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;
}
}