ProductQuote.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>ProductQuote</i> abstract class holds the different types of quotes for a given product. It contains a
- * single market field/quote pair, but multiple alternate named quotes (to accommodate quotes on different
- * measures for the component).
- *
- * <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 abstract class ProductQuote {
- /**
- * Add a regular or a market quote for the component
- *
- * @param strQuoteField The quote field
- * @param q Quote to be added
- * @param bIsMarketQuote Whether the quote is a market quote
- */
- public abstract void addQuote (
- final java.lang.String strQuoteField,
- final org.drip.param.definition.Quote q,
- final boolean bIsMarketQuote);
- /**
- * Set the market quote for the component
- *
- * @param strMarketQuoteField Market Quote field
- * @param q Quote
- *
- * @return True if successfully added
- */
- public abstract boolean setMarketQuote (
- final java.lang.String strMarketQuoteField,
- final org.drip.param.definition.Quote q);
- /**
- * Remove the market quote
- *
- * @return TRUE - The Market Quote has been removed
- */
- public abstract boolean removeMarketQuote();
- /**
- * Get the Quote for the given Field
- *
- * @param strQuoteField Field Name
- *
- * @return Quote object
- */
- public abstract org.drip.param.definition.Quote quote (
- final java.lang.String strQuoteField);
- /**
- * Return the market quote object
- *
- * @return Quote object
- */
- public abstract org.drip.param.definition.Quote marketQuote();
- /**
- * Retrieve the market quote field
- *
- * @return Field name
- */
- public abstract java.lang.String marketQuoteField();
- /**
- * Remove the named Quote
- *
- * @param strQuoteField Named Quote Field
- *
- * @return Success (true) or failure (false)
- */
- public abstract boolean removeQuote (
- final java.lang.String strQuoteField);
- /**
- * Indicate if the named quote is available
- *
- * @param strQuoteField The Quote Name
- *
- * @return TRUE - Named Quote is present
- */
- public abstract boolean containsQuote (
- final java.lang.String strQuoteField);
- }