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;
}
}