BondProductBuilder.java

  1. package org.drip.product.creator;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  14.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  16.  * Copyright (C) 2012 Lakshmi Krishnamurthy
  17.  * Copyright (C) 2011 Lakshmi Krishnamurthy
  18.  * 
  19.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  20.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  21.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  22.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  23.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  24.  *      and computational support.
  25.  *  
  26.  *      https://lakshmidrip.github.io/DROP/
  27.  *  
  28.  *  DROP is composed of three modules:
  29.  *  
  30.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  31.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  32.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  33.  * 
  34.  *  DROP Product Core implements libraries for the following:
  35.  *  - Fixed Income Analytics
  36.  *  - Loan Analytics
  37.  *  - Transaction Cost Analytics
  38.  * 
  39.  *  DROP Portfolio Core implements libraries for the following:
  40.  *  - Asset Allocation Analytics
  41.  *  - Asset Liability Management Analytics
  42.  *  - Capital Estimation Analytics
  43.  *  - Exposure Analytics
  44.  *  - Margin Analytics
  45.  *  - XVA Analytics
  46.  * 
  47.  *  DROP Computational Core implements libraries for the following:
  48.  *  - Algorithm Support
  49.  *  - Computation Support
  50.  *  - Function Analysis
  51.  *  - Model Validation
  52.  *  - Numerical Analysis
  53.  *  - Numerical Optimizer
  54.  *  - Spline Builder
  55.  *  - Statistical Learning
  56.  * 
  57.  *  Documentation for DROP is Spread Over:
  58.  * 
  59.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  60.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  61.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  62.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  63.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  64.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  65.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  66.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  67.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  68.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  69.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  70.  * 
  71.  *  Licensed under the Apache License, Version 2.0 (the "License");
  72.  *      you may not use this file except in compliance with the License.
  73.  *   
  74.  *  You may obtain a copy of the License at
  75.  *      http://www.apache.org/licenses/LICENSE-2.0
  76.  *  
  77.  *  Unless required by applicable law or agreed to in writing, software
  78.  *      distributed under the License is distributed on an "AS IS" BASIS,
  79.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  80.  *  
  81.  *  See the License for the specific language governing permissions and
  82.  *      limitations under the License.
  83.  */

  85. /**
  86.  * <i>BondProductBuilder</i> holds the static parameters of the bond product needed for the full bond
  87.  * valuation. It contains the bond identifier parameters (ISIN, CUSIP), the issuer level parameters (Ticker,
  88.  * SPN or the credit curve string), coupon parameters (coupon rate, coupon frequency, coupon type, day
  89.  * count), maturity parameters (maturity date, maturity type, final maturity, redemption value), date
  90.  * parameters (announce, first settle, first coupon, interest accrual start, and issue dates), embedded
  91.  * option parameters (callable, putable, has been exercised), currency parameters (trade, coupon, and
  92.  * redemption currencies), floater parameters (floater flag, floating coupon convention, current coupon, rate
  93.  * index, spread), and whether the bond is perpetual or has defaulted.
  94.  *
  95.  *  <br><br>
  96.  *  <ul>
  97.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
  98.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
  99.  *      <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>
  100.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/product/creator/README.md">Streams and Products Construction Utilities</a></li>
  101.  *  </ul>
  102.  * <br><br>
  103.  * 
  104.  * @author Lakshmi Krishnamurthy
  105.  *
  106.  */

  108. public class BondProductBuilder {
  109.     private static final boolean m_bBlog = false;
  110.     private static final boolean m_bDisplayWarnings = true;

  112.     /**
  113.      * ISIN
  114.      */

  116.     public java.lang.String _strISIN = "";

  118.     /**
  119.      * CUSIP
  120.      */

  122.     public java.lang.String _strCUSIP = "";

  124.     /**
  125.      * Ticker
  126.      */

  128.     public java.lang.String _strTicker = "";

  130.     /**
  131.      * Coupon
  132.      */

  134.     public double _dblCoupon = java.lang.Double.NaN;

  136.     /**
  137.      * Maturity
  138.      */

  140.     public org.drip.analytics.date.JulianDate _dtMaturity = null;

  142.     /**
  143.      * Coupon Frequency
  144.      */

  146.     public int _iCouponFreq = 0;

  148.     /**
  149.      * Coupon Type
  150.      */

  152.     public java.lang.String _strCouponType = "";

  154.     /**
  155.      * Maturity Type
  156.      */

  158.     public java.lang.String _strMaturityType = "";

  160.     /**
  161.      * Calculation Type
  162.      */

  164.     public java.lang.String _strCalculationType = "";

  166.     /**
  167.      * Day count Code
  168.      */

  170.     public java.lang.String _strDayCountCode = "";

  172.     /**
  173.      * Redemption Value
  174.      */

  176.     public double _dblRedemptionValue = java.lang.Double.NaN;

  178.     /**
  179.      * Announce Date
  180.      */

  182.     public org.drip.analytics.date.JulianDate _dtAnnounce = null;

  184.     /**
  185.      * First Settle Date
  186.      */

  188.     public org.drip.analytics.date.JulianDate _dtFirstSettle = null;

  190.     /**
  191.      * First Coupon Date
  192.      */

  194.     public org.drip.analytics.date.JulianDate _dtFirstCoupon = null;

  196.     /**
  197.      * Interest Accrual Start Date
  198.      */

  200.     public org.drip.analytics.date.JulianDate _dtInterestAccrualStart = null;

  202.     /**
  203.      * Issue Date
  204.      */

  206.     public org.drip.analytics.date.JulianDate _dtIssue = null;

  208.     /**
  209.      * Callable flag
  210.      */

  212.     public boolean _bIsCallable = false;

  214.     /**
  215.      * Putable flag
  216.      */

  218.     public boolean _bIsPutable = false;

  220.     /**
  221.      * Sinkable flag
  222.      */

  224.     public boolean _bIsSinkable = false;

  226.     /**
  227.      * Redemption Currency
  228.      */

  230.     public java.lang.String _strRedemptionCurrency = "";

  232.     /**
  233.      * Coupon Currency
  234.      */

  236.     public java.lang.String _strCouponCurrency = "";

  238.     /**
  239.      * Trade Currency
  240.      */

  242.     public java.lang.String _strTradeCurrency = "";

  244.     /**
  245.      * Has Been Exercised flag
  246.      */

  248.     public boolean _bHasBeenCalled = false;

  250.     /**
  251.      * Floater Coupon Day Count Convention
  252.      */

  254.     public java.lang.String _strFloatCouponConvention = "";

  256.     /**
  257.      * Current Coupon
  258.      */

  260.     public double _dblCurrentCoupon = java.lang.Double.NaN;

  262.     /**
  263.      * Is Floater flag
  264.      */

  266.     public boolean _bIsFloater = false;

  268.     /**
  269.      * Final Maturity Date
  270.      */

  272.     public org.drip.analytics.date.JulianDate _dtFinalMaturity = null;

  274.     /**
  275.      * Is Perpetual flag
  276.      */

  278.     public boolean _bIsPerpetual = false;

  280.     /**
  281.      * Is Defaulted flag
  282.      */

  284.     public boolean _bIsDefaulted = false;

  286.     /**
  287.      * Floater Spread
  288.      */

  290.     public double _dblFloatSpread = java.lang.Double.NaN;

  292.     /**
  293.      * Rate Index
  294.      */

  296.     public java.lang.String _strRateIndex = "";

  298.     /**
  299.      * Issuer SPN
  300.      */

  302.     public java.lang.String _strIssuerSPN = "";

  304.     private static final java.lang.String DES (
  305.         final BondProductBuilder bpb)
  306.     {
  307.         return bpb._strTicker + "  " + bpb._dtMaturity.toString() + "[" + bpb._strISIN + "]";
  308.     }

  310.     private org.drip.analytics.date.JulianDate reconcileStartDate()
  311.     {
  312.         if (null != _dtInterestAccrualStart) return _dtInterestAccrualStart;

  314.         if (null != _dtIssue) return _dtIssue;

  316.         if (null != _dtFirstSettle) return _dtFirstSettle;

  318.         return _dtAnnounce;
  319.     }

  321.     /**
  322.      * Create BondProductBuilder from the SQL ResultSet and the input MPC
  323.      * 
  324.      * @param rs SQL ResultSet
  325.      * @param mpc org.drip.param.definition.MarketParams to help fill some of the fields in
  326.      * 
  327.      * @return BondProductBuilder object
  328.      */

  330.     public static final BondProductBuilder CreateFromResultSet (
  331.         final java.sql.ResultSet rs,
  332.         final org.drip.param.definition.ScenarioMarketParams mpc)
  333.     {
  334.         try {
  335.             BondProductBuilder bpb = new BondProductBuilder();

  337.             if (null == (bpb._strISIN = rs.getString ("ISIN"))) {
  338.                 System.out.println ("No ISIN!");

  340.                 return null;
  341.             }

  343.             if (m_bBlog) System.out.println ("Loading " + bpb._strISIN + " ...");

  345.             if (null == (bpb._strCUSIP = rs.getString ("CUSIP"))) {
  346.                 System.out.println ("No CUSIP!");

  348.                 return null;
  349.             }

  351.             bpb._strTicker = rs.getString ("Ticker");

  353.             if (!org.drip.numerical.common.NumberUtil.IsValid (bpb._dblCoupon = 0.01 * rs.getDouble ("Coupon")))
  354.             {
  355.                 System.out.println ("Invalid coupon for ISIN " + bpb._strISIN);

  357.                 return null;
  358.             }

  360.             if (null == (bpb._dtMaturity = org.drip.analytics.date.DateUtil.MakeJulianFromRSEntry (rs.getDate
  361.                 ("Maturity")))) {
  362.                 System.out.println ("Invalid maturity for ISIN " + bpb._strISIN);

  364.                 return null;
  365.             }

  367.             bpb._iCouponFreq = rs.getInt ("CouponFreq");

  369.             bpb._strCouponType = rs.getString ("CouponType");

  371.             bpb._strMaturityType = rs.getString ("MaturityType");

  373.             bpb._strCalculationType = rs.getString ("CalculationType");

  375.             bpb._strDayCountCode = rs.getString ("DayCountConv");

  377.             bpb._dblRedemptionValue = rs.getDouble ("RedemptionValue");

  379.             if (null == (bpb._dtAnnounce = org.drip.analytics.date.DateUtil.MakeJulianFromRSEntry (rs.getDate
  380.                 ("AnnounceDate")))) {
  381.                 System.out.println ("Invalid announce date for ISIN " + DES (bpb));

  383.                 return null;
  384.             }

  386.             if (null == (bpb._dtFirstSettle = org.drip.analytics.date.DateUtil.MakeJulianFromRSEntry
  387.                 (rs.getDate ("FirstSettleDate")))) {
  388.                 System.out.println ("Invalid first settle date for ISIN " + DES (bpb));

  390.                 return null;
  391.             }

  393.             if (null == (bpb._dtFirstCoupon = org.drip.analytics.date.DateUtil.MakeJulianFromRSEntry
  394.                 (rs.getDate ("FirstCouponDate")))) {
  395.                 if (m_bBlog) System.out.println ("Invalid first coupon date for ISIN " + DES (bpb));
  396.             }

  398.             if (null == (bpb._dtInterestAccrualStart = org.drip.analytics.date.DateUtil.MakeJulianFromRSEntry
  399.                 (rs.getDate ("AccrualStartDate")))) {
  400.                 System.out.println ("Invalid accrual start date for " + DES (bpb));

  402.                 return null;
  403.             }

  405.             if (null == (bpb._dtIssue = org.drip.analytics.date.DateUtil.MakeJulianFromRSEntry (rs.getDate
  406.                 ("IssueDate")))) {
  407.                 System.out.println ("Invalid issue date for " + DES (bpb));

  409.                 return null;
  410.             }

  412.             bpb._bIsCallable = org.drip.numerical.common.StringUtil.ParseFromUnitaryString (rs.getString
  413.                 ("IsCallable"));

  415.             bpb._bIsPutable = org.drip.numerical.common.StringUtil.ParseFromUnitaryString (rs.getString
  416.                 ("IsPutable"));

  418.             bpb._bIsSinkable = org.drip.numerical.common.StringUtil.ParseFromUnitaryString (rs.getString
  419.                 ("IsSinkable"));

  421.             bpb._strRedemptionCurrency = org.drip.analytics.support.Helper.SwitchIRCurve
  422.                 (rs.getString ("RedemptionCurrency"));

  424.             if (null == bpb._strRedemptionCurrency || bpb._strRedemptionCurrency.isEmpty()) {
  425.                 System.out.println ("Invalid redemption currency for " + DES (bpb));

  427.                 return null;
  428.             }

  430.             bpb._strCouponCurrency = org.drip.analytics.support.Helper.SwitchIRCurve
  431.                 (rs.getString ("CouponCurrency"));

  433.             if (null == bpb._strCouponCurrency || bpb._strCouponCurrency.isEmpty()) {
  434.                 System.out.println ("Invalid coupon currency for " + DES (bpb));

  436.                 return null;
  437.             }

  439.             bpb._strTradeCurrency = org.drip.analytics.support.Helper.SwitchIRCurve
  440.                 (rs.getString ("TradeCurrency"));

  442.             if (null == bpb._strTradeCurrency || bpb._strTradeCurrency.isEmpty()) {
  443.                 System.out.println ("Invalid trade currency for " + DES (bpb));

  445.                 return null;
  446.             }

  448.             bpb._bHasBeenCalled = org.drip.numerical.common.StringUtil.ParseFromUnitaryString (rs.getString
  449.                 ("Called"));

  451.             bpb._strFloatCouponConvention = rs.getString ("FloatCouponConvention");

  453.             bpb._bIsFloater = org.drip.numerical.common.StringUtil.ParseFromUnitaryString (rs.getString
  454.                 ("Floater"));

  456.             // bpb._dblCurrentCoupon = 0.01 * rs.getDouble ("CurrentCoupon");

  458.             bpb._dtFinalMaturity = org.drip.analytics.date.DateUtil.MakeJulianFromRSEntry (rs.getDate
  459.                 ("FinalMaturity"));

  461.             bpb._bIsPerpetual = org.drip.numerical.common.StringUtil.ParseFromUnitaryString (rs.getString
  462.                 ("Perpetual"));

  464.             bpb._bIsDefaulted = org.drip.numerical.common.StringUtil.ParseFromUnitaryString (rs.getString
  465.                 ("Defaulted"));

  467.             bpb._dblFloatSpread = 0.0001 * rs.getDouble ("FloatSpread");

  469.             bpb._strRateIndex = rs.getString ("RateIndex");

  471.             if (bpb._bIsFloater && !org.drip.numerical.common.NumberUtil.IsValid (bpb._dblFloatSpread) && (null ==
  472.                 bpb._strRateIndex || bpb._strRateIndex.isEmpty())) {
  473.                 System.out.println ("Invalid float spread for " + DES (bpb));

  475.                 return null;
  476.             }

  478.             bpb._strIssuerSPN = rs.getString ("SPN");

  480.             if (!bpb.validate (mpc)) return null;

  482.             if (m_bBlog) System.out.println ("Loaded " + DES (bpb) + ".");

  484.             return bpb;
  485.         } catch (java.lang.Exception e) {
  486.             e.printStackTrace();
  487.         }

  489.         return null;
  490.     }

  492.     /**
  493.      * Create BondProductBuilder from the JSON Map and the input MPC
  494.      * 
  495.      * @param mapJSON The JSON Ref Data Map
  496.      * @param mpc org.drip.param.definition.MarketParams to help fill some of the fields in
  497.      * 
  498.      * @return BondProductBuilder object
  499.      */

  501.     public static final BondProductBuilder CreateFromJSONMap (
  502.         final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String> mapJSON,
  503.         final org.drip.param.definition.ScenarioMarketParams mpc)
  504.     {
  505.         /* if (null == mapJSON || 0 == mapJSON.size() || !mapJSON.containsKey ("isin") || !mapJSON.containsKey
  506.             ("cusip") || !mapJSON.containsKey ("ticker") || !mapJSON.containsKey ("coupon") ||
  507.                 !mapJSON.containsKey ("maturity") || !mapJSON.containsKey ("frequency") ||
  508.                     !mapJSON.containsKey ("couponType") || !mapJSON.containsKey ("maturityType") ||
  509.                         !mapJSON.containsKey ("calcType") || !mapJSON.containsKey ("dayCount") ||
  510.                             !mapJSON.containsKey ("redempValue") || !mapJSON.containsKey ("redempCrncy") ||
  511.                                 !mapJSON.containsKey ("cpnCrncy") || !mapJSON.containsKey ("tradeCrncy") ||
  512.                                     !mapJSON.containsKey ("firstCpnDate") || !mapJSON.containsKey
  513.                                         ("issueDate") || !mapJSON.containsKey ("called") ||
  514.                                             !mapJSON.containsKey ("defaulted") || !mapJSON.containsKey
  515.                                                 ("quotedMargin"))
  516.             return null; */

  518.         BondProductBuilder bpb = new BondProductBuilder();

  520.         if (null == (bpb._strISIN = mapJSON.get ("isin"))) return null;

  522.         if (null == (bpb._strCUSIP = mapJSON.get ("cusip"))) return null;

  524.         if (null == (bpb._strTicker = mapJSON.get ("ticker"))) return null;

  526.         if (!org.drip.numerical.common.NumberUtil.IsValid (bpb._dblCoupon = 0.01 * java.lang.Double.parseDouble
  527.             (mapJSON.get ("coupon"))))
  528.             return null;

  530.         if (null == (bpb._dtMaturity = org.drip.analytics.date.DateUtil.MakeJulianFromYYYYMMDD
  531.             (mapJSON.get ("maturity"), "-")))
  532.             return null;

  534.         bpb._iCouponFreq = java.lang.Integer.parseInt (mapJSON.get ("frequency"));

  536.         bpb._strCouponType = mapJSON.get ("couponType");

  538.         bpb._strMaturityType = mapJSON.get ("maturityType");

  540.         bpb._strCalculationType = mapJSON.get ("calcType");

  542.         bpb._strDayCountCode = mapJSON.get ("dayCount");

  544.         bpb._dblRedemptionValue = java.lang.Double.parseDouble (mapJSON.get ("redempValue"));

  546.         if (null == (bpb._strRedemptionCurrency = mapJSON.get ("redempCrncy")) ||
  547.             bpb._strRedemptionCurrency.isEmpty()) {
  548.             System.out.println ("Invalid redemption currency for " + DES (bpb));

  550.             return null;
  551.         }

  553.         if (null == (bpb._strCouponCurrency = mapJSON.get ("cpnCrncy")) || bpb._strCouponCurrency.isEmpty())
  554.         {
  555.             System.out.println ("Invalid Coupon currency for " + DES (bpb));

  557.             return null;
  558.         }

  560.         if (null == (bpb._strTradeCurrency = mapJSON.get ("tradeCrncy")) || bpb._strTradeCurrency.isEmpty())
  561.         {
  562.             System.out.println ("Invalid Trade currency for " + DES (bpb));

  564.             return null;
  565.         }

  567.         if (null == (bpb._dtFirstCoupon = org.drip.analytics.date.DateUtil.MakeJulianFromYYYYMMDD
  568.             (mapJSON.get ("firstCpnDate"), "-")))
  569.             return null;

  571.         if (null == (bpb._dtIssue = org.drip.analytics.date.DateUtil.MakeJulianFromYYYYMMDD
  572.             (mapJSON.get ("issueDate"), "-")))
  573.             return null;

  575.         try {
  576.             bpb._bIsCallable = java.lang.Boolean.parseBoolean (mapJSON.get ("callable"));

  578.             bpb._bIsPutable = java.lang.Boolean.parseBoolean (mapJSON.get ("putable"));

  580.             bpb._bIsSinkable = java.lang.Boolean.parseBoolean (mapJSON.get ("sinkable"));

  582.             bpb._bHasBeenCalled = java.lang.Boolean.parseBoolean (mapJSON.get ("called"));

  584.             // bpb._strFloatCouponConvention = rs.getString ("FloatCouponConvention");

  586.             bpb._bIsFloater = java.lang.Boolean.parseBoolean (mapJSON.get ("floater"));

  588.             // bpb._dblCurrentCoupon = 0.01 * rs.getDouble ("CurrentCoupon");

  590.             if (null == (bpb._dtFinalMaturity = org.drip.analytics.date.DateUtil.MakeJulianFromYYYYMMDD
  591.                 (mapJSON.get ("finalMaturityDt"), "-")))
  592.                 return null;

  594.             bpb._bIsPerpetual = java.lang.Boolean.parseBoolean (mapJSON.get ("perpetual"));

  596.             bpb._bIsDefaulted = java.lang.Boolean.parseBoolean (mapJSON.get ("defaulted"));

  598.             // bpb._dblFloatSpread = java.lang.Double.parseDouble (mapJSON.get ("quotedMargin"));

  600.             bpb._strRateIndex = mapJSON.get ("resetIndex");

  602.             if (bpb._bIsFloater && !org.drip.numerical.common.NumberUtil.IsValid (bpb._dblFloatSpread) && (null ==
  603.                 bpb._strRateIndex || bpb._strRateIndex.isEmpty())) {
  604.                 System.out.println ("Invalid float spread for " + DES (bpb));

  606.                 return null;
  607.             }

  609.             // bpb._strIssuerSPN = rs.getString ("SPN");

  611.             if (!bpb.validate (mpc)) return null;

  613.             if (m_bBlog) System.out.println ("Loaded " + DES (bpb) + ".");

  615.             return bpb;
  616.         } catch (java.lang.Exception e) {
  617.             e.printStackTrace();
  618.         }

  620.         return null;
  621.     }

  623.     /**
  624.      * Empty BondProductBuilder ctr - uninitialized members
  625.      */

  627.     public BondProductBuilder()
  628.     {
  629.     }

  631.     /**
  632.      * Set the Bond ISIN
  633.      * 
  634.      * @param strISIN ISIN input
  635.      * 
  636.      * @return Success (true), failure (false)
  637.      */

  639.     public boolean setISIN (
  640.         final java.lang.String strISIN)
  641.     {
  642.         if (null == strISIN || strISIN.trim().isEmpty() || "null".equalsIgnoreCase (strISIN.trim()))
  643.             return false;

  645.         _strISIN = strISIN;
  646.         return true;
  647.     }

  649.     /**
  650.      * Set the Bond CUSIP
  651.      * 
  652.      * @param strCUSIP CUSIP input
  653.      * 
  654.      * @return Success (true), failure (false)
  655.      */

  657.     public boolean setCUSIP (
  658.         final java.lang.String strCUSIP)
  659.     {
  660.         if (null == strCUSIP || strCUSIP.trim().isEmpty() || "null".equalsIgnoreCase (strCUSIP.trim()))
  661.             return false;

  663.         _strCUSIP = strCUSIP;
  664.         return true;
  665.     }

  667.     /**
  668.      * Set the Bond Ticker
  669.      * 
  670.      * @param strTicker Ticker input
  671.      * 
  672.      * @return Success (true), failure (false)
  673.      */

  675.     public boolean setTicker (
  676.         final java.lang.String strTicker)
  677.     {
  678.         if (null == (_strTicker = strTicker.trim())) _strTicker = "";

  680.         return true;
  681.     }

  683.     /**
  684.      * Set the Bond Coupon
  685.      * 
  686.      * @param strCoupon Coupon input
  687.      * 
  688.      * @return Success (true), failure (false)
  689.      */

  691.     public boolean setCoupon (
  692.         final java.lang.String strCoupon)
  693.     {
  694.         if (null == strCoupon || strCoupon.trim().isEmpty() || "null".equalsIgnoreCase (strCoupon.trim()))
  695.             _dblCoupon = 0.;

  697.         try {
  698.             _dblCoupon = java.lang.Double.parseDouble (strCoupon.trim());

  700.             return true;
  701.         } catch (java.lang.Exception e) {
  702.             if (m_bBlog) System.out.println ("Bad coupon " + strCoupon + " for ISIN " + _strISIN);
  703.         }

  705.         return false;
  706.     }

  708.     /**
  709.      * Set the Bond Maturity
  710.      * 
  711.      * @param strMaturity Maturity input
  712.      * 
  713.      * @return Success (true), failure (false)
  714.      */

  716.     public boolean setMaturity (
  717.         final java.lang.String strMaturity)
  718.     {
  719.         try {
  720.             if (null == (_dtMaturity = org.drip.analytics.date.DateUtil.MakeJulianDateFromBBGDate
  721.                 (strMaturity.trim())))
  722.                 return false;

  724.             return true;
  725.         } catch (java.lang.Exception e) {
  726.             if (m_bBlog) System.out.println ("Bad Maturity " + strMaturity + " for ISIN " + _strISIN);
  727.         }

  729.         return false;
  730.     }

  732.     /**
  733.      * Set the Bond Coupon Frequency
  734.      * 
  735.      * @param strCouponFreq Coupon Frequency input
  736.      * 
  737.      * @return Success (true), failure (false)
  738.      */

  740.     public boolean setCouponFreq (
  741.         final java.lang.String strCouponFreq)
  742.     {
  743.         if (null == strCouponFreq || strCouponFreq.isEmpty() || "null".equalsIgnoreCase (strCouponFreq))
  744.             _iCouponFreq = 0;
  745.         else {
  746.             try {
  747.                 _iCouponFreq = (int) java.lang.Double.parseDouble (strCouponFreq.trim());
  748.             } catch (java.lang.Exception e) {
  749.                 if (m_bBlog) System.out.println ("Bad Cpn Freq " + strCouponFreq + " for ISIN " + _strISIN);

  751.                 return false;
  752.             }
  753.         }

  755.         return true;
  756.     }

  758.     /**
  759.      * Set the Bond Coupon Type
  760.      * 
  761.      * @param strCouponType Coupon Type input
  762.      * 
  763.      * @return Success (true), failure (false)
  764.      */

  766.     public boolean setCouponType (
  767.         final java.lang.String strCouponType)
  768.     {
  769.         if (null == (_strCouponType = strCouponType.trim())) _strCouponType = "";

  771.         return true;
  772.     }

  774.     /**
  775.      * Set the Bond Maturity Type
  776.      * 
  777.      * @param strMaturityType Maturity Type input
  778.      * 
  779.      * @return Success (true), failure (false)
  780.      */

  782.     public boolean setMaturityType (
  783.         final java.lang.String strMaturityType)
  784.     {
  785.         if (null == (_strMaturityType = strMaturityType.trim())) _strMaturityType = "";

  787.         return true;
  788.     }

  790.     /**
  791.      * Set the Bond Calculation Type
  792.      * 
  793.      * @param strCalculationType Calculation Type input
  794.      * 
  795.      * @return Success (true), failure (false)
  796.      */

  798.     public boolean setCalculationType (
  799.         final java.lang.String strCalculationType)
  800.     {
  801.         if (null == (_strCalculationType = strCalculationType.trim())) _strCalculationType = "";

  803.         return true;
  804.     }

  806.     /**
  807.      * Set the Bond Day Count Code
  808.      * 
  809.      * @param strDayCountCode Day Count Code input
  810.      * 
  811.      * @return Success (true), failure (false)
  812.      */

  814.     public boolean setDayCountCode (
  815.         final java.lang.String strDayCountCode)
  816.     {
  817.         _strDayCountCode = "Unknown DC";

  819.         try {
  820.             _strDayCountCode = org.drip.analytics.support.Helper.ParseFromBBGDCCode
  821.                 (strDayCountCode.trim());

  823.             return true;
  824.         } catch (java.lang.Exception e) {
  825.         }

  827.         return false;
  828.     }

  830.     /**
  831.      * Set the Bond Redemption Value
  832.      * 
  833.      * @param strRedemptionValue Redemption Value input
  834.      * 
  835.      * @return Success (true), failure (false)
  836.      */

  838.     public boolean setRedemptionValue (
  839.         final java.lang.String strRedemptionValue)
  840.     {
  841.         try {
  842.             _dblRedemptionValue = java.lang.Double.parseDouble (strRedemptionValue.trim());

  844.             return true;
  845.         } catch (java.lang.Exception e) {
  846.             System.out.println ("Bad Redemption Value " + strRedemptionValue + " for ISIN " + _strISIN);
  847.         }

  849.         return false;
  850.     }

  852.     /**
  853.      * Set the Bond Announce
  854.      * 
  855.      * @param strAnnounce Announce Date String
  856.      * 
  857.      * @return Success (true), failure (false)
  858.      */

  860.     public boolean setAnnounce (
  861.         final java.lang.String strAnnounce)
  862.     {
  863.         try {
  864.             _dtAnnounce = org.drip.analytics.date.DateUtil.MakeJulianDateFromBBGDate (strAnnounce.trim());

  866.             return true;
  867.         } catch (java.lang.Exception e) {
  868.             if (m_bBlog) System.out.println ("Bad Announce " + strAnnounce + " for ISIN " + _strISIN);
  869.         }

  871.         return false;
  872.     }

  874.     /**
  875.      * Set the Bond First Settle
  876.      * 
  877.      * @param strFirstSettle First Settle Date String
  878.      * 
  879.      * @return Success (true), failure (false)
  880.      */

  882.     public boolean setFirstSettle (
  883.         final java.lang.String strFirstSettle)
  884.     {
  885.         try {
  886.             _dtFirstSettle = org.drip.analytics.date.DateUtil.MakeJulianDateFromBBGDate
  887.                 (strFirstSettle.trim());

  889.             return true;
  890.         } catch (java.lang.Exception e) {
  891.             if (m_bBlog) System.out.println ("Bad First Settle " + strFirstSettle + " for ISIN " + _strISIN);
  892.         }

  894.         return false;
  895.     }

  897.     /**
  898.      * Set the Bond First Coupon Date
  899.      * 
  900.      * @param strFirstCoupon First Coupon Date String
  901.      * 
  902.      * @return Success (true), failure (false)
  903.      */

  905.     public boolean setFirstCoupon (
  906.         final java.lang.String strFirstCoupon)
  907.     {
  908.         try {
  909.             _dtFirstCoupon = org.drip.analytics.date.DateUtil.MakeJulianDateFromBBGDate
  910.                 (strFirstCoupon.trim());

  912.             return true;
  913.         } catch (java.lang.Exception e) {
  914.             if (m_bBlog) System.out.println ("Bad First Coupon " + strFirstCoupon + " for ISIN " + _strISIN);
  915.         }

  917.         return false;
  918.     }

  920.     /**
  921.      * Set the Bond Interest Accrual Start Date
  922.      * 
  923.      * @param strInterestAccrualStart Interest Accrual Start Date String
  924.      * 
  925.      * @return Success (true), failure (false)
  926.      */

  928.     public boolean setInterestAccrualStart (
  929.         final java.lang.String strInterestAccrualStart)
  930.     {
  931.         try {
  932.             _dtInterestAccrualStart = org.drip.analytics.date.DateUtil.MakeJulianDateFromBBGDate
  933.                 (strInterestAccrualStart.trim());

  935.             return true;
  936.         } catch (java.lang.Exception e) {
  937.             if (m_bBlog)
  938.                 System.out.println ("Bad Announce " + strInterestAccrualStart + " for ISIN " + _strISIN);
  939.         }

  941.         return false;
  942.     }

  944.     /**
  945.      * Set the Bond Issue Date
  946.      * 
  947.      * @param strIssue Issue Date String
  948.      * 
  949.      * @return Success (true), failure (false)
  950.      */

  952.     public boolean setIssue (
  953.         final java.lang.String strIssue)
  954.     {
  955.         try {
  956.             _dtIssue = org.drip.analytics.date.DateUtil.MakeJulianDateFromBBGDate (strIssue.trim());

  958.             return true;
  959.         } catch (java.lang.Exception e) {
  960.             if (m_bBlog) System.out.println ("Bad Issue " + strIssue + " for ISIN " + _strISIN);
  961.         }

  963.         return false;
  964.     }

  966.     /**
  967.      * Set whether the Bond Is Callable
  968.      * 
  969.      * @param strCallable Callable String
  970.      * 
  971.      * @return Success (true), failure (false)
  972.      */

  974.     public boolean setIsCallable (
  975.         final java.lang.String strCallable)
  976.     {
  977.         if (null == strCallable) _bIsCallable = false;

  979.         if ("1".equalsIgnoreCase (strCallable.trim()))
  980.             _bIsCallable = true;
  981.         else
  982.             _bIsCallable = false;

  984.         return true;
  985.     }

  987.     /**
  988.      * Set whether the Bond Is Putable
  989.      * 
  990.      * @param strPutable Putable String
  991.      * 
  992.      * @return Success (true), failure (false)
  993.      */

  995.     public boolean setIsPutable (
  996.         final java.lang.String strPutable)
  997.     {
  998.         if (null == strPutable) _bIsPutable = false;

  1000.         if ("1".equalsIgnoreCase (strPutable.trim()))
  1001.             _bIsPutable = true;
  1002.         else
  1003.             _bIsPutable = false;

  1005.         return true;
  1006.     }

  1008.     /**
  1009.      * Set whether the Bond Is Sinkable
  1010.      * 
  1011.      * @param strSinkable Sinkable String
  1012.      * 
  1013.      * @return Success (true), failure (false)
  1014.      */

  1016.     public boolean setIsSinkable (
  1017.         final java.lang.String strSinkable)
  1018.     {
  1019.         if (null == strSinkable) _bIsSinkable = false;

  1021.         if ("1".equalsIgnoreCase (strSinkable.trim()))
  1022.             _bIsSinkable = true;
  1023.         else
  1024.             _bIsSinkable = false;

  1026.         return true;
  1027.     }

  1029.     /**
  1030.      * Set The redemption Currency
  1031.      * 
  1032.      * @param strRedemptionCurrency Redemption Currency String
  1033.      * 
  1034.      * @return Success (true), failure (false)
  1035.      */

  1037.     public boolean setRedemptionCurrency (
  1038.         final java.lang.String strRedemptionCurrency)
  1039.     {
  1040.         if (null == (_strRedemptionCurrency = strRedemptionCurrency.trim()) || "null".equalsIgnoreCase
  1041.             (strRedemptionCurrency.trim()))
  1042.             return false;

  1044.         return true;
  1045.     }

  1047.     /**
  1048.      * Set The Coupon Currency
  1049.      * 
  1050.      * @param strCouponCurrency Coupon Currency String
  1051.      * 
  1052.      * @return Success (true), failure (false)
  1053.      */

  1055.     public boolean setCouponCurrency (
  1056.         final java.lang.String strCouponCurrency)
  1057.     {
  1058.         if (null == (_strCouponCurrency = strCouponCurrency.trim()) || "null".equalsIgnoreCase
  1059.             (strCouponCurrency.trim()))
  1060.             return false;

  1062.         return true;
  1063.     }

  1065.     /**
  1066.      * Set The Trade Currency
  1067.      * 
  1068.      * @param strTradeCurrency Trade Currency String
  1069.      * 
  1070.      * @return Success (true), failure (false)
  1071.      */

  1073.     public boolean setTradeCurrency (
  1074.         final java.lang.String strTradeCurrency)
  1075.     {
  1076.         if (null == (_strTradeCurrency = strTradeCurrency.trim()) || "null".equalsIgnoreCase
  1077.             (strTradeCurrency.trim()))
  1078.             return false;

  1080.         return true;
  1081.     }

  1083.     /**
  1084.      * Set whether the bond Has Been Called
  1085.      * 
  1086.      * @param strHasBeenCalled Has Been Called String
  1087.      * 
  1088.      * @return Success (true), failure (false)
  1089.      */

  1091.     public boolean setHasBeenCalled (
  1092.         final java.lang.String strHasBeenCalled)
  1093.     {
  1094.         if (null == strHasBeenCalled) _bHasBeenCalled = false;

  1096.         if ("1".equalsIgnoreCase (strHasBeenCalled.trim()))
  1097.             _bHasBeenCalled = true;
  1098.         else
  1099.             _bHasBeenCalled = false;

  1101.         return true;
  1102.     }

  1104.     /**
  1105.      * Set the bond's Float Coupon Convention
  1106.      * 
  1107.      * @param strFloatCouponConvention Float Coupon Convention String
  1108.      * 
  1109.      * @return Success (true), failure (false)
  1110.      */

  1112.     public boolean setFloatCouponConvention (
  1113.         final java.lang.String strFloatCouponConvention)
  1114.     {
  1115.         if (null == (_strFloatCouponConvention = strFloatCouponConvention.trim()))
  1116.             _strFloatCouponConvention = "";

  1118.         return true;
  1119.     }

  1121.     /**
  1122.      * Set the bond's Current Coupon
  1123.      * 
  1124.      * @param strCurrentCoupon Current Coupon String
  1125.      * 
  1126.      * @return Success (true), failure (false)
  1127.      */

  1129.     public boolean setCurrentCoupon (
  1130.         final java.lang.String strCurrentCoupon)
  1131.     {
  1132.         if (null == strCurrentCoupon || strCurrentCoupon.trim().isEmpty() || "null".equalsIgnoreCase
  1133.             (strCurrentCoupon.trim()))
  1134.             _dblCurrentCoupon = 0.;
  1135.         else {
  1136.             try {
  1137.                 _dblCurrentCoupon = java.lang.Double.parseDouble (strCurrentCoupon.trim());

  1139.                 return true;
  1140.             } catch (java.lang.Exception e) {
  1141.                 if (m_bBlog)
  1142.                     System.out.println ("Bad Curr Cpn " + strCurrentCoupon + " for ISIN " + _strISIN);
  1143.             }
  1144.         }

  1146.         return false;
  1147.     }

  1149.     /**
  1150.      * Set whether the bond is a floater or not
  1151.      * 
  1152.      * @param strIsFloater String indicating whether the bond is a floater
  1153.      * 
  1154.      * @return Success (true), failure (false)
  1155.      */

  1157.     public boolean setIsFloater (
  1158.         final java.lang.String strIsFloater)
  1159.     {
  1160.         if (null == strIsFloater) _bIsFloater = false;

  1162.         if ("1".equalsIgnoreCase (strIsFloater.trim()))
  1163.             _bIsFloater = true;
  1164.         else
  1165.             _bIsFloater = false;

  1167.         return true;
  1168.     }

  1170.     /**
  1171.      * Set the final maturity of the bond
  1172.      * 
  1173.      * @param strFinalMaturity String representing the bond's final maturity
  1174.      * 
  1175.      * @return Success (true), failure (false)
  1176.      */

  1178.     public boolean setFinalMaturity (
  1179.         final java.lang.String strFinalMaturity)
  1180.     {
  1181.         try {
  1182.             _dtFinalMaturity = org.drip.analytics.date.DateUtil.MakeJulianDateFromBBGDate
  1183.                 (strFinalMaturity.trim());

  1185.             return true;
  1186.         } catch (java.lang.Exception e) {
  1187.             if (m_bBlog)
  1188.                 System.out.println ("Bad Final Maturity " + strFinalMaturity + " for ISIN " + _strISIN);
  1189.         }

  1191.         return false;
  1192.     }

  1194.     /**
  1195.      * Set whether the bond is perpetual or not
  1196.      * 
  1197.      * @param strIsPerpetual String representing whether the bond is perpetual or not
  1198.      * 
  1199.      * @return Success (true), failure (false)
  1200.      */

  1202.     public boolean setIsPerpetual (
  1203.         final java.lang.String strIsPerpetual)
  1204.     {
  1205.         if (null == strIsPerpetual) _bIsPerpetual = false;

  1207.         if ("1".equalsIgnoreCase (strIsPerpetual.trim()))
  1208.             _bIsPerpetual = true;
  1209.         else
  1210.             _bIsPerpetual = false;

  1212.         return true;
  1213.     }

  1215.     /**
  1216.      * Set whether the bond is defaulted or not
  1217.      * 
  1218.      * @param strIsDefaulted String representing whether the bond is defaulted or not
  1219.      * 
  1220.      * @return Success (true), failure (false)
  1221.      */

  1223.     public boolean setIsDefaulted (
  1224.         final java.lang.String strIsDefaulted)
  1225.     {
  1226.         if (null == strIsDefaulted) _bIsDefaulted = false;

  1228.         if ("1".equalsIgnoreCase (strIsDefaulted.trim()))
  1229.             _bIsDefaulted = true;
  1230.         else
  1231.             _bIsDefaulted = false;

  1233.         return true;
  1234.     }

  1236.     /**
  1237.      * Set the bond's floating rate spread
  1238.      * 
  1239.      * @param strFloatSpread String representing the bond's floating spread
  1240.      * 
  1241.      * @return Success (true), failure (false)
  1242.      */

  1244.     public boolean setFloatSpread (
  1245.         final java.lang.String strFloatSpread)
  1246.     {
  1247.         try {
  1248.             _dblFloatSpread = java.lang.Double.parseDouble (strFloatSpread.trim());

  1250.             return true;
  1251.         } catch (java.lang.Exception e) {
  1252.             if (m_bBlog) System.out.println ("Bad Float Spread " + strFloatSpread + " for ISIN " + _strISIN);
  1253.         }

  1255.         return false;
  1256.     }

  1258.     /**
  1259.      * Set the bond's floating rate spread from the MPC
  1260.      * 
  1261.      * @param mpc org.drip.param.definition.MarketParams
  1262.      * 
  1263.      * @return Success (true), failure (false)
  1264.      */

  1266.     public boolean setFloatSpread (
  1267.         final org.drip.param.definition.ScenarioMarketParams mpc)
  1268.     {
  1269.         if (!org.drip.numerical.common.NumberUtil.IsValid (_dblCurrentCoupon)) {
  1270.             System.out.println ("Curr cpn for ISIN " + _strISIN + " is NaN!");

  1272.             return false;
  1273.         }

  1275.         if (null == mpc || null == mpc.scenarioDiscountCurveMap() || null == mpc.scenarioDiscountCurveMap().get (_strCouponCurrency) ||
  1276.             null == mpc.scenarioDiscountCurveMap().get (_strCouponCurrency).base()) {
  1277.             if (m_bBlog) System.out.println ("Bad mpc In for ISIN " + _strISIN);

  1279.             return false;
  1280.         }

  1282.         try {
  1283.             if (0. != _dblCurrentCoupon) {
  1284.                 org.drip.state.discount.MergedDiscountForwardCurve dcBase = mpc.scenarioDiscountCurveMap().get (_strCouponCurrency).base();

  1286.                 _dblFloatSpread = _dblCurrentCoupon - 100. * dcBase.libor (dcBase.epoch().julian(),
  1287.                     (org.drip.analytics.support.Helper.GetTenorFromFreq (_iCouponFreq)));
  1288.             } else
  1289.                 _dblFloatSpread = 0.;

  1291.             return true;
  1292.         } catch (java.lang.Exception e) {
  1293.             if (m_bBlog) e.printStackTrace();
  1294.         }

  1296.         return false;
  1297.     }

  1299.     /**
  1300.      * Set the bond's Rate Index
  1301.      * 
  1302.      * @param strRateIndex Rate Index
  1303.      * 
  1304.      * @return Success (true), failure (false)
  1305.      */

  1307.     public boolean setRateIndex (
  1308.         final java.lang.String strRateIndex)
  1309.     {
  1310.         if (null == (_strRateIndex = strRateIndex)) _strRateIndex = "";

  1312.         return true;
  1313.     }

  1315.     /**
  1316.      * Set the bond's Issuer SPN
  1317.      * 
  1318.      * @param strIssuerSPN Issuer SPN String
  1319.      * 
  1320.      * @return Success (true), failure (false)
  1321.      */

  1323.     public boolean setIssuerSPN (
  1324.         final java.lang.String strIssuerSPN)
  1325.     {
  1326.         if (null == (_strIssuerSPN = strIssuerSPN)) _strIssuerSPN = "";

  1328.         return true;
  1329.     }

  1331.     /**
  1332.      * Validate the state
  1333.      * 
  1334.      * @param mpc org.drip.param.definition.MarketParams
  1335.      * 
  1336.      * @return Success (true), failure (false)
  1337.      */

  1339.     public boolean validate (
  1340.         final org.drip.param.definition.ScenarioMarketParams mpc)
  1341.     {
  1342.         if (null == _strISIN || _strISIN.isEmpty() || null == _strCUSIP || _strCUSIP.isEmpty()) {
  1343.             if (m_bDisplayWarnings)
  1344.                 System.out.println ("Check ISIN[" + _strISIN + "] or CUSIP[" + _strCUSIP + "]");

  1346.             return false;
  1347.         }

  1349.         if (0 == _iCouponFreq && 0. != _dblCoupon) {
  1350.             if (m_bDisplayWarnings)
  1351.                 System.out.println ("Coupon Freq and Cpn amt both not sero for ISIN[" + _strISIN + "]");

  1353.             return false;
  1354.         }

  1356.         if (49 == _iCouponFreq || 52 == _iCouponFreq) {
  1357.             if (m_bDisplayWarnings)
  1358.                 System.out.println ("ISIN[" + _strISIN + "] has cpn freq of " + _iCouponFreq + "!");

  1360.             return false;
  1361.         }

  1363.         if (null == _dtInterestAccrualStart) {
  1364.             if (null == (_dtInterestAccrualStart = reconcileStartDate())) {
  1365.                 if (m_bDisplayWarnings)
  1366.                     System.out.println ("All possible date init candidates are null for ISIN " + _strISIN);

  1368.                 return false;
  1369.             }
  1370.         }

  1372.         if (_bIsFloater && (null == _strRateIndex || _strRateIndex.isEmpty()) &&
  1373.             !org.drip.numerical.common.NumberUtil.IsValid (_dblFloatSpread) && java.lang.Double.isNaN
  1374.                 (_dblCurrentCoupon)) {
  1375.             if (m_bDisplayWarnings)
  1376.                 System.out.println ("Invalid Rate index & float spread & current coupon for " + _strISIN);

  1378.             return false;
  1379.         }

  1381.         if (_bIsFloater && (null == _strRateIndex || _strRateIndex.isEmpty())) {
  1382.             if (null == (_strRateIndex = org.drip.analytics.support.Helper.CalcRateIndex
  1383.                 (_strCouponCurrency, _iCouponFreq))) {
  1384.                 if (m_bDisplayWarnings)
  1385.                     System.out.println ("Warning: Cannot find Rate index for ISIN " + _strISIN);
  1386.             }
  1387.         }

  1389.         if (_bIsFloater && !org.drip.numerical.common.NumberUtil.IsValid (_dblFloatSpread)) {
  1390.             try {
  1391.                 if (!setFloatSpread (mpc)) {
  1392.                     if (m_bDisplayWarnings)
  1393.                         System.out.println ("Warning: Cannot set float spread for ISIN " + _strISIN +
  1394.                             " and Coupon Currency " + _strCouponCurrency);
  1395.                 }
  1396.             } catch (java.lang.Exception e) {
  1397.                 if (m_bDisplayWarnings)
  1398.                     System.out.println ("Warning: Cannot set float spread for ISIN " + _strISIN +
  1399.                         " and Coupon Currency " + _strCouponCurrency);

  1401.                 e.printStackTrace();
  1402.             }
  1403.         }

  1405.         if (null == _dtIssue) _dtIssue = reconcileStartDate();

  1407.         if (null == _dtFirstSettle) _dtFirstSettle = reconcileStartDate();

  1409.         if (null == _dtAnnounce) _dtAnnounce = reconcileStartDate();

  1411.         return true;
  1412.     }

  1414.     /**
  1415.      * Create an SQL Insert statement from the object's state
  1416.      * 
  1417.      * @return String representing the SQL Insert
  1418.      */

  1420.     public java.lang.String makeSQLInsert()
  1421.     {
  1422.         java.lang.StringBuilder sb = new java.lang.StringBuilder();

  1424.         sb.append ("insert into BondValData values(");

  1426.         sb.append ("'").append (_strISIN).append ("', ");

  1428.         sb.append ("'").append (_strCUSIP).append ("', ");

  1430.         sb.append ("'").append (_strTicker).append ("', ");

  1432.         sb.append (_dblCoupon).append (", ");

  1434.         sb.append ("'").append (_dtMaturity.toOracleDate()).append ("', ");

  1436.         sb.append (_iCouponFreq).append (", ");

  1438.         sb.append ("'").append (_strCouponType).append ("', ");

  1440.         sb.append ("'").append (_strMaturityType).append ("', ");

  1442.         sb.append ("'").append (_strCalculationType).append ("', ");

  1444.         sb.append ("'").append (_strDayCountCode).append ("', ");

  1446.         sb.append (_dblRedemptionValue).append (", ");

  1448.         sb.append ("'").append (_dtAnnounce.toOracleDate()).append ("', ");

  1450.         sb.append ("'").append (_dtFirstSettle.toOracleDate()).append ("', ");

  1452.         if (null == _dtFirstCoupon)
  1453.             sb.append ("null, ");
  1454.         else
  1455.             sb.append ("'").append (_dtFirstCoupon.toOracleDate()).append ("', ");

  1457.         sb.append ("'").append (_dtInterestAccrualStart.toOracleDate()).append ("', ");

  1459.         sb.append ("'").append (_dtIssue.toOracleDate()).append ("', ");

  1461.         sb.append ("'").append (_bIsCallable ? 1 : 0).append ("', ");

  1463.         sb.append ("'").append (_bIsPutable ? 1 : 0).append ("', ");

  1465.         sb.append ("'").append (_bIsSinkable ? 1 : 0).append ("', ");

  1467.         sb.append ("'").append (_strRedemptionCurrency).append ("', ");

  1469.         sb.append ("'").append (_strCouponCurrency).append ("', ");

  1471.         sb.append ("'").append (_strTradeCurrency).append ("', ");

  1473.         sb.append ("'").append (_bHasBeenCalled ? 1 : 0).append ("', ");

  1475.         sb.append ("'").append (_strFloatCouponConvention).append ("', ");

  1477.         if (!org.drip.numerical.common.NumberUtil.IsValid (_dblCurrentCoupon))
  1478.             sb.append ("null, ");
  1479.         else
  1480.             sb.append (_dblCurrentCoupon).append (", ");

  1482.         sb.append ("'").append (_bIsFloater ? 1 : 0).append ("', ");

  1484.         if (null == _dtFinalMaturity)
  1485.             sb.append ("null, ");
  1486.         else
  1487.             sb.append ("'").append (_dtFinalMaturity.toOracleDate()).append ("', ");

  1489.         sb.append ("'").append (_bIsPerpetual ? 1 : 0).append ("', ");

  1491.         sb.append ("'").append (_bIsDefaulted ? 1 : 0).append ("', ");

  1493.         if (!org.drip.numerical.common.NumberUtil.IsValid (_dblFloatSpread))
  1494.             sb.append ("null, ");
  1495.         else
  1496.             sb.append (_dblFloatSpread).append (", ");

  1498.         sb.append ("'").append (_strRateIndex).append ("', ");

  1500.         sb.append ("'").append (_strIssuerSPN).append ("')");

  1502.         return sb.toString();
  1503.     }

  1505.     /**
  1506.      * Get the Bond's identifier Parameters
  1507.      * 
  1508.      * @return BondIdentifierParams object
  1509.      */

  1511.     public org.drip.product.params.IdentifierSet getIdentifierParams()
  1512.     {
  1513.         org.drip.product.params.IdentifierSet idParams = new org.drip.product.params.IdentifierSet (_strISIN,
  1514.             _strCUSIP, _strISIN, _strTicker);

  1516.         return idParams.validate() ? idParams : null;
  1517.     }

  1519.     /**
  1520.      * Get the Bond's Coupon Parameters
  1521.      * 
  1522.      * @return BondCouponParams object
  1523.      */

  1525.     public org.drip.product.params.CouponSetting getCouponParams()
  1526.     {
  1527.         org.drip.product.params.CouponSetting cpnParams = new org.drip.product.params.CouponSetting
  1528.             (null, _strCouponType, _dblCoupon, java.lang.Double.NaN, java.lang.Double.NaN);

  1530.         return cpnParams.validate() ? cpnParams : null;
  1531.     }

  1533.     /**
  1534.      * Get the Bond's Floater Parameters
  1535.      * 
  1536.      * @return BondFloaterParams object
  1537.      */

  1539.     public org.drip.product.params.FloaterSetting getFloaterParams()
  1540.     {
  1541.         if (!_bIsFloater) return null;

  1543.         org.drip.product.params.FloaterSetting fltParams = new org.drip.product.params.FloaterSetting (
  1544.             org.drip.state.identifier.ForwardLabel.Standard (_strRateIndex),
  1545.             _strFloatCouponConvention,
  1546.             _dblFloatSpread,
  1547.             _dblCurrentCoupon
  1548.         );

  1550.         return fltParams.validate() ? fltParams : null;
  1551.     }

  1553.     /**
  1554.      * Get the Bond's Market Convention
  1555.      * 
  1556.      * @return MarketConvention object
  1557.      */

  1559.     public org.drip.product.params.QuoteConvention getMarketConvention()
  1560.     {
  1561.         org.drip.product.params.QuoteConvention mktConv = new org.drip.product.params.QuoteConvention (null,
  1562.             _strCalculationType, _dtFirstSettle.julian(), _dblRedemptionValue, 0, "",
  1563.                 org.drip.analytics.daycount.Convention.DATE_ROLL_ACTUAL);

  1565.         return mktConv.validate() ? mktConv : null;
  1566.     }

  1568.     /**
  1569.      * Get the Bond's Credit Component Parameters
  1570.      * 
  1571.      * @return CompCRValParams object
  1572.      */

  1574.     public org.drip.product.params.CreditSetting getCRValuationParams()
  1575.     {
  1576.         org.drip.product.params.CreditSetting crValParams = new org.drip.product.params.CreditSetting (30,
  1577.             java.lang.Double.NaN, true, "", true);

  1579.         return crValParams.validate() ? crValParams : null;
  1580.     }

  1582.     /**
  1583.      * Get the Bond's CF termination event Parameters
  1584.      * 
  1585.      * @return BondCFTerminationEvent object
  1586.      */

  1588.     public org.drip.product.params.TerminationSetting getCFTEParams()
  1589.     {
  1590.         org.drip.product.params.TerminationSetting cfteParams = new
  1591.             org.drip.product.params.TerminationSetting (_bIsPerpetual, _bIsDefaulted, _bHasBeenCalled, null);

  1593.         return cfteParams.validate() ? cfteParams : null;
  1594.     }

  1596.     /**
  1597.      * Get the Bond's Notional Parameters
  1598.      * 
  1599.      * @return BondNotionalParams object
  1600.      */

  1602.     public org.drip.product.params.NotionalSetting getNotionalParams()
  1603.     {
  1604.         org.drip.product.params.NotionalSetting notlParams = new org.drip.product.params.NotionalSetting
  1605.             (100., _strRedemptionCurrency, null,
  1606.                 org.drip.product.params.NotionalSetting.PERIOD_AMORT_AT_START, false);

  1608.         return notlParams.validate() ? notlParams : null;
  1609.     }

  1611.     /**
  1612.      * Get the Bond's Period Generation Parameters
  1613.      * 
  1614.      * @return BondPeriodGenerationParams object
  1615.      */

  1617.     public org.drip.product.params.BondStream getPeriodGenParams()
  1618.     {
  1619.         return org.drip.product.params.BondStream.Create (_dtMaturity.julian(),
  1620.             _dtInterestAccrualStart.julian(), null == _dtFinalMaturity ? java.lang.Integer.MIN_VALUE :
  1621.                 _dtFinalMaturity.julian(), null == _dtFirstCoupon ? java.lang.Integer.MIN_VALUE :
  1622.                     _dtFirstCoupon.julian(), _dtInterestAccrualStart.julian(), _iCouponFreq,
  1623.                         _dblCurrentCoupon, _strDayCountCode, _strDayCountCode, null, null, null, null, null,
  1624.                             null, null, null, _strMaturityType, false, _strCouponCurrency,
  1625.                                 _strCouponCurrency, !org.drip.numerical.common.StringUtil.IsEmpty (_strRateIndex)
  1626.                                     ? org.drip.state.identifier.ForwardLabel.Standard (_strRateIndex) : null,
  1627.                                         !org.drip.numerical.common.StringUtil.IsEmpty (_strIssuerSPN) ?
  1628.                                             org.drip.state.identifier.EntityCDSLabel.Standard (_strIssuerSPN,
  1629.                                                 _strCouponCurrency) : null);
  1630.     }

  1632.     /**
  1633.      * Create an SQL Delete statement from the object's state
  1634.      * 
  1635.      * @return String representing the SQL Delete
  1636.      */

  1638.     public java.lang.String makeSQLDelete()
  1639.     {
  1640.         java.lang.StringBuilder sb = new java.lang.StringBuilder();

  1642.         sb.append ("delete from BondValData where ISIN = '").append (_strISIN).append
  1643.             ("' or CUSIP = '").append (_strCUSIP).append ("'");

  1645.         return sb.toString();
  1646.     }
  1647. }
Created with JaCoCo 0.7.9.201702052155