FixFloatQuoteSet.java
package org.drip.product.calib;
/*
* -*- 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
*
* 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>FixFloatQuoteSet</i> extends the ProductQuoteSet by implementing the Calibration Parameters for the
* Fix-Float Swap Component. Currently it exposes the PV, the Reference Basis, and the Derived Basis Quote
* Fields.
*
* <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/product/README.md">Product Components/Baskets for Credit, FRA, FX, Govvie, Rates, and Option AssetClasses</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/product/calib/README.md">Curve/Surface Calibration Quote Sets</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class FixFloatQuoteSet extends org.drip.product.calib.ProductQuoteSet {
/**
* FixFloatQuoteSet Constructor
*
* @param aLSS Array of Latent State Specification
*
* @throws java.lang.Exception Thrown if Inputs are invalid
*/
public FixFloatQuoteSet (
final org.drip.state.representation.LatentStateSpecification[] aLSS)
throws java.lang.Exception
{
super (aLSS);
}
/**
* Set the PV
*
* @param dblPV The PV
*
* @return TRUE - PV successfully set
*/
public boolean setPV (
final double dblPV)
{
return set ("PV", dblPV);
}
/**
* Indicate if the PV Field exists
*
* @return TRUE - PV Field Exists
*/
public boolean containsPV()
{
return contains ("PV");
}
/**
* Retrieve the PV
*
* @return The PV
*
* @throws java.lang.Exception Thrown if the PV Field does not exist
*/
public double pv()
throws java.lang.Exception
{
return get ("PV");
}
/**
* Set the Derived Par Basis Spread
*
* @param dblDerivedParBasisSpread The Derived Par Basis Spread
*
* @return TRUE - The Derived Par Basis Spread successfully set
*/
public boolean setDerivedParBasisSpread (
final double dblDerivedParBasisSpread)
{
return set ("DerivedParBasisSpread", dblDerivedParBasisSpread);
}
/**
* Indicate if the Derived Par Basis Spread Field exists
*
* @return TRUE - The Derived Par Basis Spread Field Exists
*/
public boolean containsDerivedParBasisSpread()
{
return contains ("DerivedParBasisSpread");
}
/**
* Retrieve the Derived Par Basis Spread
*
* @return The Derived Par Basis Spread
*
* @throws java.lang.Exception Thrown if the Derived Par Basis Spread Field does not exist
*/
public double derivedParBasisSpread()
throws java.lang.Exception
{
return get ("DerivedParBasisSpread");
}
/**
* Set the Reference Par Basis Spread
*
* @param dblReferenceParBasisSpread The Reference Par Basis Spread
*
* @return TRUE - The Reference Par Basis Spread successfully set
*/
public boolean setReferenceParBasisSpread (
final double dblReferenceParBasisSpread)
{
return set ("ReferenceParBasisSpread", dblReferenceParBasisSpread);
}
/**
* Indicate if the Reference Par Basis Spread Field exists
*
* @return TRUE - The Reference Par Basis Spread Field Exists
*/
public boolean containsReferenceParBasisSpread()
{
return contains ("ReferenceParBasisSpread");
}
/**
* Retrieve the Reference Par Basis Spread
*
* @return The Reference Par Basis Spread
*
* @throws java.lang.Exception Thrown if the Reference Par Basis Spread Field does not exist
*/
public double referenceParBasisSpread()
throws java.lang.Exception
{
return get ("ReferenceParBasisSpread");
}
/**
* Set the Swap Rate
*
* @param dblSwapRate The Swap Rate
*
* @return TRUE - The Swap Rate successfully set
*/
public boolean setSwapRate (
final double dblSwapRate)
{
return set ("SwapRate", dblSwapRate);
}
/**
* Indicate if the Swap Rate Field exists
*
* @return TRUE - The Swap Rate Field Exists
*/
public boolean containsSwapRate()
{
return contains ("SwapRate");
}
/**
* Retrieve the Swap Rate
*
* @return The Swap Rate
*
* @throws java.lang.Exception Thrown if the Swap Rate Field does not exist
*/
public double swapRate()
throws java.lang.Exception
{
return get ("SwapRate");
}
/**
* Set the Rate
*
* @param dblRate The Rate
*
* @return TRUE - The Rate successfully set
*/
public boolean setRate (
final double dblRate)
{
return set ("Rate", dblRate);
}
/**
* Indicate if the Rate Field exists
*
* @return TRUE - The Rate Field Exists
*/
public boolean containsRate()
{
return contains ("Rate");
}
/**
* Retrieve the Rate
*
* @return The Rate
*
* @throws java.lang.Exception Thrown if the Rate Field does not exist
*/
public double rate()
throws java.lang.Exception
{
return get ("Rate");
}
}