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;
    }
}