BondBasket.java

package org.drip.product.credit;

/*
 * -*- 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
 * Copyright (C) 2013 Lakshmi Krishnamurthy
 * Copyright (C) 2012 Lakshmi Krishnamurthy
 * Copyright (C) 2011 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>BondBasket</i> implements the bond basket product contract details. Contains the basket name, basket
 * notional, component bonds, and their weights.
 *
 *	<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/credit/README.md">Credit Products - Components and Baskets</a></li>
 *  </ul>
 * <br><br>
 * 
 * @author Lakshmi Krishnamurthy
 */

public class BondBasket extends org.drip.product.definition.BasketProduct {
	private java.lang.String _strName = "";
	private double[] _adblNormWeights = null;
	private org.drip.product.definition.Bond[] _aBond = null;

	/**
	 * BondBasket constructor
	 * 
	 * @param strName BondBasket Name
	 * @param aBond Component bonds
	 * @param adblWeights Component Bond weights
	 * 
	 * @throws java.lang.Exception Thrown if inputs are invalid
	 */

	public BondBasket (
		final java.lang.String strName,
		final org.drip.product.definition.Bond[] aBond,
		final double[] adblWeights)
		throws java.lang.Exception
	{
		if (null == strName || strName.isEmpty() || null == aBond || 0 == aBond.length || null == adblWeights
			|| 0 == adblWeights.length || aBond.length != adblWeights.length)
			throw new java.lang.Exception ("BasketBond ctr: Invalid inputs");

		_aBond = aBond;
		_strName = strName;
		double dblCumulativeWeight = 0.;
		_adblNormWeights = new double[adblWeights.length];

		for (int i = 0; i < adblWeights.length; ++i) {
			if (!org.drip.numerical.common.NumberUtil.IsValid (adblWeights[i]))
				throw new java.lang.Exception ("BasketBond ctr: Invalid weights");

			dblCumulativeWeight += adblWeights[i];
		}

		if (0. == dblCumulativeWeight) throw new java.lang.Exception ("BasketBond ctr: Invalid weights");

		for (int i = 0; i < adblWeights.length; ++i)
			_adblNormWeights[i] = adblWeights[i] / dblCumulativeWeight;
	}

	@Override public java.lang.String name()
	{
		return _strName;
	}

	@Override public org.drip.product.definition.Component[] components()
	{
		return _aBond;
	}

	@Override public int measureAggregationType (
		final java.lang.String strMeasureName)
	{
		if ("Accrued".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("Accrued01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("AssetSwapSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("ASW".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("BondBasis".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("CleanCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("CleanDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("CleanIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("CleanPrice".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("CleanPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("Convexity".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("CreditRisklessParPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("CreditRisklessPrincipalPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("CreditRiskyParPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("CreditRiskyPrincipalPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("CreditBasis".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("DiscountMargin".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("DefaultExposure".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("DefaultExposureNoRec".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("DirtyCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("DirtyDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("DirtyIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("DirtyPrice".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("DirtyPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("Duration".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("DV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("ExpectedRecovery".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairAccrued".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairAccrued01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairAssetSwapSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairASW".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairBondBasis".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairCleanCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairCleanDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairCleanIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairCleanPrice".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairCleanPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairConvexity".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairCreditBasis".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairCreditRisklessParPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairCreditRisklessPrincipalPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairCreditRiskyParPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairCreditRiskyPrincipalPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairDefaultExposure".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairDefaultExposureNoRec".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairDirtyCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairDirtyDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairDirtyIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairDirtyPrice".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairDirtyPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairDiscountMargin".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairDuration".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairExpectedRecovery".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairFirstIndexRate".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("FairGSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairISpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairLossOnInstantaneousDefault".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairMacaulayDuration".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairModifiedDuration".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairOAS".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairOASpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairOptionAdjustedSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairParPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairParSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairPECS".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairPrice".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairPrincipalPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRecoveryPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRisklessCleanCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRisklessCleanDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRisklessCleanIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRisklessCleanPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRisklessDirtyCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRisklessDirtyDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRisklessDirtyIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRisklessDirtyPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRiskyCleanCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRiskyCleanDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRiskyCleanIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRiskyCleanPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRiskyDirtyCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRiskyDirtyDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRiskyDirtyIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairRiskyDirtyPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("FairTSYSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairWorkoutDate".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("FairWorkoutFactor".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("FairWorkoutType".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("FairWorkoutYield".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("FairYield".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairYield01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairYieldBasis".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairYieldSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairZeroDiscountMargin".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FairZSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("FirstCouponRate".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("FirstIndexRate".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("GSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("ISpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("LossOnInstantaneousDefault".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MacaulayDuration".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("MarketAccrued".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketAccrued01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketCleanCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketCleanDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketCleanIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketCleanPrice".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("MarketCleanPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketCreditRisklessParPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketCreditRisklessPrincipalPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketCreditRiskyParPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketCreditRiskyPrincipalPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketDefaultExposure".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketDefaultExposureNoRec".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketDirtyCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketDirtyDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketDirtyIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketDirtyPrice".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("MarketDirtyPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketExpectedRecovery".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketFirstCouponRate".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("MarketFirstIndexRate".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("MarketInputType=CleanPrice".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("MarketInputType=CreditBasis".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("MarketInputType=DirtyPrice".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("MarketInputType=GSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("MarketInputType=ISpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("MarketInputType=PECS".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("MarketInputType=QuotedMargin".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("MarketInputType=TSYSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("MarketInputType=Yield".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("MarketInputType=ZSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("MarketLossOnInstantaneousDefault".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketParPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketPrincipalPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketRecoveryPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketRisklessDirtyCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketRisklessDirtyDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketRisklessDirtyIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketRisklessDirtyPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketRiskyDirtyCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketRiskyDirtyDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketRiskyDirtyIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("MarketRiskyDirtyPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("ModifiedDuration".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("OAS".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("OASpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("OptionAdjustedSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("ParEquivalentCDSSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("ParPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("ParSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("PECS".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("Price".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("PrincipalPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("PV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RecoveryPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RisklessCleanCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RisklessCleanDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RisklessCleanIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RisklessCleanPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RisklessDirtyCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RisklessDirtyDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RisklessDirtyIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RisklessDirtyPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RiskyCleanCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RiskyCleanDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RiskyCleanIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RiskyCleanPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RiskyDirtyCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RiskyDirtyDV01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RiskyDirtyIndexCouponPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("RiskyDirtyPV".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_CUMULATIVE;

		if ("TSYSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("WorkoutDate".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("WorkoutFactor".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("WorkoutType".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("WorkoutYield".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_UNIT_ACCUMULATE;

		if ("Yield".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("Yield01".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("YieldBasis".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("YieldSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("ZeroDiscountMargin".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		if ("ZSpread".equalsIgnoreCase (strMeasureName))
			return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_WEIGHTED_CUMULATIVE;

		 return org.drip.product.definition.BasketProduct.MEASURE_AGGREGATION_TYPE_IGNORE;
	}
}