StreamQuoteSet.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>StreamQuoteSet</i> extends the ProductQuoteSet by implementing the Calibration Parameters for the
 * Universal Stream.
 *
 *  <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 StreamQuoteSet {
    private org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> _mapQuote = new
        org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>();

    /**
     * Empty StreamQuoteSet Constructor
     */

    public StreamQuoteSet()
    {
    }

    /**
     * Set the PV
     * 
     * @param dblPV The PV
     * 
     * @return TRUE - PV successfully set
     */

    public boolean setPV (
        final double dblPV)
    {
        if (!org.drip.numerical.common.NumberUtil.IsValid (dblPV)) return false;

        _mapQuote.put ("PV", dblPV);

        return true;
    }

    /**
     * Indicate if the PV Field exists
     * 
     * @return TRUE - PV Field Exists
     */

    public boolean containsPV()
    {
        return _mapQuote.containsKey ("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
    {
        if (!containsPV()) throw new java.lang.Exception ("StreamQuoteSet::pv - Does not contain PV");

        return _mapQuote.get ("PV");
    }

    /**
     * Set the Coupon/Spread
     * 
     * @param dblCouponSpread The Coupon/Spread
     * 
     * @return TRUE - The Coupon/Spread successfully set
     */

    public boolean setCouponSpread (
        final double dblCouponSpread)
    {
        if (!org.drip.numerical.common.NumberUtil.IsValid (dblCouponSpread)) return false;

        _mapQuote.put ("CouponSpread", dblCouponSpread);

        return true;
    }

    /**
     * Indicate if the Coupon/Spread Field exists
     * 
     * @return TRUE - Coupon/Spread Field Exists
     */

    public boolean containsCouponSpread()
    {
        return _mapQuote.containsKey ("CouponSpread");
    }

    /**
     * Retrieve the Coupon/Spread
     * 
     * @return The Coupon/Spread
     * 
     * @throws java.lang.Exception Thrown if the Coupon/Spread Field does not exist
     */

    public double couponSpread()
        throws java.lang.Exception
    {
        if (!containsCouponSpread())
            throw new java.lang.Exception ("StreamQuoteSet::couponSpread - Does not contain Coupon/spread");

        return _mapQuote.get ("CouponSpread");
    }

    /**
     * Set the Basis
     * 
     * @param dblBasis The Basis
     * 
     * @return TRUE - The Basis successfully set
     */

    public boolean setBasis (
        final double dblBasis)
    {
        if (!org.drip.numerical.common.NumberUtil.IsValid (dblBasis)) return false;

        _mapQuote.put ("Basis", dblBasis);

        return true;
    }

    /**
     * Indicate if the Basis Field exists
     * 
     * @return TRUE - Basis Field Exists
     */

    public boolean containsBasis()
    {
        return _mapQuote.containsKey ("Basis");
    }

    /**
     * Retrieve the Basis
     * 
     * @return The Basis
     * 
     * @throws java.lang.Exception Thrown if the Basis Field does not exist
     */

    public double basis()
        throws java.lang.Exception
    {
        if (!containsBasis())
            throw new java.lang.Exception ("StreamQuoteSet::basis - Does not contain Basis");

        return _mapQuote.get ("Basis");
    }
}