CDXRefDataParams.java

  1. package org.drip.product.params;

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

  84. /**
  85.  * <i>CDXRefDataParams</i> contains the complete set of reference data that corresponds to the contract of a
  86.  * standard CDX. It consists of the following category and fields:
  87.  * 
  88.  * <br><br>
  89.  *  <ul>
  90.  *      <li>
  91.  *          Descriptive - Index Label, Index Name, Curve Name, Index Class, Index Group Name, Index Short
  92.  *              Group Name, Index Short Name, Short Name
  93.  *      </li>
  94.  *      <li>
  95.  *          Issuer ID - Curve ID, Red ID, Series, Version, Curvy Curve ID, Location, Bloomberg Ticker
  96.  *      </li>
  97.  *      <li>
  98.  *          Quote Details - Quote As CDS
  99.  *      </li>
  100.  *      <li>
  101.  *          Date - Issue Date, Maturity Date
  102.  *      </li>
  103.  *      <li>
  104.  *          Coupon Parameters - Coupon Rate, Currency, Day Count, Full First Stub, Frequency
  105.  *      </li>
  106.  *      <li>
  107.  *          Component Details - Original Count, Defaulted Count
  108.  *      </li>
  109.  *      <li>
  110.  *          Payoff Details - Knock-out on Default, Pay Accrued Amount, Recovery on Default
  111.  *      </li>
  112.  *      <li>
  113.  *          Other - Index Life Span, Index Factor
  114.  *      </li>
  115.  *  </ul>
  116.  * <br><br>
  117.  *  
  118.  * It also exports serialization into and de-serialization out of byte arrays.
  119.  * 
  120.  * <br><br>
  121.  *  <ul>
  122.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
  123.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
  124.  *      <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>
  125.  *      <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>
  126.  *  </ul>
  127.  * <br><br>
  128.  * 
  129.  * @author Lakshmi Krishnamurthy
  130.  */

  132. public class CDXRefDataParams {

  134.     /**
  135.      * Index Curve ID
  136.      */

  138.     public java.lang.String _strCurveID = "";

  140.     /**
  141.      * Index Curve SPN
  142.      */

  144.     public java.lang.String _strSPN = "";

  146.     /**
  147.      * Index Label
  148.      */

  150.     public java.lang.String _strIndexLabel = "";

  152.     /**
  153.      * Index Name
  154.      */

  156.     public java.lang.String _strIndexName = "";

  158.     /**
  159.      * Index Curve Name
  160.      */

  162.     public java.lang.String _strCurveName = "";

  164.     /**
  165.      * Index Issue Date
  166.      */

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

  170.     /**
  171.      * Index Maturity Date
  172.      */

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

  176.     /**
  177.      * Index Coupon (bp)
  178.      */

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

  182.     /**
  183.      * Index Currency
  184.      */

  186.     public java.lang.String _strCurrency = "";

  188.     /**
  189.      * Index DayCount
  190.      */

  192.     public java.lang.String _strDayCount = "";

  194.     /**
  195.      * Index Full First Stub
  196.      */

  198.     public boolean _bFullFirstStub = false;

  200.     /**
  201.      * Index Recovery
  202.      */

  204.     public double _dblRecovery = java.lang.Double.NaN;

  206.     /**
  207.      * Index Frequency
  208.      */

  210.     public int _iFrequency = 0;

  212.     /**
  213.      * Index Red ID
  214.      */

  216.     public java.lang.String _strRedID = "";

  218.     /**
  219.      * Index Class
  220.      */

  222.     public java.lang.String _strIndexClass = "";

  224.     /**
  225.      * Index Series
  226.      */

  228.     public int _iIndexSeries = 0;

  230.     /**
  231.      * Index Group Name
  232.      */

  234.     public java.lang.String _strIndexGroupName = "";

  236.     /**
  237.      * Index Short Name
  238.      */

  240.     public java.lang.String _strIndexShortName = "";

  242.     /**
  243.      * Index Short Group Name
  244.      */

  246.     public java.lang.String _strIndexShortGroupName = "";

  248.     /**
  249.      * Index Version
  250.      */

  252.     public int _iIndexVersion = 0;

  254.     /**
  255.      * Index Life Span
  256.      */

  258.     public int _iIndexLifeSpan = 0;

  260.     /**
  261.      * Index Curvy Curve ID
  262.      */

  264.     public java.lang.String _strCurvyCurveID = "";

  266.     /**
  267.      * Index Factor
  268.      */

  270.     public double _dblIndexFactor = java.lang.Double.NaN;

  272.     /**
  273.      * Index Original Component Count
  274.      */

  276.     public int _iOriginalComponentCount = 0;

  278.     /**
  279.      * Index Defaulted Component Count
  280.      */

  282.     public int _iDefaultedComponentCount = 0;

  284.     /**
  285.      * Index Location
  286.      */

  288.     public java.lang.String _strLocation = "";

  290.     /**
  291.      * Index Pay Accrued
  292.      */

  294.     public boolean _bPayAccrued = false;

  296.     /**
  297.      * Index Knock-out On Default
  298.      */

  300.     public boolean _bKnockOutOnDefault = false;

  302.     /**
  303.      * Index Quote As CDS
  304.      */

  306.     public boolean _bQuoteAsCDS = false;

  308.     /**
  309.      * Index Bloomberg Ticker
  310.      */

  312.     public java.lang.String _strBBGTicker = "";

  314.     /**
  315.      * Index Short Name
  316.      */

  318.     public java.lang.String _strShortName = "";

  320.     /**
  321.      * Create a CDXRefData instance from valid individual parameters (so no additional validation is
  322.      *  performed).
  323.      * 
  324.      * @param strCurveID Index Curve ID
  325.      * @param strSPN Index SPN
  326.      * @param strIndexLabel Index Label
  327.      * @param strIndexName Index Name
  328.      * @param strCurveName Index Curve Name
  329.      * @param iIssueDate Index Issue Date
  330.      * @param iMaturityDate Index Maturity Date
  331.      * @param dblCoupon Index Coupon
  332.      * @param strCurrency Index Currency
  333.      * @param strDayCount Index Day Count Convention
  334.      * @param bFullFirstStub Index Flag indicating whether it is a full front stub
  335.      * @param dblRecovery Index Recovery Rate
  336.      * @param iFrequency Index Frequency
  337.      * @param strRedID Index Reference Entity Database ID
  338.      * @param strIndexClass Index Class
  339.      * @param iIndexSeries Index Series
  340.      * @param strIndexGroupName Index Group Name
  341.      * @param strIndexShortName Index Short Name
  342.      * @param strIndexShortGroupName Index SHort Group Name
  343.      * @param iIndexVersion Index Version
  344.      * @param iIndexLifeSpan Index Life Span
  345.      * @param strCurvyCurveID Full Index Curve ID
  346.      * @param dblIndexFactor Index Factor
  347.      * @param iOriginalComponentCount Original Index Component Count
  348.      * @param iDefaultedComponentCount Defaulted Component Count in the Index
  349.      * @param strLocation Index Domicile Location
  350.      * @param bPayAccrued Does Index Pay Accrued
  351.      * @param bKnockOutOnDefault Does the Index Knock Out On Default
  352.      * @param bQuoteAsCDS Is the Index Quoted as a CDS (i.e., spread/up-front)
  353.      * @param strBBGTicker Index Bloomberg Ticker
  354.      * @param strShortName Index Short Name
  355.      * 
  356.      * @return The CDXRefData instance
  357.      */

  359.     public static final CDXRefDataParams CreateCDXRefDataBuilder (
  360.         final java.lang.String strCurveID,
  361.         final java.lang.String strSPN,
  362.         final java.lang.String strIndexLabel,
  363.         final java.lang.String strIndexName,
  364.         final java.lang.String strCurveName,
  365.         final int iIssueDate,
  366.         final int iMaturityDate,
  367.         final double dblCoupon,
  368.         final java.lang.String strCurrency,
  369.         final java.lang.String strDayCount,
  370.         final boolean bFullFirstStub,
  371.         final double dblRecovery,
  372.         final int iFrequency,
  373.         final java.lang.String strRedID,
  374.         final java.lang.String strIndexClass,
  375.         final int iIndexSeries,
  376.         final java.lang.String strIndexGroupName,
  377.         final java.lang.String strIndexShortName,
  378.         final java.lang.String strIndexShortGroupName,
  379.         final int iIndexVersion,
  380.         final int iIndexLifeSpan,
  381.         final java.lang.String strCurvyCurveID,
  382.         final double dblIndexFactor,
  383.         final int iOriginalComponentCount,
  384.         final int iDefaultedComponentCount,
  385.         final java.lang.String strLocation,
  386.         final boolean bPayAccrued,
  387.         final boolean bKnockOutOnDefault,
  388.         final boolean bQuoteAsCDS,
  389.         final java.lang.String strBBGTicker,
  390.         final java.lang.String strShortName)
  391.     {
  392.         CDXRefDataParams cdxrd = new CDXRefDataParams();

  394.         cdxrd.setCurveID (strCurveID);

  396.         cdxrd.setSPN (strSPN);

  398.         cdxrd.setIndexLabel (strIndexLabel);

  400.         cdxrd.setIndexName (strIndexName);

  402.         cdxrd.setCurveName (strCurveName);

  404.         cdxrd.setIssueDate (new org.drip.analytics.date.JulianDate (iIssueDate));

  406.         cdxrd.setMaturityDate (new org.drip.analytics.date.JulianDate (iMaturityDate));

  408.         cdxrd.setCoupon (dblCoupon);

  410.         cdxrd.setCurrency (strCurrency);

  412.         cdxrd.setDayCount (strDayCount);

  414.         cdxrd.setFullFirstStub (bFullFirstStub);

  416.         cdxrd.setRecovery (dblRecovery);

  418.         cdxrd.setFrequency (iFrequency);

  420.         cdxrd.setRedID (strRedID);

  422.         cdxrd.setIndexClass (strIndexClass);

  424.         cdxrd.setIndexSeries (iIndexSeries);

  426.         cdxrd.setIndexGroupName (strIndexGroupName);

  428.         cdxrd.setIndexShortName (strIndexShortName);

  430.         cdxrd.setIndexShortGroupName (strIndexShortGroupName);

  432.         cdxrd.setIndexVersion (iIndexVersion);

  434.         cdxrd.setIndexLifeSpan (iIndexLifeSpan);

  436.         cdxrd.setCurvyCurveID (strCurvyCurveID);

  438.         cdxrd.setIndexFactor (dblIndexFactor);

  440.         cdxrd.setOriginalComponentCount (iOriginalComponentCount);

  442.         cdxrd.setDefaultedComponentCount (iDefaultedComponentCount);

  444.         cdxrd.setLocation (strLocation);

  446.         cdxrd.setPayAccrued (bPayAccrued);

  448.         cdxrd.setKnockOutOnDefault (bKnockOutOnDefault);

  450.         cdxrd.setQuoteAsCDS (bQuoteAsCDS);

  452.         cdxrd.setBBGTicker (strBBGTicker);

  454.         cdxrd.setShortName (strShortName);

  456.         if (!cdxrd.validate()) return null;

  458.         return cdxrd;
  459.     }

  461.      /**
  462.      * Empty Default constructor
  463.      */

  465.     public CDXRefDataParams()
  466.     {
  467.     }

  469.     /**
  470.      * Set the Index Curve ID
  471.      * 
  472.      * @param strCurveID Index Curve ID
  473.      * 
  474.      * @return TRUE if successful
  475.      */

  477.     public boolean setCurveID (
  478.         final java.lang.String strCurveID)
  479.     {
  480.         if (null == (_strCurveID = strCurveID) || _strCurveID.isEmpty()) return false;

  482.         return true;
  483.     }

  485.     /**
  486.      * Set the Index SPN
  487.      * 
  488.      * @param strSPN Index SPN
  489.      * 
  490.      * @return TRUE if successful
  491.      */

  493.     public boolean setSPN (
  494.         final java.lang.String strSPN)
  495.     {
  496.         if (null == (_strSPN = strSPN) || _strSPN.isEmpty()) return false;

  498.         return true;
  499.     }

  501.     /**
  502.      * Set the Index Label
  503.      * 
  504.      * @param strIndexLabel Index Label
  505.      * 
  506.      * @return TRUE if successful
  507.      */

  509.     public boolean setIndexLabel (
  510.         final java.lang.String strIndexLabel)
  511.     {
  512.         if (null == (_strIndexLabel = strIndexLabel) || _strIndexLabel.isEmpty()) return false;

  514.         return true;
  515.     }

  517.     /**
  518.      * Set the Index Name
  519.      * 
  520.      * @param strIndexName Index Name
  521.      * 
  522.      * @return TRUE if successful
  523.      */

  525.     public boolean setIndexName (
  526.         final java.lang.String strIndexName)
  527.     {
  528.         if (null == (_strIndexName = strIndexName) || _strIndexName.isEmpty()) return false;

  530.         return true;
  531.     }

  533.     /**
  534.      * Set the Index Curve Name
  535.      * 
  536.      * @param strCurveName Index Curve Name
  537.      * 
  538.      * @return TRUE if successful
  539.      */

  541.     public boolean setCurveName (
  542.         final java.lang.String strCurveName)
  543.     {
  544.         if (null == (_strCurveName = strCurveName) || _strCurveName.isEmpty()) return false;

  546.         return true;
  547.     }

  549.     /**
  550.      * Set the Index Issue Date
  551.      * 
  552.      * @param dtIssue Index Issue Date
  553.      * 
  554.      * @return TRUE if successful
  555.      */

  557.     public boolean setIssueDate (
  558.         final org.drip.analytics.date.JulianDate dtIssue)
  559.     {
  560.         if (null == (_dtIssue = dtIssue)) return false;

  562.         return true;
  563.     }

  565.     /**
  566.      * Set the Index Maturity Date
  567.      * 
  568.      * @param dtMaturity Index Maturity Date
  569.      * 
  570.      * @return TRUE if successful
  571.      */

  573.     public boolean setMaturityDate (
  574.         final org.drip.analytics.date.JulianDate dtMaturity)
  575.     {
  576.         if (null == (_dtMaturity = dtMaturity)) return false;

  578.         return true;
  579.     }

  581.     /**
  582.      * Set the Index Coupon
  583.      * 
  584.      * @param dblCoupon Index Coupon
  585.      * 
  586.      * @return TRUE if successful
  587.      */

  589.     public boolean setCoupon (
  590.         final double dblCoupon)
  591.     {
  592.         return org.drip.numerical.common.NumberUtil.IsValid (_dblCoupon = dblCoupon);
  593.     }

  595.     /**
  596.      * Set the Index Currency
  597.      * 
  598.      * @param strCurrency Index Currency
  599.      * 
  600.      * @return TRUE if successful
  601.      */

  603.     public boolean setCurrency (
  604.         final java.lang.String strCurrency)
  605.     {
  606.         if (null == (_strCurrency = strCurrency) || _strCurrency.isEmpty()) return false;

  608.         return true;
  609.     }

  611.     /**
  612.      * Set the Index Day Count
  613.      * 
  614.      * @param strDayCount Index Day Count
  615.      * 
  616.      * @return TRUE if successful
  617.      */

  619.     public boolean setDayCount (
  620.         final java.lang.String strDayCount)
  621.     {
  622.         if (null == (_strDayCount = strDayCount) || _strDayCount.isEmpty()) return false;

  624.         return true;
  625.     }

  627.     /**
  628.      * Set the flag indicating whether the Index has a Full First Stub
  629.      * 
  630.      * @param bFullFirstStub Flag indicating whether the Index has a Full First Stub
  631.      * 
  632.      * @return TRUE if successful
  633.      */

  635.     public boolean setFullFirstStub (
  636.         final boolean bFullFirstStub)
  637.     {
  638.         _bFullFirstStub = bFullFirstStub;
  639.         return true;
  640.     }

  642.     /**
  643.      * Set the Index Recovery
  644.      * 
  645.      * @param dblRecovery Index Recovery
  646.      * 
  647.      * @return TRUE if successful
  648.      */

  650.     public boolean setRecovery (
  651.         final double dblRecovery)
  652.     {
  653.         return org.drip.numerical.common.NumberUtil.IsValid (_dblRecovery = dblRecovery);
  654.     }

  656.     /**
  657.      * Set the Index Coupon Frequency
  658.      * 
  659.      * @param iFrequency Index Coupon Frequency
  660.      * 
  661.      * @return TRUE if successful
  662.      */

  664.     public boolean setFrequency (
  665.         final int iFrequency)
  666.     {
  667.         _iFrequency = iFrequency;
  668.         return true;
  669.     }

  671.     /**
  672.      * Set the Index Red ID
  673.      * 
  674.      * @param strRedID Index Red ID
  675.      * 
  676.      * @return TRUE if successful
  677.      */

  679.     public boolean setRedID (
  680.         final java.lang.String strRedID)
  681.     {
  682.         if (null == (_strRedID = strRedID) || _strRedID.isEmpty()) return false;

  684.         return true;
  685.     }

  687.     /**
  688.      * Set the Index Class
  689.      * 
  690.      * @param strIndexClass Index Class
  691.      * 
  692.      * @return TRUE if successful
  693.      */

  695.     public boolean setIndexClass (
  696.         final java.lang.String strIndexClass)
  697.     {
  698.         if (null == (_strIndexClass = strIndexClass) || _strIndexClass.isEmpty()) return false;

  700.         return true;
  701.     }

  703.     /**
  704.      * Set the Index Series
  705.      * 
  706.      * @param iIndexSeries Index Series
  707.      * 
  708.      * @return TRUE if successful
  709.      */

  711.     public boolean setIndexSeries (
  712.         final int iIndexSeries)
  713.     {
  714.         _iIndexSeries = iIndexSeries;
  715.         return true;
  716.     }

  718.     /**
  719.      * Set the Index Group Name
  720.      * 
  721.      * @param strIndexGroupName Index Group Name
  722.      * 
  723.      * @return TRUE if successful
  724.      */

  726.     public boolean setIndexGroupName (
  727.         final java.lang.String strIndexGroupName)
  728.     {
  729.         if (null == (_strIndexGroupName = strIndexGroupName) || _strIndexGroupName.isEmpty()) return false;

  731.         return true;
  732.     }

  734.     /**
  735.      * Set the Index Short Name
  736.      * 
  737.      * @param strIndexShortName Index Short Name
  738.      * 
  739.      * @return TRUE if successful
  740.      */

  742.     public boolean setIndexShortName (
  743.         final java.lang.String strIndexShortName)
  744.     {
  745.         if (null == (_strIndexShortName = strIndexShortName) || _strIndexShortName.isEmpty()) return false;

  747.         return true;
  748.     }

  750.     /**
  751.      * Set the Index Short Group Name
  752.      * 
  753.      * @param strIndexShortGroupName Index Short Group Name
  754.      * 
  755.      * @return TRUE if successful
  756.      */

  758.     public boolean setIndexShortGroupName (
  759.         final java.lang.String strIndexShortGroupName)
  760.     {
  761.         if (null == (_strIndexShortGroupName = strIndexShortGroupName) || _strIndexShortGroupName.isEmpty())
  762.             return false;

  764.         return true;
  765.     }

  767.     /**
  768.      * Set the Index Version
  769.      * 
  770.      * @param iIndexVersion Index Version
  771.      * 
  772.      * @return TRUE if successful
  773.      */

  775.     public boolean setIndexVersion (
  776.         final int iIndexVersion)
  777.     {
  778.         _iIndexVersion = iIndexVersion;
  779.         return true;
  780.     }

  782.     /**
  783.      * Set the Index Life Span
  784.      * 
  785.      * @param iIndexLifeSpan Index Life Span
  786.      * 
  787.      * @return TRUE if successful
  788.      */

  790.     public boolean setIndexLifeSpan (
  791.         final int iIndexLifeSpan)
  792.     {
  793.         _iIndexLifeSpan = iIndexLifeSpan;
  794.         return true;
  795.     }

  797.     /**
  798.      * Set the Index Composite Curve ID
  799.      * 
  800.      * @param strCurvyCurveID Index Composite Curve ID
  801.      * 
  802.      * @return TRUE if successful
  803.      */

  805.     public boolean setCurvyCurveID (
  806.         final java.lang.String strCurvyCurveID)
  807.     {
  808.         if (null == (_strCurvyCurveID = strCurvyCurveID) || _strCurvyCurveID.isEmpty()) return false;

  810.         return true;
  811.     }

  813.     /**
  814.      * Set the Index Factor
  815.      * 
  816.      * @param dblIndexFactor Index Factor
  817.      * 
  818.      * @return TRUE if successful
  819.      */

  821.     public boolean setIndexFactor (
  822.         final double dblIndexFactor)
  823.     {
  824.         return org.drip.numerical.common.NumberUtil.IsValid (_dblIndexFactor = dblIndexFactor);
  825.     }

  827.     /**
  828.      * Set the Number of Original Components in the Index
  829.      * 
  830.      * @param iOriginalComponentCount Number of Original Components in the Index
  831.      * 
  832.      * @return TRUE if successful
  833.      */

  835.     public boolean setOriginalComponentCount (
  836.         final int iOriginalComponentCount)
  837.     {
  838.         _iOriginalComponentCount = iOriginalComponentCount;
  839.         return true;
  840.     }

  842.     /**
  843.      * Set the Number of Defaulted Components in the Index
  844.      * 
  845.      * @param iDefaultedComponentCount Number of Defaulted Components in the Index
  846.      * 
  847.      * @return TRUE if successful
  848.      */

  850.     public boolean setDefaultedComponentCount (
  851.         final int iDefaultedComponentCount)
  852.     {
  853.         _iDefaultedComponentCount = iDefaultedComponentCount;
  854.         return true;
  855.     }

  857.     /**
  858.      * Set the Index Location
  859.      * 
  860.      * @param strLocation Index Location
  861.      * 
  862.      * @return TRUE if successful
  863.      */

  865.     public boolean setLocation (
  866.         final java.lang.String strLocation)
  867.     {
  868.         if (null == (_strLocation = strLocation) || _strLocation.isEmpty()) return false;

  870.         return true;
  871.     }

  873.     /**
  874.      * Set if the Index pays accrued on termination
  875.      * 
  876.      * @param bPayAccrued Flag indicating if the Index pays accrued on termination
  877.      * 
  878.      * @return TRUE if successful
  879.      */

  881.     public boolean setPayAccrued (
  882.         final boolean bPayAccrued)
  883.     {
  884.         _bPayAccrued = bPayAccrued;
  885.         return true;
  886.     }

  888.     /**
  889.      * Set if the Index knocks out on Default
  890.      * 
  891.      * @param bKnockOutOnDefault Flag indicating if the Index knocks out on Default
  892.      * 
  893.      * @return TRUE if successful
  894.      */

  896.     public boolean setKnockOutOnDefault (
  897.         final boolean bKnockOutOnDefault)
  898.     {
  899.         _bKnockOutOnDefault = bKnockOutOnDefault;
  900.         return true;
  901.     }

  903.     /**
  904.      * Set whether the quote is marked as a CDS
  905.      * 
  906.      * @param bQuoteAsCDS Flag indicating whether the quote is marked as a CDS
  907.      * 
  908.      * @return TRUE if successful
  909.      */

  911.     public boolean setQuoteAsCDS (
  912.         final boolean bQuoteAsCDS)
  913.     {
  914.         _bQuoteAsCDS = bQuoteAsCDS;
  915.         return true;
  916.     }

  918.     /**
  919.      * Set the Index BBG Ticker
  920.      * 
  921.      * @param strBBGTicker Index BBG Ticker
  922.      * 
  923.      * @return TRUE if successful
  924.      */

  926.     public boolean setBBGTicker (
  927.         final java.lang.String strBBGTicker)
  928.     {
  929.         if (null == (_strBBGTicker = strBBGTicker) || strBBGTicker.isEmpty()) return false;

  931.         return true;
  932.     }

  934.     /**
  935.      * Set the index short name
  936.      * 
  937.      * @param strShortName Index Short Name
  938.      * 
  939.      * @return TRUE if successful
  940.      */

  942.     public boolean setShortName (
  943.         final java.lang.String strShortName)
  944.     {
  945.         if (null == (_strShortName = strShortName) || _strShortName.isEmpty()) return false;

  947.         return true;
  948.     }

  950.     /**
  951.      * Validate the CDXRefData instance
  952.      * 
  953.      * @return TRUE if successful
  954.      */

  956.     public boolean validate()
  957.     {
  958.         if (null == _strCurveID || _strCurveID.isEmpty() || null == _strSPN || _strSPN.isEmpty() || null ==
  959.             _strIndexLabel || _strIndexLabel.isEmpty() || null == _strIndexName || _strIndexName.isEmpty() ||
  960.                 null == _strCurveName || _strCurveName.isEmpty() || null == _dtIssue || null == _dtMaturity
  961.                     || _dtIssue.julian() >= _dtMaturity.julian() || !org.drip.numerical.common.NumberUtil.IsValid
  962.                         (_dblCoupon) || null == _strCurrency || _strCurrency.isEmpty() || null ==
  963.                             _strDayCount || _strDayCount.isEmpty() ||
  964.                                 !org.drip.numerical.common.NumberUtil.IsValid (_dblRecovery) || null == _strRedID
  965.                                     || _strRedID.isEmpty() || null == _strIndexClass ||
  966.                                         _strIndexClass.isEmpty() || null == _strIndexGroupName ||
  967.                                             _strIndexGroupName.isEmpty())
  968.             return false;

  970.         return true;
  971.     }

  973.     /**
  974.      * Return the stringified set of parameters in a java call that can be statically used to re-construct
  975.      *  the index.
  976.      * 
  977.      * @return Set of Stringified parameters as a java call. 
  978.      */

  980.     public java.lang.String setConstructionString()
  981.     {
  982.         java.lang.StringBuffer sb = new java.lang.StringBuffer();

  984.         java.lang.String strCDXCode = _strIndexClass + "." + _strIndexGroupName + "." + _iIndexLifeSpan +
  985.             "Y." + _iIndexSeries + "." + _iIndexVersion;

  987.         sb.append ("\t\tUpdateCDXRefDataMap (" + org.drip.numerical.common.StringUtil.MakeStringArg (strCDXCode) +
  988.             ",\n\t\t\torg.drip.product.creator.CDXRefDataBuilder.CreateCDXRefDataBuilder (");

  990.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strCurveID) + ", ");

  992.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strSPN) + ",\n\t\t\t\t");

  994.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strIndexLabel) + ", ");

  996.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strIndexName) + ",\n\t\t\t\t\t");

  998.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strCurveName) + ", ");

  1000.         sb.append (_dtIssue.julian() + ", ");

  1002.         sb.append (_dtMaturity.julian() + ", ");

  1004.         sb.append (_dblCoupon + ", ");

  1006.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strCurrency) + ",\n\t\t\t\t\t\t");

  1008.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strDayCount) + ", ");

  1010.         sb.append (_bFullFirstStub + ", ");

  1012.         sb.append (_dblRecovery + ", ");

  1014.         sb.append (_iFrequency + ", ");

  1016.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strRedID) + ", ");

  1018.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strIndexClass) + ", ");

  1020.         sb.append (_iIndexSeries + ", ");

  1022.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strIndexGroupName) + ", ");

  1024.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strIndexShortName) + ", ");

  1026.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strIndexShortGroupName) + ", ");

  1028.         sb.append (_iIndexVersion + ", ");

  1030.         sb.append (_iIndexLifeSpan + ",\n\t\t\t\t\t\t\t");

  1032.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strCurvyCurveID) + ", ");

  1034.         sb.append (_dblIndexFactor + ", ");

  1036.         sb.append (_iOriginalComponentCount + ", ");

  1038.         sb.append (_iDefaultedComponentCount + ", ");

  1040.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strLocation) + ", ");

  1042.         sb.append (_bPayAccrued + ", ");

  1044.         sb.append (_bKnockOutOnDefault + ", ");

  1046.         sb.append (_bQuoteAsCDS + ", ");

  1048.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strBBGTicker) + ", ");

  1050.         sb.append (org.drip.numerical.common.StringUtil.MakeStringArg (_strShortName) + "));\n\n");

  1052.         return sb.toString();
  1053.     }
  1054. }
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