FuturesOptions.java

package org.drip.market.exchange;

/*
 * -*- 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
 * Copyright (C) 2015 Lakshmi Krishnamurthy
 * Copyright (C) 2014 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>FuturesOptions</i> contains the details of the exchange-traded Short-Term Futures Options Contracts.
 *
 *  <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/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics Library</a></li>
 *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/market">Static Market Fields - the Definitions, the OTC/Exchange Traded Products, and Treasury Settings</a></li>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/market/exchange">Deliverable Swap, STIR, Treasury Futures</a></li>
 *  </ul>
 *
 * @author Lakshmi Krishnamurthy
 */

public class FuturesOptions {
    private java.lang.String _strTradingMode = "";
    private java.lang.String _strFullyQualifiedName = "";
    private
        org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.product.params.LastTradingDateSetting[]>
            _mapLTDS = new
                org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.product.params.LastTradingDateSetting[]>();

    /**
     * FuturesOptions Constructor
     * 
     * @param strFullyQualifiedName Fully Qualified Name
     * @param strTradingMode Trading Mode - PREMIUM | MARGIN
     * 
     * @throws java.lang.Exception Thrown if inputs are invalid
     */

    public FuturesOptions (
        final java.lang.String strFullyQualifiedName,
        final java.lang.String strTradingMode)
        throws java.lang.Exception
    {
        if (null == (_strFullyQualifiedName = strFullyQualifiedName) || _strFullyQualifiedName.isEmpty() ||
            null == (_strTradingMode = strTradingMode) || _strTradingMode.isEmpty())
            throw new java.lang.Exception ("FuturesOptions ctr: Invalid Inputs");
    }

    /**
     * Retrieve the Fully Qualified Name
     * 
     * @return The Fully Qualified Name
     */

    public java.lang.String fullyQualifiedName()
    {
        return _strFullyQualifiedName;
    }

    /**
     * Retrieve the Trading Mode
     * 
     * @return The Trading Mode
     */

    public java.lang.String tradingMode()
    {
        return _strTradingMode;
    }

    /**
     * Add a Named Exchange LTDS Array Map Entry
     * 
     * @param strExchange Named Exchange
     * @param aLTDS Array of LTDS
     * 
     * @return TRUE - Named Exchange LTDS Array Map Entry successfully added
     */

    public boolean setLDTS (
        final java.lang.String strExchange,
        final org.drip.product.params.LastTradingDateSetting[] aLTDS)
    {
        if (null == strExchange || strExchange.isEmpty() || null == aLTDS || 0 == aLTDS.length) return false;

        _mapLTDS.put (strExchange, aLTDS);

        return true;
    }

    /**
     * Retrieve the LTDS Array corresponding to the Exchange
     * 
     * @param strExchange The Exchange
     * 
     * @return The LTDS Array
     */

    public org.drip.product.params.LastTradingDateSetting[] ltdsArray (
        final java.lang.String strExchange)
    {
        if (null == strExchange || strExchange.isEmpty() || !_mapLTDS.containsKey (strExchange)) return null;

        return _mapLTDS.get (strExchange);
    }

    /**
     * Retrieve the Set of Traded Exchanges
     * 
     * @return The Set of Traded Exchanges
     */

    public java.util.Set<java.lang.String> exchanges()
    {
        return 0 == _mapLTDS.size() ? null : _mapLTDS.keySet();
    }
}