LatentStateVertexContainer.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>LatentStateVertexContainer</i> holds the Latent State Labels and their corresponding Vertex
* Realizations. The References are:
*
* <br><br>
* <ul>
* <li>
* Albanese, C., L. Andersen, and, S. Iabichino (2015): The FVA Puzzle: Accounting, Risk
* Management, and Collateral Trading
* https://papers.ssrn.com/sol3/paper.cfm?abstract_id_2517301 <b>eSSRN</b>
* </li>
* <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>
* 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 LatentStateVertexContainer
{
private java.util.Map<java.lang.String, java.lang.Double> _fx = null;
private java.util.Map<java.lang.String, java.lang.Double> _csa = null;
private java.util.Map<java.lang.String, java.lang.Double> _repo = null;
private java.util.Map<java.lang.String, java.lang.Double> _custom = null;
private java.util.Map<java.lang.String, java.lang.Double> _govvie = null;
private java.util.Map<java.lang.String, java.lang.Double> _rating = null;
private java.util.Map<java.lang.String, java.lang.Double> _forward = null;
private java.util.Map<java.lang.String, java.lang.Double> _funding = null;
private java.util.Map<java.lang.String, java.lang.Double> _payDown = null;
private java.util.Map<java.lang.String, java.lang.Double> _overnight = null;
private java.util.Map<java.lang.String, java.lang.Double> _collateral = null;
private java.util.Map<java.lang.String, java.lang.Double> _volatility = null;
private java.util.Map<java.lang.String, java.lang.Double> _otcFixFloat = null;
private java.util.Map<java.lang.String, java.lang.Double> _entityCredit = null;
private java.util.Map<java.lang.String, java.lang.Double> _entityEquity = null;
private java.util.Map<java.lang.String, java.lang.Double> _entityHazard = null;
private java.util.Map<java.lang.String, java.lang.Double> _entityFunding = null;
private java.util.Map<java.lang.String, java.lang.Double> _entityRecovery = null;
private java.util.List<org.drip.state.identifier.LatentStateLabel> _loadedLabelList = new
java.util.ArrayList<org.drip.state.identifier.LatentStateLabel>();
/**
* Empty LatentStateVertexContainer Constructor
*/
public LatentStateVertexContainer()
{
_fx = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_csa = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_repo = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_custom = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_govvie = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_rating = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_forward = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_funding = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_payDown = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_overnight = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_collateral = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_volatility = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_otcFixFloat = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_entityCredit = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_entityEquity = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_entityHazard = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_entityFunding = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
_entityRecovery = new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
}
/**
* Retrieve the FX Latent State Node Container
*
* @return The FX Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> fx()
{
return _fx;
}
/**
* Retrieve the CSA Latent State Node Container
*
* @return The CSA Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> csa()
{
return _csa;
}
/**
* Retrieve the Repo Latent State Node Container
*
* @return The Repo Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> repo()
{
return _repo;
}
/**
* Retrieve the Custom Latent State Node Container
*
* @return The Custom Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> custom()
{
return _custom;
}
/**
* Retrieve the Govvie Latent State Node Container
*
* @return The Govvie Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> govvie()
{
return _govvie;
}
/**
* Retrieve the Govvie Latent State Node Container
*
* @return The Govvie Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> rating()
{
return _rating;
}
/**
* Retrieve the Forward Latent State Node Container
*
* @return The Forward Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> forward()
{
return _forward;
}
/**
* Retrieve the Funding Latent State Node Container
*
* @return The Funding Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> funding()
{
return _funding;
}
/**
* Retrieve the Pay Down Latent State Node Container
*
* @return The Pay Down Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> payDown()
{
return _payDown;
}
/**
* Retrieve the Overnight Latent State Node Container
*
* @return The Overnight Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> overnight()
{
return _overnight;
}
/**
* Retrieve the Collateral Latent State Node Container
*
* @return The Collateral Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> collateral()
{
return _collateral;
}
/**
* Retrieve the Volatility Latent State Node Container
*
* @return The Volatility Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> volatility()
{
return _volatility;
}
/**
* Retrieve the OTC Fix Float Latent State Node Container
*
* @return The OTC Fix Float Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> otcFixFloat()
{
return _otcFixFloat;
}
/**
* Retrieve the Entity Credit Latent State Node Container
*
* @return The Entity Credit Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> entityCredit()
{
return _entityCredit;
}
/**
* Retrieve the Entity Equity Latent State Node Container
*
* @return The Entity Equity Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> entityEquity()
{
return _entityEquity;
}
/**
* Retrieve the Entity Hazard Latent State Node Container
*
* @return The Entity Hazard Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> entityHazard()
{
return _entityHazard;
}
/**
* Retrieve the Entity Funding Latent State Node Container
*
* @return The Entity Funding Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> entityFunding()
{
return _entityFunding;
}
/**
* Retrieve the Entity Recovery Latent State Node Container
*
* @return The Entity Recovery Latent State Node Container
*/
public java.util.Map<java.lang.String, java.lang.Double> entityRecovery()
{
return _entityRecovery;
}
/**
* Add the Labeled CSA
*
* @param csaLabel The CSA Label
* @param csa The CSA
*
* @return The Labeled CSA successfully added
*/
public boolean add (
final org.drip.state.identifier.CSALabel csaLabel,
final double csa)
{
if (null == csaLabel || !org.drip.numerical.common.NumberUtil.IsValid (csa))
{
return false;
}
_csa.put (
csaLabel.fullyQualifiedName(),
csa
);
_loadedLabelList.add (csaLabel);
return true;
}
/**
* Check Presence of Labeled CSA
*
* @param csaLabel The CSA Label
*
* @return The Labeled CSA exists
*/
public boolean exists (
final org.drip.state.identifier.CSALabel csaLabel)
{
return null != csaLabel && _csa.containsKey (csaLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled CSA
*
* @param csaLabel The CSA Label
*
* @return The Labeled CSA
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double csa (
final org.drip.state.identifier.CSALabel csaLabel)
throws java.lang.Exception
{
if (!exists (csaLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::csa => Invalid Inputs");
}
return _csa.get (csaLabel.fullyQualifiedName());
}
/**
* Add the Labeled FX
*
* @param fxLabel The FX Label
* @param fx The FX
*
* @return The Labeled FX successfully added
*/
public boolean add (
final org.drip.state.identifier.FXLabel fxLabel,
final double fx)
{
if (null == fxLabel || !org.drip.numerical.common.NumberUtil.IsValid (fx))
{
return false;
}
_fx.put (
fxLabel.fullyQualifiedName(),
fx
);
_loadedLabelList.add (fxLabel);
return true;
}
/**
* Check Presence of Labeled FX
*
* @param fxLabel The FX Label
*
* @return The Labeled FX exists
*/
public boolean exists (
final org.drip.state.identifier.FXLabel fxLabel)
{
return null != fxLabel && _fx.containsKey (fxLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled FX
*
* @param fxLabel The FX Label
*
* @return The Labeled FX
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double fx (
final org.drip.state.identifier.FXLabel fxLabel)
throws java.lang.Exception
{
if (!exists (fxLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::fx => Invalid Inputs");
}
return _fx.get (fxLabel.fullyQualifiedName());
}
/**
* Add the Labeled Repo
*
* @param repoLabel The Repo Label
* @param repo The Repo
*
* @return The Labeled Repo successfully added
*/
public boolean add (
final org.drip.state.identifier.RepoLabel repoLabel,
final double repo)
{
if (null == repoLabel || !org.drip.numerical.common.NumberUtil.IsValid (repo))
{
return false;
}
_repo.put (
repoLabel.fullyQualifiedName(),
repo
);
_loadedLabelList.add (repoLabel);
return true;
}
/**
* Check Presence of Labeled Repo
*
* @param repoLabel The Repo Label
*
* @return The Labeled Repo exists
*/
public boolean exists (
final org.drip.state.identifier.RepoLabel repoLabel)
{
return null != repoLabel && _repo.containsKey (repoLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Repo
*
* @param repoLabel The Repo Label
*
* @return The Labeled Repo
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double repo (
final org.drip.state.identifier.RepoLabel repoLabel)
throws java.lang.Exception
{
if (!exists (repoLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::repo => Invalid Inputs");
}
return _repo.get (repoLabel.fullyQualifiedName());
}
/**
* Add the Labeled Custom
*
* @param customLabel The Custom Label
* @param custom The Custom
*
* @return The Labeled Custom successfully added
*/
public boolean add (
final org.drip.state.identifier.CustomLabel customLabel,
final double custom)
{
if (null == customLabel || !org.drip.numerical.common.NumberUtil.IsValid (custom))
{
return false;
}
_custom.put (
customLabel.fullyQualifiedName(),
custom
);
_loadedLabelList.add (customLabel);
return true;
}
/**
* Check Presence of Labeled Custom
*
* @param customLabel The Custom Label
*
* @return The Labeled Custom exists
*/
public boolean exists (
final org.drip.state.identifier.CustomLabel customLabel)
{
return null != customLabel && _custom.containsKey (customLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Custom
*
* @param customLabel The Custom Label
*
* @return The Labeled Custom
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double custom (
final org.drip.state.identifier.CustomLabel customLabel)
throws java.lang.Exception
{
if (!exists (customLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::custom => Invalid Inputs");
}
return _custom.get (customLabel.fullyQualifiedName());
}
/**
* Add the Labeled Govvie
*
* @param govvieLabel The Govvie Label
* @param govvie The Govvie
*
* @return The Labeled Govvie successfully added
*/
public boolean add (
final org.drip.state.identifier.GovvieLabel govvieLabel,
final double govvie)
{
if (null == govvieLabel || !org.drip.numerical.common.NumberUtil.IsValid (govvie))
{
return false;
}
_govvie.put (
govvieLabel.fullyQualifiedName(),
govvie
);
_loadedLabelList.add (govvieLabel);
return true;
}
/**
* Check Presence of Labeled Govvie
*
* @param govvieLabel The Govvie Label
*
* @return The Labeled Govvie exists
*/
public boolean exists (
final org.drip.state.identifier.GovvieLabel govvieLabel)
{
return null != govvieLabel && _govvie.containsKey (govvieLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Govvie
*
* @param govvieLabel The Govvie Label
*
* @return The Labeled Govvie
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double govvie (
final org.drip.state.identifier.GovvieLabel govvieLabel)
throws java.lang.Exception
{
if (!exists (govvieLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::govvie => Invalid Inputs");
}
return _govvie.get (govvieLabel.fullyQualifiedName());
}
/**
* Add the Labeled Rating
*
* @param ratingLabel The Rating Label
* @param rating The Rating
*
* @return The Labeled Rating successfully added
*/
public boolean add (
final org.drip.state.identifier.RatingLabel ratingLabel,
final double rating)
{
if (null == ratingLabel || !org.drip.numerical.common.NumberUtil.IsValid (rating))
{
return false;
}
_rating.put (
ratingLabel.fullyQualifiedName(),
rating
);
_loadedLabelList.add (ratingLabel);
return true;
}
/**
* Check Presence of Labeled Rating
*
* @param ratingLabel The Rating Label
*
* @return The Labeled Rating exists
*/
public boolean exists (
final org.drip.state.identifier.RatingLabel ratingLabel)
{
return null != ratingLabel && _rating.containsKey (ratingLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Rating
*
* @param ratingLabel The Rating Label
*
* @return The Labeled Rating
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double rating (
final org.drip.state.identifier.RatingLabel ratingLabel)
throws java.lang.Exception
{
if (!exists (ratingLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::rating => Invalid Inputs");
}
return _rating.get (ratingLabel.fullyQualifiedName());
}
/**
* Add the Labeled Forward
*
* @param forwardLabel The Forward Label
* @param forward The Forward
*
* @return The Labeled Forward successfully added
*/
public boolean add (
final org.drip.state.identifier.ForwardLabel forwardLabel,
final double forward)
{
if (null == forwardLabel || !org.drip.numerical.common.NumberUtil.IsValid (forward))
{
return false;
}
_forward.put (
forwardLabel.fullyQualifiedName(),
forward
);
_loadedLabelList.add (forwardLabel);
return true;
}
/**
* Check Presence of Labeled Forward
*
* @param forwardLabel The Forward Label
*
* @return The Labeled Forward exists
*/
public boolean exists (
final org.drip.state.identifier.ForwardLabel forwardLabel)
{
return null != forwardLabel && _forward.containsKey (forwardLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Forward
*
* @param forwardLabel The Forward Label
*
* @return The Labeled Forward
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double forward (
final org.drip.state.identifier.ForwardLabel forwardLabel)
throws java.lang.Exception
{
if (!exists (forwardLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::forward => Invalid Inputs");
}
return _forward.get (forwardLabel.fullyQualifiedName());
}
/**
* Add the Labeled Funding
*
* @param fundingLabel The Funding Label
* @param funding The Funding
*
* @return The Labeled Funding successfully added
*/
public boolean add (
final org.drip.state.identifier.FundingLabel fundingLabel,
final double funding)
{
if (null == fundingLabel || !org.drip.numerical.common.NumberUtil.IsValid (funding))
{
return false;
}
_funding.put (
fundingLabel.fullyQualifiedName(),
funding
);
_loadedLabelList.add (fundingLabel);
return true;
}
/**
* Check Presence of Labeled Funding
*
* @param fundingLabel The Funding Label
*
* @return The Labeled Funding exists
*/
public boolean exists (
final org.drip.state.identifier.FundingLabel fundingLabel)
{
return null != fundingLabel && _funding.containsKey (fundingLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Funding
*
* @param fundingLabel The Funding Label
*
* @return The Labeled Funding
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double funding (
final org.drip.state.identifier.FundingLabel fundingLabel)
throws java.lang.Exception
{
if (!exists (fundingLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::funding => Invalid Inputs");
}
return _funding.get (fundingLabel.fullyQualifiedName());
}
/**
* Add the Labeled Pay Down
*
* @param payDownLabel The Pay Down Label
* @param payDown The Pay Down
*
* @return The Labeled Pay Down successfully added
*/
public boolean add (
final org.drip.state.identifier.PaydownLabel payDownLabel,
final double payDown)
{
if (null == payDownLabel || !org.drip.numerical.common.NumberUtil.IsValid (payDown))
{
return false;
}
_payDown.put (
payDownLabel.fullyQualifiedName(),
payDown
);
_loadedLabelList.add (payDownLabel);
return true;
}
/**
* Check Presence of Labeled Pay Down
*
* @param payDownLabel The Pay Down Label
*
* @return The Labeled Pay Down exists
*/
public boolean exists (
final org.drip.state.identifier.PaydownLabel payDownLabel)
{
return null != payDownLabel && _payDown.containsKey (payDownLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Pay Down
*
* @param payDownLabel The Pay Down Label
*
* @return The Labeled Pay Down
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double payDown (
final org.drip.state.identifier.PaydownLabel payDownLabel)
throws java.lang.Exception
{
if (!exists (payDownLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::payDown => Invalid Inputs");
}
return _payDown.get (payDownLabel.fullyQualifiedName());
}
/**
* Add the Labeled Overnight
*
* @param overnightLabel The Overnight Label
* @param overnight The Overnight
*
* @return The Labeled Overnight successfully added
*/
public boolean add (
final org.drip.state.identifier.OvernightLabel overnightLabel,
final double overnight)
{
if (null == overnightLabel || !org.drip.numerical.common.NumberUtil.IsValid (overnight))
{
return false;
}
_overnight.put (
overnightLabel.fullyQualifiedName(),
overnight
);
_loadedLabelList.add (overnightLabel);
return true;
}
/**
* Check Presence of Labeled Overnight
*
* @param overnightLabel The Overnight Label
*
* @return The Labeled Overnight exists
*/
public boolean exists (
final org.drip.state.identifier.OvernightLabel overnightLabel)
{
return null != overnightLabel && _overnight.containsKey (overnightLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Overnight
*
* @param overnightLabel The Overnight Label
*
* @return The Labeled Overnight
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double overnight (
final org.drip.state.identifier.OvernightLabel overnightLabel)
throws java.lang.Exception
{
if (!exists (overnightLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::overnight => Invalid Inputs");
}
return _overnight.get (overnightLabel.fullyQualifiedName());
}
/**
* Add the Labeled Collateral
*
* @param collateralLabel The Collateral Label
* @param collateral The Collateral
*
* @return The Labeled Collateral successfully added
*/
public boolean add (
final org.drip.state.identifier.CollateralLabel collateralLabel,
final double collateral)
{
if (null == collateralLabel || !org.drip.numerical.common.NumberUtil.IsValid (collateral))
{
return false;
}
_collateral.put (
collateralLabel.fullyQualifiedName(),
collateral
);
_loadedLabelList.add (collateralLabel);
return true;
}
/**
* Check Presence of Labeled Collateral
*
* @param collateralLabel The Collateral Label
*
* @return The Labeled Collateral exists
*/
public boolean exists (
final org.drip.state.identifier.CollateralLabel collateralLabel)
{
return null != collateralLabel && _collateral.containsKey (collateralLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Collateral
*
* @param collateralLabel The Collateral Label
*
* @return The Labeled Collateral
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double collateral (
final org.drip.state.identifier.CollateralLabel collateralLabel)
throws java.lang.Exception
{
if (!exists (collateralLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::collateral => Invalid Inputs");
}
return _collateral.get (collateralLabel.fullyQualifiedName());
}
/**
* Add the Labeled Volatility
*
* @param volatilityLabel The Volatility Label
* @param volatility The Volatility
*
* @return The Labeled Volatility successfully added
*/
public boolean add (
final org.drip.state.identifier.VolatilityLabel volatilityLabel,
final double volatility)
{
if (null == volatilityLabel || !org.drip.numerical.common.NumberUtil.IsValid (volatility))
{
return false;
}
_volatility.put (
volatilityLabel.fullyQualifiedName(),
volatility
);
_loadedLabelList.add (volatilityLabel);
return true;
}
/**
* Check Presence of Labeled Volatility
*
* @param volatilityLabel The Volatility Label
*
* @return The Labeled Volatility exists
*/
public boolean exists (
final org.drip.state.identifier.VolatilityLabel volatilityLabel)
{
return null != volatilityLabel && _volatility.containsKey (volatilityLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Volatility
*
* @param volatilityLabel The Volatility Label
*
* @return The Labeled Volatility
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double volatility (
final org.drip.state.identifier.VolatilityLabel volatilityLabel)
throws java.lang.Exception
{
if (!exists (volatilityLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::volatility => Invalid Inputs");
}
return _volatility.get (volatilityLabel.fullyQualifiedName());
}
/**
* Add the Labeled OTC Fix Float
*
* @param otcFixFloatLabel The OTC Fix Float Label
* @param otcFixFloat The OTC Fix Float Value
*
* @return The Labeled OTC Fix Float successfully added
*/
public boolean add (
final org.drip.state.identifier.OTCFixFloatLabel otcFixFloatLabel,
final double otcFixFloat)
{
if (null == otcFixFloatLabel || !org.drip.numerical.common.NumberUtil.IsValid (otcFixFloat))
{
return false;
}
_otcFixFloat.put (
otcFixFloatLabel.fullyQualifiedName(),
otcFixFloat
);
_loadedLabelList.add (otcFixFloatLabel);
return true;
}
/**
* Check Presence of Labeled OTC Fix Float
*
* @param otcFixFloatLabel The OTC Fix Float Label
*
* @return The Labeled OTC Fix Float exists
*/
public boolean exists (
final org.drip.state.identifier.OTCFixFloatLabel otcFixFloatLabel)
{
return null != otcFixFloatLabel && _otcFixFloat.containsKey (otcFixFloatLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled OTC Fix Float
*
* @param otcFixFloatLabel The OTC Fix Float Label
*
* @return The Labeled OTC Fix Float
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double otcFixFloat (
final org.drip.state.identifier.OTCFixFloatLabel otcFixFloatLabel)
throws java.lang.Exception
{
if (!exists (otcFixFloatLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::otcFixFloat => Invalid Inputs");
}
return _otcFixFloat.get (otcFixFloatLabel.fullyQualifiedName());
}
/**
* Add the Labeled Entity Credit
*
* @param entityCreditLabel The Entity Credit Label
* @param entityCredit The Entity Credit
*
* @return The Labeled Entity Credit successfully added
*/
public boolean add (
final org.drip.state.identifier.EntityCreditLabel entityCreditLabel,
final double entityCredit)
{
if (null == entityCreditLabel || !org.drip.numerical.common.NumberUtil.IsValid (entityCredit))
{
return false;
}
_entityCredit.put (
entityCreditLabel.fullyQualifiedName(),
entityCredit
);
_loadedLabelList.add (entityCreditLabel);
return true;
}
/**
* Check Presence of Labeled Entity Credit
*
* @param entityCreditLabel The Entity Credit Label
*
* @return The Labeled Entity Credit exists
*/
public boolean exists (
final org.drip.state.identifier.EntityCreditLabel entityCreditLabel)
{
return null != entityCreditLabel && _entityCredit.containsKey
(entityCreditLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Entity Credit
*
* @param entityCreditLabel The Entity Credit Label
*
* @return The Labeled Entity Credit
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double entityCredit (
final org.drip.state.identifier.EntityCreditLabel entityCreditLabel)
throws java.lang.Exception
{
if (!exists (entityCreditLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::entityCredit => Invalid Inputs");
}
return _entityCredit.get (entityCreditLabel.fullyQualifiedName());
}
/**
* Add the Labeled Entity Equity
*
* @param entityEquityLabel The Entity Equity Label
* @param entityEquity The Entity Equity
*
* @return The Labeled Entity Equity successfully added
*/
public boolean add (
final org.drip.state.identifier.EntityEquityLabel entityEquityLabel,
final double entityEquity)
{
if (null == entityEquityLabel || !org.drip.numerical.common.NumberUtil.IsValid (entityEquity))
{
return false;
}
_entityEquity.put (
entityEquityLabel.fullyQualifiedName(),
entityEquity
);
_loadedLabelList.add (entityEquityLabel);
return true;
}
/**
* Check Presence of Labeled Entity Equity
*
* @param entityEquityLabel The Entity Equity Label
*
* @return The Labeled Entity Equity exists
*/
public boolean exists (
final org.drip.state.identifier.EntityEquityLabel entityEquityLabel)
{
return null != entityEquityLabel && _entityEquity.containsKey
(entityEquityLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Entity Equity
*
* @param entityEquityLabel The Entity Equity Label
*
* @return The Labeled Entity Equity
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double entityEquity (
final org.drip.state.identifier.EntityEquityLabel entityEquityLabel)
throws java.lang.Exception
{
if (!exists (entityEquityLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::entityEquity => Invalid Inputs");
}
return _entityEquity.get (entityEquityLabel.fullyQualifiedName());
}
/**
* Add the Labeled Entity Hazard
*
* @param entityHazardLabel The Entity Hazard Label
* @param entityHazard The Entity Hazard
*
* @return The Labeled Entity Hazard successfully added
*/
public boolean add (
final org.drip.state.identifier.EntityHazardLabel entityHazardLabel,
final double entityHazard)
{
if (null == entityHazardLabel || !org.drip.numerical.common.NumberUtil.IsValid (entityHazard))
{
return false;
}
_entityHazard.put (
entityHazardLabel.fullyQualifiedName(),
entityHazard
);
_loadedLabelList.add (entityHazardLabel);
return true;
}
/**
* Check Presence of Labeled Entity Hazard
*
* @param entityHazardLabel The Entity Hazard Label
*
* @return The Labeled Entity Hazard exists
*/
public boolean exists (
final org.drip.state.identifier.EntityHazardLabel entityHazardLabel)
{
return null != entityHazardLabel && _entityHazard.containsKey
(entityHazardLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Entity Hazard
*
* @param entityHazardLabel The Entity Hazard Label
*
* @return The Labeled Entity Hazard
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double entityHazard (
final org.drip.state.identifier.EntityHazardLabel entityHazardLabel)
throws java.lang.Exception
{
if (!exists (entityHazardLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::entityHazard => Invalid Inputs");
}
return _entityHazard.get (entityHazardLabel.fullyQualifiedName());
}
/**
* Add the Labeled Entity Funding
*
* @param entityFundingLabel The Entity Funding Label
* @param entityFunding The Entity Funding
*
* @return The Labeled Entity Funding successfully added
*/
public boolean add (
final org.drip.state.identifier.EntityFundingLabel entityFundingLabel,
final double entityFunding)
{
if (null == entityFundingLabel || !org.drip.numerical.common.NumberUtil.IsValid (entityFunding))
{
return false;
}
_entityFunding.put (
entityFundingLabel.fullyQualifiedName(),
entityFunding
);
_loadedLabelList.add (entityFundingLabel);
return true;
}
/**
* Check Presence of Labeled Entity Funding
*
* @param entityFundingLabel The Entity Funding Label
*
* @return The Labeled Entity Funding Exists
*/
public boolean exists (
final org.drip.state.identifier.EntityFundingLabel entityFundingLabel)
{
return null != entityFundingLabel && _entityFunding.containsKey
(entityFundingLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Entity Funding
*
* @param entityFundingLabel The Entity Funding Label
*
* @return The Labeled Entity Funding
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double entityFunding (
final org.drip.state.identifier.EntityFundingLabel entityFundingLabel)
throws java.lang.Exception
{
if (!exists (entityFundingLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::entityFunding => Invalid Inputs");
}
return _entityFunding.get (entityFundingLabel.fullyQualifiedName());
}
/**
* Add the Labeled Entity Recovery
*
* @param entityRecoveryLabel The Entity Recovery Label
* @param entityRecovery The Entity Recovery
*
* @return The Labeled Entity Recovery successfully added
*/
public boolean add (
final org.drip.state.identifier.EntityRecoveryLabel entityRecoveryLabel,
final double entityRecovery)
{
if (null == entityRecoveryLabel || !org.drip.numerical.common.NumberUtil.IsValid (entityRecovery))
{
return false;
}
_entityRecovery.put (
entityRecoveryLabel.fullyQualifiedName(),
entityRecovery
);
_loadedLabelList.add (entityRecoveryLabel);
return true;
}
/**
* Check Presence of Labeled Entity Recovery
*
* @param entityRecoveryLabel The Entity Recovery Label
*
* @return The Labeled Entity Recovery exists
*/
public boolean exists (
final org.drip.state.identifier.EntityRecoveryLabel entityRecoveryLabel)
{
return null != entityRecoveryLabel && _entityRecovery.containsKey
(entityRecoveryLabel.fullyQualifiedName());
}
/**
* Retrieve of Labeled Entity Recovery
*
* @param entityRecoveryLabel The Entity Recovery Label
*
* @return The Labeled Entity Recovery
*
* @throws java.lang.Exception Thrown if Inputs are Invalid
*/
public double entityRecovery (
final org.drip.state.identifier.EntityRecoveryLabel entityRecoveryLabel)
throws java.lang.Exception
{
if (!exists (entityRecoveryLabel))
{
throw new java.lang.Exception ("LatentStateNodeContainer::entityRecovery => Invalid Inputs");
}
return _entityRecovery.get (entityRecoveryLabel.fullyQualifiedName());
}
/**
* Add the Value Corresponding to the Specific Latent State
*
* @param latentStateLabel The Latent State Label
* @param value The Latent State Value
*
* @return TRUE - The Value Corresponding to the Specific Latent State successfully added
*/
public boolean addLatentStateValue (
final org.drip.state.identifier.LatentStateLabel latentStateLabel,
final double value)
{
if (null == latentStateLabel || !org.drip.numerical.common.NumberUtil.IsValid (value))
{
return false;
}
if (latentStateLabel instanceof org.drip.state.identifier.FXLabel)
{
return add (
(org.drip.state.identifier.FXLabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.CSALabel)
{
return add (
(org.drip.state.identifier.CSALabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.RepoLabel)
{
return add (
(org.drip.state.identifier.RepoLabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.CustomLabel)
{
return add (
(org.drip.state.identifier.CustomLabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.GovvieLabel)
{
return add (
(org.drip.state.identifier.GovvieLabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.RatingLabel)
{
{
return add (
(org.drip.state.identifier.RatingLabel) latentStateLabel,
value
);
}
}
if (latentStateLabel instanceof org.drip.state.identifier.ForwardLabel)
{
{
return add (
(org.drip.state.identifier.ForwardLabel) latentStateLabel,
value
);
}
}
if (latentStateLabel instanceof org.drip.state.identifier.FundingLabel)
{
return add (
(org.drip.state.identifier.FundingLabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.PaydownLabel)
{
return add (
(org.drip.state.identifier.PaydownLabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.OvernightLabel)
{
return add (
(org.drip.state.identifier.OvernightLabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.CollateralLabel)
{
return add (
(org.drip.state.identifier.CollateralLabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.VolatilityLabel)
{
return add (
(org.drip.state.identifier.VolatilityLabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.OTCFixFloatLabel)
{
return add (
(org.drip.state.identifier.OTCFixFloatLabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.EntityCreditLabel)
{
return add (
(org.drip.state.identifier.EntityCreditLabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.EntityEquityLabel)
{
return add (
(org.drip.state.identifier.EntityEquityLabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.EntityHazardLabel)
{
return add (
(org.drip.state.identifier.EntityHazardLabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.EntityFundingLabel)
{
return add (
(org.drip.state.identifier.EntityFundingLabel) latentStateLabel,
value
);
}
if (latentStateLabel instanceof org.drip.state.identifier.EntityRecoveryLabel)
{
return add (
(org.drip.state.identifier.EntityRecoveryLabel) latentStateLabel,
value
);
}
return false;
}
/**
* Retrieve the Value Corresponding to the Specific Latent State
*
* @param latentStateLabel The Latent State Label
*
* @return The Value Corresponding to the Specific Latent State
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public double value (
final org.drip.state.identifier.LatentStateLabel latentStateLabel)
throws java.lang.Exception
{
if (null == latentStateLabel)
{
throw new java.lang.Exception ("LatentStateVertexContainer::value => Invalid State Label");
}
if (latentStateLabel instanceof org.drip.state.identifier.FXLabel)
{
return fx ((org.drip.state.identifier.FXLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.CSALabel)
{
return csa ((org.drip.state.identifier.CSALabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.RepoLabel)
{
return repo ((org.drip.state.identifier.RepoLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.CustomLabel)
{
return custom ((org.drip.state.identifier.CustomLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.GovvieLabel)
{
return govvie ((org.drip.state.identifier.GovvieLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.RatingLabel)
{
return rating ((org.drip.state.identifier.RatingLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.ForwardLabel)
{
return forward ((org.drip.state.identifier.ForwardLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.FundingLabel)
{
return funding ((org.drip.state.identifier.FundingLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.PaydownLabel)
{
return payDown ((org.drip.state.identifier.PaydownLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.OvernightLabel)
{
return overnight ((org.drip.state.identifier.OvernightLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.CollateralLabel)
{
return collateral ((org.drip.state.identifier.CollateralLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.VolatilityLabel)
{
return volatility ((org.drip.state.identifier.VolatilityLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.OTCFixFloatLabel)
{
return otcFixFloat ((org.drip.state.identifier.OTCFixFloatLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.EntityCreditLabel)
{
return entityCredit ((org.drip.state.identifier.EntityCreditLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.EntityEquityLabel)
{
return entityEquity ((org.drip.state.identifier.EntityEquityLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.EntityHazardLabel)
{
return entityHazard ((org.drip.state.identifier.EntityHazardLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.EntityFundingLabel)
{
return entityFunding ((org.drip.state.identifier.EntityFundingLabel) latentStateLabel);
}
if (latentStateLabel instanceof org.drip.state.identifier.EntityRecoveryLabel)
{
return entityRecovery ((org.drip.state.identifier.EntityRecoveryLabel) latentStateLabel);
}
throw new java.lang.Exception ("LatentStateVertexContainer::value => Invalid State Label");
}
/**
* Retrieve the List of all Loaded Labels
*
* @return The List of all Loaded Labels
*/
public java.util.List<org.drip.state.identifier.LatentStateLabel> labelList()
{
return _loadedLabelList;
}
}