Account.java
package org.drip.portfolioconstruction.core;
/*
* -*- 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
*
* 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>Account</i> holds the Current Portfolio (if any) along with the Creation/Maintenance Mandate.
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/AssetAllocationAnalyticsLibrary.md">Asset Allocation Analytics</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/portfolioconstruction/README.md">Portfolio Construction under Allocation Constraints</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/portfolioconstruction/core/README.md">Core Portfolio Construction Component Suite</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class Account
extends org.drip.portfolioconstruction.core.Block
{
private org.drip.portfolioconstruction.composite.Holdings _holdings = null;
private org.drip.portfolioconstruction.composite.AlphaGroup _alphaGroup = null;
private org.drip.portfolioconstruction.composite.Benchmark _trackingBenchmark = null;
private org.drip.portfolioconstruction.composite.Benchmark _objectiveBenchmark = null;
private org.drip.portfolioconstruction.core.TaxAccountingScheme _taxAccountingScheme = null;
private org.drip.portfolioconstruction.risk.AssetCovariance _assetCovarianceRiskModel = null;
private org.drip.portfolioconstruction.risk.AlphaUncertaintyGroup _alphaUncertaintyGroup = null;
private org.drip.portfolioconstruction.composite.TransactionChargeGroup _transactionChargeGroup = null;
/**
* Account Constructor
*
* @param name The Account Name
* @param id The Account ID
* @param description The Account Description
* @param holdings The Account Holdings
* @param taxAccountingScheme The Tax Accounting Scheme
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public Account (
final java.lang.String name,
final java.lang.String id,
final java.lang.String description,
final org.drip.portfolioconstruction.composite.Holdings holdings,
final org.drip.portfolioconstruction.core.TaxAccountingScheme taxAccountingScheme)
throws java.lang.Exception
{
super (
name,
id,
description
);
_holdings = holdings;
_taxAccountingScheme = taxAccountingScheme;
}
/**
* Retrieve the Holdings
*
* @return The Holdings
*/
public org.drip.portfolioconstruction.composite.Holdings holdings()
{
return _holdings;
}
/**
* Retrieve the Currency
*
* @return The Currency
*/
public java.lang.String currency()
{
return _holdings.currency();
}
/**
* Retrieve the Tracking Benchmark Instance
*
* @return The Tracking Benchmark Instance
*/
public org.drip.portfolioconstruction.composite.Benchmark trackingBenchmark()
{
return _trackingBenchmark;
}
/**
* Retrieve the Objective Benchmark Instance
*
* @return The Objective Benchmark Instance
*/
public org.drip.portfolioconstruction.composite.Benchmark objectiveBenchmark()
{
return _objectiveBenchmark;
}
/**
* Retrieve the Alpha Group Instance
*
* @return The Alpha Group Instance
*/
public org.drip.portfolioconstruction.composite.AlphaGroup alphaGroup()
{
return _alphaGroup;
}
/**
* Retrieve the Alpha Uncertainty Group Instance
*
* @return The Alpha Uncertainty Group Instance
*/
public org.drip.portfolioconstruction.risk.AlphaUncertaintyGroup alphaUncertaintyGroup()
{
return _alphaUncertaintyGroup;
}
/**
* Retrieve the Asset Co-variance Risk Model
*
* @return The Asset Co-variance Risk Model
*/
public org.drip.portfolioconstruction.risk.AssetCovariance assetCovariance()
{
return _assetCovarianceRiskModel;
}
/**
* Retrieve the Transaction Cost Group Instance
*
* @return The Transaction Cost Group Instance
*/
public org.drip.portfolioconstruction.composite.TransactionChargeGroup transactionChargeGroup()
{
return _transactionChargeGroup;
}
/**
* Retrieve the Tax Accounting Scheme
*
* @return The Tax Accounting Scheme
*/
public org.drip.portfolioconstruction.core.TaxAccountingScheme taxAccountingScheme()
{
return _taxAccountingScheme;
}
/**
* Set the Tracking Benchmark Instance
*
* @param trackingBenchmark The Tracking Benchmark
*
* @return The Tracking Benchmark successfully set
*/
public boolean setTrackingBenchmark (
final org.drip.portfolioconstruction.composite.Benchmark trackingBenchmark)
{
if (null == trackingBenchmark)
{
return false;
}
_trackingBenchmark = trackingBenchmark;
return true;
}
/**
* Set the Objective Benchmark Instance
*
* @param objectiveBenchmark The Objective Benchmark
*
* @return The Objective Benchmark successfully set
*/
public boolean setObjectiveBenchmark (
final org.drip.portfolioconstruction.composite.Benchmark objectiveBenchmark)
{
if (null == objectiveBenchmark)
{
return false;
}
_objectiveBenchmark = objectiveBenchmark;
return true;
}
/**
* Set the Alpha Group
*
* @param alphaGroup The Alpha Group Instance
*
* @return The Alpha Group successfully set
*/
public boolean setAlphaGroup (
final org.drip.portfolioconstruction.composite.AlphaGroup alphaGroup)
{
if (null == alphaGroup)
{
return false;
}
_alphaGroup = alphaGroup;
return true;
}
/**
* Set the Alpha Uncertainty Group
*
* @param alphaUncertaintyGroup The Alpha Uncertainty Group Instance
*
* @return The Alpha Uncertainty Group successfully set
*/
public boolean setAlphaUncertaintyGroup (
final org.drip.portfolioconstruction.risk.AlphaUncertaintyGroup alphaUncertaintyGroup)
{
if (null == alphaUncertaintyGroup)
{
return false;
}
_alphaUncertaintyGroup = alphaUncertaintyGroup;
return true;
}
/**
* Set the Asset Co-variance Risk Model
*
* @param assetCovarianceRiskModel The Asset Co-variance Risk Model
*
* @return The Asset Co-variance Risk Model
*/
public boolean setAssetCovariance (
final org.drip.portfolioconstruction.risk.AssetCovariance assetCovarianceRiskModel)
{
if (null == assetCovarianceRiskModel)
{
return false;
}
_assetCovarianceRiskModel = assetCovarianceRiskModel;
return true;
}
/**
* Set the Transaction Cost Group
*
* @param transactionChargeGroup The Transaction Cost Group Instance
*
* @return The Transaction Cost Group successfully set
*/
public boolean setTransactionCostGroup (
final org.drip.portfolioconstruction.composite.TransactionChargeGroup transactionChargeGroup)
{
if (null == transactionChargeGroup)
{
return false;
}
_transactionChargeGroup = transactionChargeGroup;
return true;
}
}