MultivariateMeta.java
- package org.drip.measure.continuous;
- /*
- * -*- 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>MultivariateMeta</i> holds a Group of Variable Names - each of which separately is a Valid Single
- * R<sup>1</sup>/R<sup>d</sup> Variable.
- *
- * <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/measure/README.md">R<sup>d</sup> Continuous/Discrete Probability Measures</a></li>
- * <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/measure/continuous/README.md">R<sup>1</sup> and R<sup>d</sup> Continuous Random Measure</a></li>
- * </ul>
- *
- * @author Lakshmi Krishnamurthy
- */
- public class MultivariateMeta {
- private java.lang.String[] _astrName = null;
- /**
- * MultivariateMeta Constructor
- *
- * @param astrName Array of the Variate Names
- *
- * @throws java.lang.Exception Thrown if the Inputs are Invalid
- */
- public MultivariateMeta (
- final java.lang.String[] astrName)
- throws java.lang.Exception
- {
- if (null == (_astrName = astrName))
- throw new java.lang.Exception ("MultivariateMeta Constructor => Invalid Inputs");
- int iNumVariable = _astrName.length;
- if (0 >= iNumVariable)
- throw new java.lang.Exception ("MultivariateMeta Constructor => Invalid Inputs");
- for (int i = 0; i < iNumVariable; ++i) {
- if (null == _astrName[i] || _astrName[i].isEmpty())
- throw new java.lang.Exception ("MultivariateMeta Constructor => Invalid Inputs");
- }
- }
- /**
- * Retrieve the Number of Variate
- *
- * @return The Number of Variate
- */
- public int numVariable()
- {
- return _astrName.length;
- }
- /**
- * Retrieve the Array of the Variate Names
- *
- * @return The Array of the Variate Names
- */
- public java.lang.String[] names()
- {
- return _astrName;
- }
- /**
- * Retrieve the Index of the Named Variate
- *
- * @param strName The Named Variate
- *
- * @return Index of the Named Variate
- */
- public int variateIndex (
- final java.lang.String strName)
- {
- if (null == strName || strName.isEmpty()) return -1;
- int iNumVariable = numVariable();
- for (int i = 0; i < iNumVariable; ++i) {
- if (strName.equalsIgnoreCase (_astrName[i])) return i;
- }
- return -1;
- }
- }