ProductQuoteSet.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>ProductQuoteSet</i> implements the Calibratable type-free Product Quote Shell. The derived calibration
 * sets provide custom accessors.
 *
 *	<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 ProductQuoteSet {
	private org.drip.state.representation.LatentStateSpecification[] _aLSS = null;

	private org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> _mapQuote = new
		org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>();

	/**
	 * Product Quote Set Constructor
	 * 
	 * @param aLSS Array of Latent State Specifications
	 * 
	 * @throws java.lang.Exception Thrown if the Inputs are Invalid
	 */

	public ProductQuoteSet (
		final org.drip.state.representation.LatentStateSpecification[] aLSS)
		throws java.lang.Exception
	{
		if (null == (_aLSS = aLSS)) throw new java.lang.Exception ("ProductQuoteSet ctr: Invalid Inputs");

		int iNumLSS = _aLSS.length;

		if (0 == iNumLSS) throw new java.lang.Exception ("ProductQuoteSet ctr: Invalid Inputs");

		for (int i = 0; i < iNumLSS; ++i) {
			if (null == _aLSS[i]) throw new java.lang.Exception ("ProductQuoteSet ctr: Invalid Inputs");
		}
	}

	/**
	 * Retrieve the Array of Latent State Specification
	 * 
	 * @return The Array of Latent State Specification
	 */

	public org.drip.state.representation.LatentStateSpecification[] lss()
	{
		return _aLSS;
	}

	/**
	 * Indicate if the requested Latent State Type is contained in the Quote Set
	 * 
	 * @param strLatentStateType The Requested Latent State Type
	 * 
	 * @return TRUE - The requested Latent State Type is contained in the Quote Set
	 */

	public boolean containsLatentStateType (
		final java.lang.String strLatentStateType)
	{
		if (null == strLatentStateType || strLatentStateType.isEmpty()) return false;

		for (org.drip.state.representation.LatentStateSpecification lss : _aLSS) {
			if (lss.latentState().equalsIgnoreCase (strLatentStateType)) return true;
		}

		return false;
	}

	/**
	 * Retrieve the Forward Latent State Label, if it exists
	 * 
	 * @return The Forward Latent State Label
	 */

	public org.drip.state.identifier.ForwardLabel forwardLabel()
	{
		for (org.drip.state.representation.LatentStateSpecification lss : _aLSS) {
			if (lss.latentState().equalsIgnoreCase
				(org.drip.analytics.definition.LatentStateStatic.LATENT_STATE_FORWARD))
				return (org.drip.state.identifier.ForwardLabel) lss.label();
		}

		return null;
	}

	/**
	 * Retrieve the Funding Latent State Label, if it exists
	 * 
	 * @return The Funding Latent State Label
	 */

	public org.drip.state.identifier.FundingLabel fundingLabel()
	{
		for (org.drip.state.representation.LatentStateSpecification lss : _aLSS) {
			if (lss.latentState().equalsIgnoreCase
				(org.drip.analytics.definition.LatentStateStatic.LATENT_STATE_FUNDING))
				return (org.drip.state.identifier.FundingLabel) lss.label();
		}

		return null;
	}

	/**
	 * Retrieve the FX Latent State Label, if it exists
	 * 
	 * @return The FX Latent State Label
	 */

	public org.drip.state.identifier.FXLabel fxLabel()
	{
		for (org.drip.state.representation.LatentStateSpecification lss : _aLSS) {
			if (lss.latentState().equalsIgnoreCase
				(org.drip.analytics.definition.LatentStateStatic.LATENT_STATE_FX))
				return (org.drip.state.identifier.FXLabel) lss.label();
		}

		return null;
	}

	/**
	 * Retrieve the Govvie Latent State Label, if it exists
	 * 
	 * @return The Govvie Latent State Label
	 */

	public org.drip.state.identifier.GovvieLabel govvieLabel()
	{
		for (org.drip.state.representation.LatentStateSpecification lss : _aLSS) {
			if (lss.latentState().equalsIgnoreCase
				(org.drip.analytics.definition.LatentStateStatic.LATENT_STATE_GOVVIE))
				return (org.drip.state.identifier.GovvieLabel) lss.label();
		}

		return null;
	}

	/**
	 * Retrieve the Volatility Latent State Label, if it exists
	 * 
	 * @return The Volatility Latent State Label
	 */

	public org.drip.state.identifier.VolatilityLabel volatilityLabel()
	{
		for (org.drip.state.representation.LatentStateSpecification lss : _aLSS) {
			if (lss.latentState().equalsIgnoreCase
				(org.drip.analytics.definition.LatentStateStatic.LATENT_STATE_VOLATILITY))
				return (org.drip.state.identifier.VolatilityLabel) lss.label();
		}

		return null;
	}

	/**
	 * Indicate if the requested Latent State Quantification Metric is contained in the Quote Set
	 * 
	 * @param strLatentStateQuantificationMetric The Requested Latent State Quantification Metric
	 * 
	 * @return TRUE - The requested Latent State Quantification Metric is contained in the Quote Set
	 */

	public boolean containsLatentStateQuantificationMetric (
		final java.lang.String strLatentStateQuantificationMetric)
	{
		if (null == strLatentStateQuantificationMetric || strLatentStateQuantificationMetric.isEmpty())
			return false;

		for (org.drip.state.representation.LatentStateSpecification lss : _aLSS) {
			if (lss.latentStateQuantificationMetric().equalsIgnoreCase (strLatentStateQuantificationMetric))
				return true;
		}

		return false;
	}

	/**
	 * Indicate if the Specified External Latent State Specification is contained in the Array
	 * 
	 * @param strLatentState The Latent State
	 * @param strLatentStateQuantificationMetric The Latent State Quantification Metric
	 * @param label The Specific Latent State Label
	 * 
	 * @return TRUE - The Specified External Latent State Specification is contained in the Array
	 */

	public boolean contains (
		final java.lang.String strLatentState,
		final java.lang.String strLatentStateQuantificationMetric,
		final org.drip.state.identifier.LatentStateLabel label)
	{
		org.drip.state.representation.LatentStateSpecification lssExternal = null;

		try {
			lssExternal = new org.drip.state.representation.LatentStateSpecification (strLatentState,
				strLatentStateQuantificationMetric, label);
		} catch (java.lang.Exception e) {
			e.printStackTrace();

			return false;
		}

		for (org.drip.state.representation.LatentStateSpecification lss : _aLSS) {
			if (lss.match (lssExternal)) return true;
		}

		return false;
	}

	/**
	 * Set the named Manifest Measure Quote Value
	 * 
	 * @param strManifestMeasure The Manifest Measure
	 * @param dblManifestMeasureQuote The Quote Value
	 * 
	 * @return TRUE - The Manifest Measure Quote Value successfully set
	 */

	public boolean set (
		final java.lang.String strManifestMeasure,
		final double dblManifestMeasureQuote)
	{
		if (null == strManifestMeasure || strManifestMeasure.isEmpty() ||
			!org.drip.numerical.common.NumberUtil.IsValid (dblManifestMeasureQuote))
			return false;

		_mapQuote.put (strManifestMeasure, dblManifestMeasureQuote);

		return true;
	}

	/**
	 * Retrieve the Quote corresponding to the Specified Manifest Measure
	 * 
	 * @param strManifestMeasure The Manifest Measure
	 * 
	 * @return The Corresponding Quote
	 * 
	 * @throws java.lang.Exception Thrown if the Quote cannot be extracted
	 */

	public double get (
		final java.lang.String strManifestMeasure)
		throws java.lang.Exception
	{
		if (null == strManifestMeasure || strManifestMeasure.isEmpty() || !_mapQuote.containsKey
			(strManifestMeasure))
			throw new java.lang.Exception ("ProductQuoteSet::get - Invalid Inputs");

		return _mapQuote.get (strManifestMeasure);
	}

	/**
	 * Indicate if the Manifest Measure is available
	 * 
	 * @param strManifestMeasure The Manifest Measure
	 * 
	 * @return TRUE - The Manifest Measure is Available
	 */

	public boolean contains (
		final java.lang.String strManifestMeasure)
	{
		return null != strManifestMeasure && !strManifestMeasure.isEmpty() && _mapQuote.containsKey
			(strManifestMeasure);
	}

	/**
	 * Return the Set of Fields Available
	 * 
	 * @return The Set of Fields Available
	 */

	public java.util.Set<java.lang.String> fields()
	{
		return _mapQuote.keySet();
	}
}