YieldInterpreter.java

package org.drip.param.quoting;

/*
 * -*- 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
 * 
 *  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>YieldInterpreter</i> holds the fields needed to interpret a Yield Quote. It contains the quote day
 * count, quote frequency, quote EOM Adjustment, quote Act/Act parameters, and quote Calendar.
 *
 *  <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/quoting">Quoting Convention Valuation Customization Parameters</a></li>
 *  </ul>
 * 
 * @author Lakshmi Krishnamurthy
 */

public class YieldInterpreter extends org.drip.param.quoting.MeasureInterpreter {

    /*
     * Quote Day Count
     */

    private java.lang.String _strDC = "";

    /*
     * Quote Frequency
     */

    private int _iFreq = 0;

    /*
     * Quote Apply EOM Adjustment?
     */

    private boolean _bApplyEOMAdj = false;

    /*
     * Quote Act Act DC Params
     */

    private org.drip.analytics.daycount.ActActDCParams _aap = null;

    /*
     * Quote Calendar
     */

    private java.lang.String _strCalendar = "";

    /**
     * Construct YieldInterpreter from the Day Count and the Frequency parameters
     * 
     * @param strDC Quoting Day Count
     * @param iFreq Quoting Frequency
     * @param bApplyEOMAdj TRUE - Apply the EOM Adjustment
     * @param aap The ActActDCParams Instance
     * @param strCalendar The Calendar
     * 
     * @throws java.lang.Exception Thrown if inputs are invalid
     */

    public YieldInterpreter (
        final java.lang.String strDC,
        final int iFreq,
        final boolean bApplyEOMAdj,
        final org.drip.analytics.daycount.ActActDCParams aap,
        final java.lang.String strCalendar)
        throws java.lang.Exception
    {
        if (null == (_strDC = strDC) || _strDC.isEmpty() || 0 == (_iFreq = iFreq))
            throw new java.lang.Exception ("YieldInterpreter ctr: Invalid quoting params!");

        _aap = aap;
        _strCalendar = strCalendar;
        _bApplyEOMAdj = bApplyEOMAdj;
    }

    /**
     * Retrieve the Day Count Convention
     * 
     * @return The Day Count Convention
     */

    public java.lang.String dayCount()
    {
        return _strDC;
    }

    /**
     * Retrieve the Frequency
     * 
     * @return The Frequency
     */

    public int freq()
    {
        return _iFreq;
    }

    /**
     * Retrieve the EOM Adjustment
     * 
     * @return The EOM Adjustment
     */

    public boolean eomAdj()
    {
        return _bApplyEOMAdj;
    }

    /**
     * Retrieve the Act/Act Day Count Parameters
     * 
     * @return The Act/Act Day Count Parameters
     */

    public org.drip.analytics.daycount.ActActDCParams aap()
    {
        return _aap;
    }

    /**
     * Retrieve the Calendar
     * 
     * @return The Calendar
     */

    public java.lang.String calendar()
    {
        return _strCalendar;
    }
}