ProductMultiMeasure.java
package org.drip.param.quote;
/*
* -*- 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 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>ProductMultiMeasure</i> holds the different types of quotes for a given component. It contains a single
* market field/quote pair, but multiple alternate named quotes (to accommodate quotes on different measure
* 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/quote/README.md">Multi-sided Multi-Measure Ticks Quotes</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class ProductMultiMeasure extends org.drip.param.definition.ProductQuote {
private java.lang.String _strMarketQuoteField = "";
private org.drip.param.definition.Quote _mktQuote = null;
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.param.definition.Quote> _mapQuote = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.param.definition.Quote>();
/**
* Construct an empty instance of ProductMultiMeasure
*/
public ProductMultiMeasure()
{
}
@Override public void addQuote (
final java.lang.String strQuoteField,
final org.drip.param.definition.Quote q,
final boolean bIsMarketQuote)
{
_mapQuote.put (strQuoteField, q);
if (bIsMarketQuote) {
_mktQuote = q;
_strMarketQuoteField = strQuoteField;
}
}
@Override public boolean setMarketQuote (
final java.lang.String strMarketQuoteField,
final org.drip.param.definition.Quote q)
{
if (null == strMarketQuoteField || strMarketQuoteField.isEmpty() || null == q) return false;
_strMarketQuoteField = strMarketQuoteField;
_mktQuote = q;
return true;
}
@Override public boolean removeMarketQuote()
{
_strMarketQuoteField = "";
_mktQuote = null;
return true;
}
@Override public org.drip.param.definition.Quote quote (
final java.lang.String strQuoteField)
{
return null == strQuoteField || strQuoteField.isEmpty() ? null : _mapQuote.get (strQuoteField);
}
@Override public org.drip.param.definition.Quote marketQuote()
{
return _mktQuote;
}
@Override public java.lang.String marketQuoteField()
{
return _strMarketQuoteField;
}
@Override public boolean removeQuote (
final java.lang.String strQuoteField)
{
if (null == strQuoteField || strQuoteField.isEmpty()) return false;
_mapQuote.remove (strQuoteField);
if (!_strMarketQuoteField.equalsIgnoreCase (strQuoteField)) return true;
return removeMarketQuote();
}
@Override public boolean containsQuote (
final java.lang.String strQuoteField)
{
if (null == strQuoteField || strQuoteField.isEmpty()) return false;
return _mapQuote.containsKey (strQuoteField) || (null != _strMarketQuoteField &&
_strMarketQuoteField.equalsIgnoreCase (strQuoteField));
}
}