CreditManifestMeasureTweak.java

package org.drip.param.definition;

/*
 * -*- 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
 * Copyright (C) 2013 Lakshmi Krishnamurthy
 * Copyright (C) 2012 Lakshmi Krishnamurthy
 * Copyright (C) 2011 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>CreditManifestMeasureTweak</i> contains the place holder for the credit curve scenario tweak
 * parameters: in addition to the ResponseValueTweakParams fields, this exposes the calibration manifest
 * measure, the curve node, and the nodal calibration type (entire curve/flat or a given tenor point).
 *
 *  <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</a></li>
 *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/param/README.md">Product Cash Flow, Valuation, Market, Pricing, and Quoting Parameters</a></li>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/param/definition/README.md">Latent State Quantification Metrics Tweak</a></li>
 *  </ul>
 *
 * @author Lakshmi Krishnamurthy
 */

public class CreditManifestMeasureTweak extends ManifestMeasureTweak {

    /**
     * Tweak Parameter Type of Quote
     */

    public static final java.lang.String CREDIT_TWEAK_NODE_PARAM_QUOTE = "Quote";

    /**
     * Tweak Parameter Type of Recovery
     */

    public static final java.lang.String CREDIT_TWEAK_NODE_PARAM_RECOVERY = "Recovery";

    /**
     * Tweak Measure Type of Quote
     */

    public static final java.lang.String CREDIT_TWEAK_NODE_MEASURE_QUOTE = "Quote";

    /**
     * Tweak Measure Type of Hazard
     */

    public static final java.lang.String CREDIT_TWEAK_NODE_MEASURE_HAZARD = "Hazard";

    private boolean _bSingleNodeCalib = false;
    private java.lang.String _strParamType = "";
    private java.lang.String _strMeasureType = "";

    /**
     * CreditManifestMeasureTweak constructor
     * 
     * @param strParamType Node Tweak Parameter Type
     * @param strMeasureType Node Tweak Measure Type
     * @param iNode Node to be tweaked - Set to NODE_FLAT_TWEAK for flat curve tweak
     * @param bIsProportional True - Tweak is proportional, False - parallel
     * @param dblAmount Amount to be tweaked - proportional tweaks are represented as percent, parallel
     *          tweaks are absolute numbers
     * @param bSingleNodeCalib Flat Calibration using a single node?
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public CreditManifestMeasureTweak (
        final java.lang.String strParamType,
        final java.lang.String strMeasureType,
        final int iNode,
        final boolean bIsProportional,
        final double dblAmount,
        final boolean bSingleNodeCalib)
        throws java.lang.Exception
    {
        super (iNode, bIsProportional, dblAmount);

        if (null == (_strParamType = strParamType))
            throw new java.lang.Exception
                ("CreditManifestMeasureTweak ctr => Invalid Tweak Parameter Type!");

        if (null == (_strMeasureType = strMeasureType))
            throw new java.lang.Exception ("CreditManifestMeasureTweak ctr => Invalid Tweak Measure Type!");

        _bSingleNodeCalib = bSingleNodeCalib;
    }

    /**
     * Single Node Calibration Flag
     * 
     * @return TRUE - Turn on Single Node Calibration
     */

    public boolean singleNodeCalib()
    {
        return _bSingleNodeCalib;
    }

    /**
     * Retrieve the Tweak Parameter Type
     * 
     * @return The Tweak Parameter Type
     */

    public java.lang.String paramType()
    {
        return _strParamType;
    }

    /**
     * Retrieve the Tweak Measure Type
     * 
     * @return The Tweak Measure Type
     */

    public java.lang.String measureType()
    {
        return _strMeasureType;
    }
}