Vintage.java
package org.drip.loan.characteristics;
/*
* -*- 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>Vintage</i> contains the Loan Origination Vintage Details - i.e., the Year/Month of Loan Origination.
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/LoanAnalyticsLibrary.md">Loan Analytics</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/loan/README.md">Borrower and Loan Level Characteristics</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/loan/characteristics/README.md">Asset Backed Loan Level Characteristics</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class Vintage {
private int _iOriginationYear = -1;
private int _iOriginationMonth = -1;
/**
* Construct a Vintage Instance from the Origination Date
*
* @param dtOrigination The Origination Date
*
* @return Vintage Instance
*/
public static final Vintage Standard (
final org.drip.analytics.date.JulianDate dtOrigination)
{
if (null == dtOrigination) return null;
try {
int iDate = dtOrigination.julian();
return new Vintage (org.drip.analytics.date.DateUtil.Year (iDate),
org.drip.analytics.date.DateUtil.Month (iDate));
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return null;
}
/**
* Vintage Constructor
*
* @param iOriginationYear Loan Origination Year
* @param iOriginationMonth Loan Origination Month
*
* @throws java.lang.Exception Thrown if the Inputs are not Valid
*/
public Vintage (
final int iOriginationYear,
final int iOriginationMonth)
throws java.lang.Exception
{
if (0 > (_iOriginationYear = iOriginationYear) || 0 > (_iOriginationMonth = iOriginationMonth))
throw new java.lang.Exception ("Vintage Constructor => Invalid Inputs");
}
/**
* Retrieve the Origination Year
*
* @return The Origination Year
*/
public int originationYear()
{
return _iOriginationYear;
}
/**
* Retrieve the Origination Month
*
* @return The Origination Month
*/
public int originationMonth()
{
return _iOriginationMonth;
}
}