InstrumentSetTenorQuote.java
package org.drip.feed.loader;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 Lakshmi Krishnamurthy
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 Lakshmi Krishnamurthy
* Copyright (C) 2016 Lakshmi Krishnamurthy
*
* 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>InstrumentSetTenorQuote</i> holds the Instrument Set Tenor and Closing Quote Group.
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationSupportLibrary.md">Computation Support</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/feed/README.md">Load, Transform, and compute Target Metrics across Feeds</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/feed/loader/README.md">Reference/Market Data Feed Loader</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class InstrumentSetTenorQuote {
private org.drip.analytics.support.CaseInsensitiveHashMap<java.util.Map<java.lang.Integer,
org.drip.feed.loader.TenorQuote>> _mapOrderedInstrumentTenorQuote = new
org.drip.analytics.support.CaseInsensitiveHashMap<java.util.Map<java.lang.Integer,
org.drip.feed.loader.TenorQuote>>();
/**
* Empty InstrumentSetTenorQuote Constructor
*/
public InstrumentSetTenorQuote()
{
}
/**
* Add the Instrument/Tenor/Quote/Scale Field Set
*
* @param strInstrument Quote Instrument
* @param strTenor Quote Tenor
* @param dblQuote Quote Value
* @param dblScale Quote Scale
*
* @return TRUE - Group Set successfully added
*/
public boolean add (
final java.lang.String strInstrument,
final java.lang.String strTenor,
final double dblQuote,
final double dblScale)
{
int iTenorDays = -1;
org.drip.feed.loader.TenorQuote tq = null;
try {
tq = new org.drip.feed.loader.TenorQuote (strTenor, dblQuote * dblScale);
if (0 >= (iTenorDays = org.drip.analytics.support.Helper.TenorToDays (strTenor))) return false;
} catch (java.lang.Exception e) {
return false;
}
java.util.Map<java.lang.Integer, org.drip.feed.loader.TenorQuote> mapOrderedTenorQuote =
_mapOrderedInstrumentTenorQuote.containsKey (strInstrument) ? _mapOrderedInstrumentTenorQuote.get
(strInstrument) : new java.util.TreeMap<java.lang.Integer,
org.drip.feed.loader.TenorQuote>();
mapOrderedTenorQuote.put (iTenorDays, tq);
_mapOrderedInstrumentTenorQuote.put (strInstrument, mapOrderedTenorQuote);
return true;
}
/**
* Retrieve the Named Instrument Group Quote Map
*
* @param strInstrument The Instrument Group Name
*
* @return The Named Instrument Group Quote Map
*/
public java.util.Map<java.lang.Integer, org.drip.feed.loader.TenorQuote> instrumentTenorQuote (
final java.lang.String strInstrument)
{
return null == strInstrument || !_mapOrderedInstrumentTenorQuote.containsKey (strInstrument) ? null :
_mapOrderedInstrumentTenorQuote.get (strInstrument);
}
/**
* Retrieve the Named Instrument Tenors
*
* @param strInstrument The Instrument Group Name
*
* @return The Named Instrument Tenors
*/
public java.lang.String[] instrumentTenor (
final java.lang.String strInstrument)
{
java.util.Map<java.lang.Integer, org.drip.feed.loader.TenorQuote> mapTenorQuote =
instrumentTenorQuote (strInstrument);
if (null == mapTenorQuote) return null;
int iNumTenor = mapTenorQuote.size();
if (0 == iNumTenor) return null;
int i = 0;
java.lang.String[] astrTenor = new java.lang.String[iNumTenor];
for (java.util.Map.Entry<java.lang.Integer, org.drip.feed.loader.TenorQuote> meTQ :
mapTenorQuote.entrySet())
astrTenor[i++] = meTQ.getValue().tenor();
return astrTenor;
}
/**
* Retrieve the Named Instrument Quotes
*
* @param strInstrument The Instrument Group Name
*
* @return The Named Instrument Quotes
*/
public double[] instrumentQuote (
final java.lang.String strInstrument)
{
java.util.Map<java.lang.Integer, org.drip.feed.loader.TenorQuote> mapTenorQuote =
instrumentTenorQuote (strInstrument);
if (null == mapTenorQuote) return null;
int iNumTenor = mapTenorQuote.size();
if (0 == iNumTenor) return null;
int i = 0;
double[] adblQuote = new double[iNumTenor];
for (java.util.Map.Entry<java.lang.Integer, org.drip.feed.loader.TenorQuote> meTQ :
mapTenorQuote.entrySet())
adblQuote[i++] = meTQ.getValue().quote();
return adblQuote;
}
/**
* Indicates whether the ISTQ is Empty or not
*
* @return TRUE - ISTQ is Empty
*/
public boolean isEmpty()
{
return 0 == _mapOrderedInstrumentTenorQuote.size();
}
}