LabelBase.java

  1. package org.drip.measure.stochastic;

  2. /*
  3.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  4.  */

  5. /*!
  6.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  7.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  8.  *
  9.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  10.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  11.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  12.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  13.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  14.  *      and computational support.
  15.  *  
  16.  *      https://lakshmidrip.github.io/DROP/
  17.  *  
  18.  *  DROP is composed of three modules:
  19.  *  
  20.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  21.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  22.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  23.  *
  24.  *  DROP Product Core implements libraries for the following:
  25.  *  - Fixed Income Analytics
  26.  *  - Loan Analytics
  27.  *  - Transaction Cost Analytics
  28.  *
  29.  *  DROP Portfolio Core implements libraries for the following:
  30.  *  - Asset Allocation Analytics
  31.  *  - Asset Liability Management Analytics
  32.  *  - Capital Estimation Analytics
  33.  *  - Exposure Analytics
  34.  *  - Margin Analytics
  35.  *  - XVA Analytics
  36.  *
  37.  *  DROP Computational Core implements libraries for the following:
  38.  *  - Algorithm Support
  39.  *  - Computation Support
  40.  *  - Function Analysis
  41.  *  - Model Validation
  42.  *  - Numerical Analysis
  43.  *  - Numerical Optimizer
  44.  *  - Spline Builder
  45.  *  - Statistical Learning
  46.  *
  47.  *  Documentation for DROP is Spread Over:
  48.  *
  49.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  50.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  51.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  52.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  53.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  54.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  55.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  56.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  57.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  58.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  59.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  60.  *
  61.  *  Licensed under the Apache License, Version 2.0 (the "License");
  62.  *      you may not use this file except in compliance with the License.
  63.  *  
  64.  *  You may obtain a copy of the License at
  65.  *      http://www.apache.org/licenses/LICENSE-2.0
  66.  *  
  67.  *  Unless required by applicable law or agreed to in writing, software
  68.  *      distributed under the License is distributed on an "AS IS" BASIS,
  69.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  70.  *  
  71.  *  See the License for the specific language governing permissions and
  72.  *      limitations under the License.
  73.  */

  74. /**
  75.  * <i>LabelBase</i> is the Base Class that holds the Labeled Latent State Vertex Content. The References are:
  76.  *
  77.  * <br><br>
  78.  *  <ul>
  79.  *      <li>
  80.  *          Andersen, L. B. G., M. Pykhtin, and A. Sokol (2017): Credit Exposure in the Presence of Initial
  81.  *              Margin https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2806156 <b>eSSRN</b>
  82.  *      </li>
  83.  *      <li>
  84.  *          Albanese, C., S. Caenazzo, and O. Frankel (2017): Regression Sensitivities for Initial Margin
  85.  *              Calculations https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2763488 <b>eSSRN</b>
  86.  *      </li>
  87.  *      <li>
  88.  *          Anfuso, F., D. Aziz, P. Giltinan, and K. Loukopoulus (2017): A Sound Modeling and Back-testing
  89.  *              Framework for Forecasting Initial Margin Requirements
  90.  *              https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2716279 <b>eSSRN</b>
  91.  *      </li>
  92.  *      <li>
  93.  *          Caspers, P., P. Giltinan, R. Lichters, and N. Nowaczyk (2017): Forecasting Initial Margin
  94.  *              Requirements - A Model Evaluation https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2911167
  95.  *              <b>eSSRN</b>
  96.  *      </li>
  97.  *      <li>
  98.  *          International Swaps and Derivatives Association (2017): SIMM v2.0 Methodology
  99.  *              https://www.isda.org/a/oFiDE/isda-simm-v2.pdf
  100.  *      </li>
  101.  *  </ul>
  102.  *
  103.  *  <br><br>
  104.  *  <ul>
  105.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  106.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
  107.  *      <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>
  108.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/measure/stochastic/README.md">R<sup>1</sup> R<sup>1</sup> To R<sup>1</sup> Process</a></li>
  109.  *  </ul>
  110.  *
  111.  * @author Lakshmi Krishnamurthy
  112.  */

  113. public class LabelBase
  114. {
  115.     protected java.util.List<java.lang.String> _labelList = null;

  116.     protected java.util.Map<java.lang.String, java.lang.Integer> _labelIndexMap = new
  117.         java.util.HashMap<java.lang.String, java.lang.Integer>();

  118.     /**
  119.      * LabelBase Constructor
  120.      *
  121.      * @param labelList The List of Labels
  122.      *
  123.      * @throws java.lang.Exception Thrown if the Inputs are Invalid
  124.      */

  125.     public LabelBase (
  126.         final java.util.List<java.lang.String> labelList)
  127.         throws java.lang.Exception
  128.     {
  129.         if (null == (_labelList = labelList))
  130.         {
  131.             throw new java.lang.Exception ("LabelBase Constructor => Invalid Inputs");
  132.         }

  133.         int labelCount = _labelList.size();

  134.         if (0 == labelCount)
  135.         {
  136.             throw new java.lang.Exception ("LabelBase Constructor => Invalid Inputs");
  137.         }

  138.         for (int labelIndex = 0; labelIndex < labelCount; ++labelIndex)
  139.         {
  140.             _labelIndexMap.put (
  141.                 _labelList.get (labelIndex),
  142.                 labelIndex
  143.             );
  144.         }
  145.     }

  146.     /**
  147.      * Retrieve the Label List
  148.      *
  149.      * @return The Label List
  150.      */

  151.     public java.util.List<java.lang.String> labelList()
  152.     {
  153.         return _labelList;
  154.     }
  155. }