ProductTick.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 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>ProductTick</i> holds the tick related product parameters - it contains the product ID, the quote
- * composite, the source, the counter party, and whether the quote can be treated as a mark.
- *
- * <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 ProductTick {
- private boolean _bIsMark = false;
- private java.lang.String _strSource = "";
- private java.lang.String _strProductID = "";
- private java.lang.String _strCounterParty = "";
- private org.drip.param.definition.ProductQuote _pq = null;
- /**
- * Empty ProductTick constructor
- */
- public ProductTick()
- {
- }
- /**
- * ProductTick constructor
- *
- * @param strProductID Product ID
- * @param pq Product Quote
- * @param strCounterParty Counter Party
- * @param strSource Quote Source
- * @param bIsMark TRUE - This Quote may be treated as a Mark
- *
- * @throws java.lang.Exception Thrown if inputs are invalid
- */
- public ProductTick (
- final java.lang.String strProductID,
- final org.drip.param.definition.ProductQuote pq,
- final java.lang.String strCounterParty,
- final java.lang.String strSource,
- final boolean bIsMark)
- throws java.lang.Exception
- {
- if (null == (_strProductID = strProductID) || _strProductID.isEmpty() || null == (_pq = pq))
- throw new java.lang.Exception ("ProductTick ctr: Invalid Inputs");
- _bIsMark = bIsMark;
- _strSource = strSource;
- _strCounterParty = strCounterParty;
- }
- /**
- * Retrieve the Product ID
- *
- * @return Product ID
- */
- public java.lang.String productID()
- {
- return _strProductID;
- }
- /**
- * Retrieve the Product Quote
- *
- * @return Product Quote
- */
- public org.drip.param.definition.ProductQuote productQuote()
- {
- return _pq;
- }
- /**
- * Retrieve the Quote Source
- *
- * @return Quote Source
- */
- public java.lang.String source()
- {
- return _strSource;
- }
- /**
- * Retrieve the Counter Party
- *
- * @return Counter Party
- */
- public java.lang.String counterParty()
- {
- return _strCounterParty;
- }
- /**
- * Indicate whether the quote may be treated as a mark
- *
- * @return TRUE - Treat the Quote as a Mark
- */
- public boolean isMark()
- {
- return _bIsMark;
- }
- }