CDXIdentifier.java
package org.drip.product.params;
/*
* -*- 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
*
* 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>CDXIdentifier</i> implements the creation and the static details of the all the NA, EU, SovX, EMEA, and
* ASIA standardized CDS indexes. It contains the index, the tenor, the series, and the version of a given
* CDX. It exports serialization into and de-serialization out of byte arrays.
*
* <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/params/README.md">Fixed Income Product Customization Parameters</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class CDXIdentifier {
public int _iSeries = 0;
public int _iVersion = 0;
public java.lang.String _strIndex = "";
public java.lang.String _strTenor = "";
/**
* Create the CDX Identifier from the CDX Code
*
* @param strCode The CDX Code
*
* @return CDXIdentifier output
*/
public static final CDXIdentifier CreateCDXIdentifierFromCode (
final java.lang.String strCode)
{
if (null == strCode || strCode.isEmpty()) return null;
java.lang.String[] astrFields = strCode.split (".");
if (null == astrFields || 4 > astrFields.length) return null;
try {
return new CDXIdentifier (
java.lang.Integer.parseInt (astrFields[astrFields.length - 2]),
java.lang.Integer.parseInt (astrFields[astrFields.length - 1]),
astrFields[astrFields.length - 3],
astrFields[astrFields.length - 4]
);
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return null;
}
/**
* Create the CDX identifier from the CDX index, series, tenor, and the version
*
* @param iSeries CDX Series
* @param iVersion CDX Version
* @param strIndex CDX Index
* @param strTenor CDX Tenor
*
* @throws java.lang.Exception Thrown if inputs are invalid
*/
public CDXIdentifier (
final int iSeries,
final int iVersion,
final java.lang.String strIndex,
final java.lang.String strTenor)
throws java.lang.Exception
{
if (null == (_strIndex = strIndex) || _strIndex.isEmpty() || null == (_strTenor = strTenor) ||
_strTenor.isEmpty())
throw new java.lang.Exception ("CDXIdentifier ctr => Invalid Inputs");
_iSeries = iSeries;
_iVersion = iVersion;
}
/**
* Return the CDX code string composed off of the index, tenor, series, and the version
*
* @return The CDX Code string
*/
public java.lang.String getCode()
{
return _strIndex + "." + _strTenor + "." + _iSeries + "." + _iVersion;
}
}