addEntityCredit (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_entityCreditEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Entity Credit Latent State Exists
*
* @param entityCreditLabel The Entity Credit Latent State Label
*
* @return TRUE - The Entity Credit Latent State Exists
*/
public boolean entityCreditExists (
final org.drip.state.identifier.EntityCDSLabel entityCreditLabel)
{
return null == entityCreditLabel ? false : _entityCreditEvolver.containsKey
(entityCreditLabel.fullyQualifiedName());
}
/**
* Retrieve the Entity Credit Latent State
*
* @param entityCreditLabel The Entity Credit Latent State Label
*
* @return The Entity Credit Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState entityCredit (
final org.drip.state.identifier.EntityCDSLabel entityCreditLabel)
{
return entityCreditExists (entityCreditLabel) ? _entityCreditEvolver.get
(entityCreditLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the Entity Recovery Evolver Map
*
* @return The Entity Recovery Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> entityRecoveryMap()
{
return _entityRecoveryEvolver;
}
/**
* Add the Entity Recovery Latent State Evolver
*
* @param terminalLatentState The Entity Recovery Terminal Latent State
*
* @return TRUE - The Entity Recovery Latent State Successfully added
*/
public boolean addEntityRecovery (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_entityRecoveryEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Entity Recovery Latent State Exists
*
* @param entityRecoveryLabel The Entity Recovery Latent State Label
*
* @return TRUE - The Entity Recovery Latent State Exists
*/
public boolean entityRecoveryExists (
final org.drip.state.identifier.EntityRecoveryLabel entityRecoveryLabel)
{
return null == entityRecoveryLabel ? false : _entityRecoveryEvolver.containsKey
(entityRecoveryLabel.fullyQualifiedName());
}
/**
* Retrieve the Entity Recovery Latent State
*
* @param entityRecoveryLabel The Entity Recovery Latent State Label
*
* @return The Entity Recovery Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState entityRecovery (
final org.drip.state.identifier.EntityRecoveryLabel entityRecoveryLabel)
{
return entityRecoveryExists (entityRecoveryLabel) ? _entityRecoveryEvolver.get
(entityRecoveryLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the Entity Funding Evolver Map
*
* @return The Entity Funding Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> entityFundingMap()
{
return _entityFundingEvolver;
}
/**
* Add the Entity Funding Latent State Evolver
*
* @param terminalLatentState The Entity Funding Terminal Latent State
*
* @return TRUE - The Entity Funding Latent State Successfully added
*/
public boolean addEntityFunding (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_entityFundingEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Entity Funding Latent State Exists
*
* @param entityFundingLabel The Entity Funding Latent State Label
*
* @return TRUE - The Entity Funding Latent State Exists
*/
public boolean entityFundingExists (
final org.drip.state.identifier.EntityFundingLabel entityFundingLabel)
{
return null == entityFundingLabel ? false : _entityFundingEvolver.containsKey
(entityFundingLabel.fullyQualifiedName());
}
/**
* Retrieve the Entity Funding Latent State
*
* @param entityFundingLabel The Entity Funding Latent State Label
*
* @return The Entity Funding Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState entityFunding (
final org.drip.state.identifier.EntityFundingLabel entityFundingLabel)
{
return entityFundingExists (entityFundingLabel) ? _entityFundingEvolver.get
(entityFundingLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the Volatility Evolver Map
*
* @return The Volatility Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> volatilityMap()
{
return _volatilityEvolver;
}
/**
* Add the Volatility Latent State Evolver
*
* @param terminalLatentState The Volatility Terminal Latent State
*
* @return TRUE - The Volatility Latent State Successfully added
*/
public boolean addVolatility (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_volatilityEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Volatility Latent State Exists
*
* @param volatilityLabel The Volatility Latent State Label
*
* @return TRUE - The Volatility Latent State Exists
*/
public boolean volatilityExists (
final org.drip.state.identifier.VolatilityLabel volatilityLabel)
{
return null == volatilityLabel ? false : _volatilityEvolver.containsKey
(volatilityLabel.fullyQualifiedName());
}
/**
* Retrieve the Volatility Latent State
*
* @param volatilityLabel The Volatility Latent State Label
*
* @return The Volatility Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState volatility (
final org.drip.state.identifier.VolatilityLabel volatilityLabel)
{
return volatilityExists (volatilityLabel) ? _volatilityEvolver.get
(volatilityLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the Ratings Evolver Map
*
* @return The Ratings Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> ratingMap()
{
return _ratingEvolver;
}
/**
* Add the Rating Latent State Evolver
*
* @param terminalLatentState The Rating Terminal Latent State
*
* @return TRUE - The Rating Latent State Successfully added
*/
public boolean addRating (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_ratingEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Rating Latent State Exists
*
* @param ratingLabel The Rating Latent State Label
*
* @return TRUE - The Rating Latent State Exists
*/
public boolean ratingExists (
final org.drip.state.identifier.RatingLabel ratingLabel)
{
return null == ratingLabel ? false : _ratingEvolver.containsKey (ratingLabel.fullyQualifiedName());
}
/**
* Retrieve the Rating Latent State
*
* @param ratingLabel The Rating Latent State Label
*
* @return The Rating Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState rating (
final org.drip.state.identifier.RatingLabel ratingLabel)
{
return ratingExists (ratingLabel) ? _ratingEvolver.get (ratingLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the Repo Evolver Map
*
* @return The Repo Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> repoMap()
{
return _repoEvolver;
}
/**
* Add the Repo Latent State Evolver
*
* @param terminalLatentState The Repo Terminal Latent State
*
* @return TRUE - The Repo Latent State Successfully added
*/
public boolean addRepo (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_repoEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Repo Latent State Exists
*
* @param repoLabel The Repo Latent State Label
*
* @return TRUE - The Repo Latent State Exists
*/
public boolean repoExists (
final org.drip.state.identifier.RepoLabel repoLabel)
{
return null == repoLabel ? false : _repoEvolver.containsKey (repoLabel.fullyQualifiedName());
}
/**
* Retrieve the Repo Latent State
*
* @param repoLabel The Repo Latent State Label
*
* @return The Repo Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState repo (
final org.drip.state.identifier.RepoLabel repoLabel)
{
return repoExists (repoLabel) ? _repoEvolver.get (repoLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the Pay Down Evolver Map
*
* @return The Pay Down Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> payDownMap()
{
return _payDownEvolver;
}
/**
* Add the Pay Down Latent State Evolver
*
* @param terminalLatentState The Pay Down Terminal Latent State
*
* @return TRUE - The Repo Latent State Successfully added
*/
public boolean addPayDown (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_payDownEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Pay Down Latent State Exists
*
* @param payDownLabel The Pay Down Latent State Label
*
* @return TRUE - The Pay Down Latent State Exists
*/
public boolean payDownExists (
final org.drip.state.identifier.PaydownLabel payDownLabel)
{
return null == payDownLabel ? false : _payDownEvolver.containsKey
(payDownLabel.fullyQualifiedName());
}
/**
* Retrieve the Pay Down Latent State
*
* @param payDownLabel The Pay Down Latent State Label
*
* @return The Pay Down Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState payDown (
final org.drip.state.identifier.PaydownLabel payDownLabel)
{
return payDownExists (payDownLabel) ? _payDownEvolver.get (payDownLabel.fullyQualifiedName()) : null;
}
/**
* Retrieve the Custom Evolver Map
*
* @return The Custom Evolver Map
*/
public java.util.Map<java.lang.String, org.drip.exposure.evolver.TerminalLatentState> customMap()
{
return _customEvolver;
}
/**
* Add the Custom Latent State Evolver
*
* @param terminalLatentState The Custom Terminal Latent State
*
* @return TRUE - The Custom Latent State Successfully added
*/
public boolean addCustom (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
_customEvolver.put (
terminalLatentState.label().fullyQualifiedName(),
terminalLatentState
);
return true;
}
/**
* Indicate if the Custom Latent State Exists
*
* @param customLabel The Custom Latent State Label
*
* @return TRUE - The Custom Latent State Exists
*/
public boolean customExists (
final org.drip.state.identifier.CustomLabel customLabel)
{
return null == customLabel ? false : _customEvolver.containsKey (customLabel.fullyQualifiedName());
}
/**
* Retrieve the Custom Latent State
*
* @param customLabel The Custom Latent State Label
*
* @return The Custom Latent State
*/
public org.drip.exposure.evolver.TerminalLatentState custom (
final org.drip.state.identifier.CustomLabel customLabel)
{
return customExists (customLabel) ? _customEvolver.get (customLabel.fullyQualifiedName()) : null;
}
/**
* Add the Terminal Latent State
*
* @param terminalLatentState The Terminal Latent State
*
* @return TRUE - The Terminal Latent State Successfully added
*/
public boolean addTerminalLatentState (
final org.drip.exposure.evolver.TerminalLatentState terminalLatentState)
{
if (null == terminalLatentState)
{
return false;
}
org.drip.state.identifier.LatentStateLabel label = terminalLatentState.label();
if (label instanceof org.drip.state.identifier.EntityEquityLabel)
{
return addEntityEquity (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.FundingLabel)
{
return addFunding (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.GovvieLabel)
{
return addGovvie (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.FXLabel)
{
return addFX (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.ForwardLabel)
{
return addForward (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.OTCFixFloatLabel)
{
return addOTCFixFloat (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.OvernightLabel)
{
return addOvernight (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.CollateralLabel)
{
return addCollateral (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.CSALabel)
{
return addCSA (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.EntityHazardLabel)
{
return addEntityHazard (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.EntityRecoveryLabel)
{
return addEntityRecovery (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.EntityFundingLabel)
{
return addEntityFunding (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.EntityCDSLabel)
{
return addEntityCredit (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.VolatilityLabel)
{
return addVolatility (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.RatingLabel)
{
return addRating (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.RepoLabel)
{
return addRepo (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.PaydownLabel)
{
return addPayDown (terminalLatentState);
}
if (label instanceof org.drip.state.identifier.CustomLabel)
{
return addCustom (terminalLatentState);
}
return false;
}
/**
* Indicate if the Label exists
*
* @param label The Latent State Label
*
* @return TRUE - The Latent State Label exists
*/
public boolean labelExists (
final org.drip.state.identifier.LatentStateLabel label)
{
if (null == label)
{
return false;
}
if (label instanceof org.drip.state.identifier.EntityEquityLabel)
{
return entityEquityExists ((org.drip.state.identifier.EntityEquityLabel) label);
}
if (label instanceof org.drip.state.identifier.FundingLabel)
{
return fundingExists ((org.drip.state.identifier.FundingLabel) label);
}
if (label instanceof org.drip.state.identifier.GovvieLabel)
{
return govvieExists ((org.drip.state.identifier.GovvieLabel) label);
}
if (label instanceof org.drip.state.identifier.FXLabel)
{
return fxExists((org.drip.state.identifier.FXLabel) label);
}
if (label instanceof org.drip.state.identifier.ForwardLabel)
{
return forwardExists ((org.drip.state.identifier.ForwardLabel) label);
}
if (label instanceof org.drip.state.identifier.OTCFixFloatLabel)
{
return otcFixFloatExists ((org.drip.state.identifier.OTCFixFloatLabel) label);
}
if (label instanceof org.drip.state.identifier.OvernightLabel)
{
return overnightExists ((org.drip.state.identifier.OvernightLabel) label);
}
if (label instanceof org.drip.state.identifier.CollateralLabel)
{
return collateralExists ((org.drip.state.identifier.CollateralLabel) label);
}
if (label instanceof org.drip.state.identifier.CSALabel)
{
return csaExists ((org.drip.state.identifier.CSALabel) label);
}
if (label instanceof org.drip.state.identifier.EntityHazardLabel)
{
return entityHazardExists ((org.drip.state.identifier.EntityHazardLabel) label);
}
if (label instanceof org.drip.state.identifier.EntityCDSLabel)
{
return entityCreditExists ((org.drip.state.identifier.EntityCDSLabel) label);
}
if (label instanceof org.drip.state.identifier.EntityRecoveryLabel)
{
return entityRecoveryExists ((org.drip.state.identifier.EntityRecoveryLabel) label);
}
if (label instanceof org.drip.state.identifier.EntityFundingLabel)
{
return entityFundingExists ((org.drip.state.identifier.EntityFundingLabel) label);
}
if (label instanceof org.drip.state.identifier.VolatilityLabel)
{
return volatilityExists ((org.drip.state.identifier.VolatilityLabel) label);
}
if (label instanceof org.drip.state.identifier.RatingLabel)
{
return ratingExists ((org.drip.state.identifier.RatingLabel) label);
}
if (label instanceof org.drip.state.identifier.RepoLabel)
{
return repoExists ((org.drip.state.identifier.RepoLabel) label);
}
if (label instanceof org.drip.state.identifier.PaydownLabel)
{
return payDownExists ((org.drip.state.identifier.PaydownLabel) label);
}
if (label instanceof org.drip.state.identifier.CustomLabel)
{
return customExists ((org.drip.state.identifier.CustomLabel) label);
}
return false;
}
/**
* Retrieve the Terminal Latent State corresponding to the Label
*
* @param label The Latent State Label
*
* @return The Terminal Latent State corresponding to the Label
*/
public org.drip.exposure.evolver.TerminalLatentState terminal (
final org.drip.state.identifier.LatentStateLabel label)
{
if (null == label)
{
return null;
}
if (label instanceof org.drip.state.identifier.EntityEquityLabel &&
entityEquityExists ((org.drip.state.identifier.EntityEquityLabel) label))
{
return _entityEquityEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.FundingLabel &&
fundingExists ((org.drip.state.identifier.FundingLabel) label))
{
return _fundingEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.GovvieLabel &&
govvieExists ((org.drip.state.identifier.GovvieLabel) label))
{
return _govvieEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.FXLabel &&
fxExists ((org.drip.state.identifier.FXLabel) label))
{
return _fxEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.ForwardLabel &&
forwardExists ((org.drip.state.identifier.ForwardLabel) label))
{
return _forwardEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.OTCFixFloatLabel &&
otcFixFloatExists ((org.drip.state.identifier.OTCFixFloatLabel) label))
{
return _otcFixFloatEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.OvernightLabel &&
overnightExists ((org.drip.state.identifier.OvernightLabel) label))
{
return _overnightEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.CollateralLabel &&
collateralExists ((org.drip.state.identifier.CollateralLabel) label))
{
return _collateralEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.CSALabel &&
csaExists ((org.drip.state.identifier.CSALabel) label))
{
return _csaEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.EntityHazardLabel &&
entityHazardExists ((org.drip.state.identifier.EntityHazardLabel) label))
{
return _entityHazardEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.EntityCDSLabel &&
entityCreditExists ((org.drip.state.identifier.EntityCDSLabel) label))
{
return _entityCreditEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.EntityRecoveryLabel &&
entityRecoveryExists ((org.drip.state.identifier.EntityRecoveryLabel) label))
{
return _entityRecoveryEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.EntityFundingLabel &&
entityFundingExists ((org.drip.state.identifier.EntityFundingLabel) label))
{
return _entityFundingEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.VolatilityLabel &&
volatilityExists ((org.drip.state.identifier.VolatilityLabel) label))
{
return _volatilityEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.RatingLabel &&
ratingExists ((org.drip.state.identifier.RatingLabel) label))
{
return _ratingEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.RepoLabel &&
repoExists ((org.drip.state.identifier.RepoLabel) label))
{
return _repoEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.PaydownLabel &&
payDownExists ((org.drip.state.identifier.PaydownLabel) label))
{
return _payDownEvolver.get (label.fullyQualifiedName());
}
if (label instanceof org.drip.state.identifier.CustomLabel &&
customExists ((org.drip.state.identifier.CustomLabel) label))
{
return _customEvolver.get (label.fullyQualifiedName());
}
return null;
}
}