RxToR1Property.java
package org.drip.function.definition;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 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>RxToR1Property</i> evaluates the Specified Pair of R<sup>x</sup> To R<sup>1</sup> Functions, and
* verifies the Properties.
*
* <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/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/README.md">R<sup>d</sup> To R<sup>d</sup> Function Analysis</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/definition/README.md">Function Implementation Ancillary Support Objects</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public abstract class RxToR1Property
{
/**
* Mismatch Tolerance
*/
public static final double MISMATCH_TOLERANCE = 0.01;
/**
* EQUAL To Comparison
*/
public static final java.lang.String EQ = "EQ";
/**
* LESS THAN OR EQUAL To Comparison
*/
public static final java.lang.String LTE = "LTE";
/**
* GREATER THAN OR EQUAL To Comparison
*/
public static final java.lang.String GTE = "GTE";
/**
* LESS THAN To Comparison
*/
public static final java.lang.String LT = "LT";
/**
* GREATER THAN To Comparison
*/
public static final java.lang.String GT = "GT";
private java.lang.String _type = "";
private double _mismatchTolerance = java.lang.Double.NaN;
protected RxToR1Property (
final java.lang.String type,
final double mismatchTolerance)
throws java.lang.Exception
{
if (null == (_type = type) || _type.isEmpty() ||
!org.drip.numerical.common.NumberUtil.IsValid (_mismatchTolerance = mismatchTolerance))
{
throw new java.lang.Exception ("RxToR1Property Constructor => Invalid Inputs");
}
}
/**
* Retrieve the Type of the Comparison
*
* @return The Type of the Comparison
*/
public java.lang.String type()
{
return _type;
}
/**
* Retrieve the Mismatch Tolerance
*
* @return The Mismatch Tolerance
*/
public double mismatchTolerance()
{
return _mismatchTolerance;
}
/**
* Verify the specified Left and Right Function Values
*
* @param leftValue Left Function Value
* @param rightValue Right Function Value
*
* @return Results of the Verification
*/
public org.drip.function.definition.R1PropertyVerification verify (
final double leftValue,
final double rightValue)
{
if (!org.drip.numerical.common.NumberUtil.IsValid (leftValue) ||
!org.drip.numerical.common.NumberUtil.IsValid (rightValue))
{
return null;
}
java.lang.String type = type();
try
{
if (LT.equalsIgnoreCase (type))
{
return new org.drip.function.definition.R1PropertyVerification (
leftValue,
rightValue,
leftValue < rightValue
);
}
if (GT.equalsIgnoreCase (type))
{
return new org.drip.function.definition.R1PropertyVerification (
leftValue,
rightValue,
leftValue > rightValue
);
}
double mismatchTolerance = mismatchTolerance();
double leftTolerance = java.lang.Math.abs (leftValue * mismatchTolerance);
double rightTolerance = java.lang.Math.abs (rightValue * mismatchTolerance);
double tolerance = leftTolerance < rightTolerance ? leftTolerance: rightTolerance;
tolerance = tolerance < mismatchTolerance ? mismatchTolerance : tolerance;
if (EQ.equalsIgnoreCase (type))
{
return new org.drip.function.definition.R1PropertyVerification (
leftValue,
rightValue,
java.lang.Math.abs (leftValue - rightValue) < tolerance
);
}
if (LTE.equalsIgnoreCase (type))
{
return new org.drip.function.definition.R1PropertyVerification (
leftValue,
rightValue,
leftValue < rightValue || java.lang.Math.abs (leftValue - rightValue) < tolerance
);
}
if (GTE.equalsIgnoreCase (type))
{
return new org.drip.function.definition.R1PropertyVerification (
leftValue,
rightValue,
leftValue > rightValue || java.lang.Math.abs (leftValue - rightValue) < tolerance
);
}
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
}