SwapOptionSettlement.java
package org.drip.market.otc;
/*
* -*- 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
*
* 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>SwapOptionSettlement</i> contains the details of the OTC Swap Option Settlements.
*
* <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/otc">OTC Dual Stream Option Container</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class SwapOptionSettlement {
/**
* Swap Option Settlement Type - Cash Settled
*/
public static final int SETTLEMENT_TYPE_CASH_SETTLED = 1;
/**
* Swap Option Settlement Type - Physical Delivery
*/
public static final int SETTLEMENT_TYPE_PHYSICAL_DELIVERY = 2;
/**
* Swap Option Cash Settlement Quote Method - Internal Rate of Return
*/
public static final int SETTLEMENT_QUOTE_IRR = 1;
/**
* Swap Option Cash Settlement Quote Method - Exact Curve
*/
public static final int SETTLEMENT_QUOTE_EXACT_CURVE = 2;
private int _iSettlementType = -1;
private int _iSettlementQuote = -1;
/**
* SwapOptionSettlement Constructor
*
* @param iSettlementType Settlement Type
* @param iSettlementQuote Settlement Quote
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public SwapOptionSettlement (
final int iSettlementType,
final int iSettlementQuote)
throws java.lang.Exception
{
if (SETTLEMENT_TYPE_CASH_SETTLED != (_iSettlementType = iSettlementType) &&
SETTLEMENT_TYPE_PHYSICAL_DELIVERY != _iSettlementType)
throw new java.lang.Exception ("SwapOptionSettlement ctr: Invalid Settlement Type");
if (SETTLEMENT_TYPE_CASH_SETTLED == _iSettlementType && SETTLEMENT_QUOTE_IRR != (_iSettlementQuote =
iSettlementQuote) && SETTLEMENT_QUOTE_EXACT_CURVE != _iSettlementQuote)
throw new java.lang.Exception ("SwapOptionSettlement ctr: Invalid Settlement Quote");
}
/**
* Retrieve the Settlement Type
*
* @return The Settlement Type
*/
public int settlementType()
{
return _iSettlementType;
}
/**
* Retrieve the Settlement Quote
*
* @return The Settlement Quote
*/
public int settlementQuote()
{
return _iSettlementQuote;
}
@Override public java.lang.String toString()
{
if (SETTLEMENT_TYPE_PHYSICAL_DELIVERY == _iSettlementType) return "PHYSICAL DELIVERY";
return "CASH SETTLED | " + (SETTLEMENT_QUOTE_IRR == _iSettlementQuote ? "INTERNAL RATE OF RETURN" :
"EXACT CURVE");
}
}