PositionGroupSegment.java

package org.drip.exposure.holdings;

/*
 * -*- 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>PositionGroupSegment</i> contains one Segment of a Position/Collateral Group. 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>
 *              Burgard, C., and M. Kjaer (2017): Derivatives Funding, Netting, and Accounting
 *                  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2534011 <b>eSSRN</b>
 *          </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/holdings/README.md">Holdings Exposure - Position and Dependencies</a></li>
 *  </ul>
 * 
 * @author Lakshmi Krishnamurthy
 */

public class PositionGroupSegment
{
    private java.util.Set<org.drip.exposure.holdings.PositionGroup> _positionGroupSet = new
        java.util.HashSet<org.drip.exposure.holdings.PositionGroup>();

    /**
     * Empty PositionGroupSegment Constructor
     */

    public PositionGroupSegment()
    {
    }

    /**
     * Retrieve the Position Group Segment
     * 
     * @return The Position Group Segment
     */

    public java.util.Set<org.drip.exposure.holdings.PositionGroup> positionGroupSet()
    {
        return _positionGroupSet;
    }

    /**
     * Add the Specified Position Group to the Segment
     * 
     * @param positionGroup The Position Group
     * 
     * @return TRUE - The Position Group successfully added
     */

    public boolean add (
        final org.drip.exposure.holdings.PositionGroup positionGroup)
    {
        if (null == positionGroup)
        {
            return false;
        }

        _positionGroupSet.add (positionGroup);

        return true;
    }

    /**
     * Retrieve the Position Group Array
     * 
     * @return The Position Group Array
     */

    public org.drip.exposure.holdings.PositionGroup[] positionGroupArray()
    {
        int segmentCount = _positionGroupSet.size();

        int segmentIndex = 0;
        org.drip.exposure.holdings.PositionGroup[] positionGroupArray = 0 == segmentCount ? null : new
            org.drip.exposure.holdings.PositionGroup[segmentCount];

        if (0 == segmentCount)
        {
            return null;
        }

        for (org.drip.exposure.holdings.PositionGroup positionGroup : _positionGroupSet)
        {
            positionGroupArray[segmentIndex++] = positionGroup;
        }

        return positionGroupArray;
    }

    /**
     * Retrieve the Position Group Collateral Path Array
     * 
     * @return The Position Group Collateral Path Array
     */

    public org.drip.xva.netting.CollateralGroupPath[] collateralGroupPathArray()
    {
        int segmentCount = _positionGroupSet.size();

        int segmentIndex = 0;
        org.drip.xva.netting.CollateralGroupPath[] collateralGroupPathArray = 0 == segmentCount ? null
            : new org.drip.xva.netting.CollateralGroupPath[segmentCount];

        if (0 == segmentCount)
        {
            return null;
        }

        for (org.drip.exposure.holdings.PositionGroup positionGroup : _positionGroupSet)
        {
            collateralGroupPathArray[segmentIndex++] = positionGroup.collateralGroupPath();
        }

        return collateralGroupPathArray;
    }
}