UnitCouponAccrualSetting.java
package org.drip.param.period;
/*
* -*- 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
*
* 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>UnitCouponAccrualSetting</i> contains the cash flow periods Coupon/Accrual details. Currently it holds
* the frequency, the calendar, the coupon/accrual day counts and the EOM adjustment flags, and flag
* indicating whether the coupon is computed from frequency.
*
* <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/period">Composite Composable Period Builder Settings</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class UnitCouponAccrualSetting {
private int _iFreq = -1;
private int _iAccrualCompoundingRule = -1;
private java.lang.String _strCalendar = "";
private java.lang.String _strCouponDC = "";
private java.lang.String _strAccrualDC = "";
private boolean _bCouponDCFOffOfFreq = false;
private boolean _bCouponEOMAdjustment = false;
private boolean _bAccrualEOMAdjustment = false;
/**
* UnitCouponAccrualSetting constructor
*
* @param iFreq Frequency
* @param strCouponDC Coupon Day Count
* @param bCouponEOMAdjustment Coupon EOM Adjustment Flag
* @param strAccrualDC Accrual Day Count
* @param bAccrualEOMAdjustment Accrual EOM Adjustment Flag
* @param strCalendar Calendar
* @param bCouponDCFOffOfFreq Compute Full Coupon DCF from the Frequency
* @param iAccrualCompoundingRule The Accrual Compounding Rule
*
* @throws java.lang.Exception Thrown if Inputs are invalid
*/
public UnitCouponAccrualSetting (
final int iFreq,
final java.lang.String strCouponDC,
final boolean bCouponEOMAdjustment,
final java.lang.String strAccrualDC,
final boolean bAccrualEOMAdjustment,
final java.lang.String strCalendar,
final boolean bCouponDCFOffOfFreq,
final int iAccrualCompoundingRule)
throws java.lang.Exception
{
if (0 >= (_iFreq = iFreq) || null == (_strCouponDC = strCouponDC) || _strCouponDC.isEmpty() || null
== (_strAccrualDC = strAccrualDC) || _strAccrualDC.isEmpty() || null == (_strCalendar =
strCalendar) || _strCalendar.isEmpty() ||
!org.drip.analytics.support.CompositePeriodBuilder.ValidateCompoundingRule
(_iAccrualCompoundingRule = iAccrualCompoundingRule))
throw new java.lang.Exception ("UnitCouponAccrualSetting ctr: Invalid Inputs");
_bCouponDCFOffOfFreq = bCouponDCFOffOfFreq;
_bCouponEOMAdjustment = bCouponEOMAdjustment;
_bAccrualEOMAdjustment = bAccrualEOMAdjustment;
}
/**
* Retrieve the Coupon Frequency
*
* @return The Coupon Frequency
*/
public int freq()
{
return _iFreq;
}
/**
* Retrieve the Coupon Day Count
*
* @return The Coupon Day Count
*/
public java.lang.String couponDC()
{
return _strCouponDC;
}
/**
* Retrieve the Coupon EOM Adjustment Flag
*
* @return The Coupon EOM Adjustment Flag
*/
public boolean couponEOMAdjustment()
{
return _bCouponEOMAdjustment;
}
/**
* Retrieve the Accrual Day Count
*
* @return The Accrual Day Count
*/
public java.lang.String accrualDC()
{
return _strAccrualDC;
}
/**
* Retrieve the Accrual EOM Adjustment Flag
*
* @return The Accrual EOM Adjustment Flag
*/
public boolean accrualEOMAdjustment()
{
return _bAccrualEOMAdjustment;
}
/**
* Retrieve the Flag indicating whether Coupon DCF is computed off of the DCF Flag
*
* @return TRUE - The Flag indicating whether Coupon DCF is computed off of the DCF Flag
*/
public boolean couponDCFOffOfFreq()
{
return _bCouponDCFOffOfFreq;
}
/**
* Retrieve the Calendar
*
* @return The Calendar
*/
public java.lang.String calendar()
{
return _strCalendar;
}
/**
* Retrieve the Accrual Compounding Rule
*
* @return The Accrual Compounding Rule
*/
public int accrualCompoundingRule()
{
return _iAccrualCompoundingRule;
}
}