CurrencyPair.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
 * 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>CurrencyPair</i> class contains the numerator currency, the denominator currency, the quote currency,
 * and the PIP Factor. 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 CurrencyPair {
    private java.lang.String _strNumCcy = "";
    private java.lang.String _strDenomCcy = "";
    private java.lang.String _strQuoteCcy = "";
    private double _dblPIPFactor = java.lang.Double.NaN;

    /**
     * Construct the Currency Pair from the Code
     * 
     * @param strCode Currency Pair Code
     * 
     * @return The Currency Pair
     */

    public static final CurrencyPair FromCode (
        final java.lang.String strCode)
    {
        if (null == strCode || strCode.isEmpty()) return null;

        java.lang.String[] astrCcy = strCode.split ("/");

        if (null == astrCcy || 2 != astrCcy.length || null == astrCcy[0] || astrCcy[0].isEmpty() || null ==
            astrCcy[1] || astrCcy[1].isEmpty())
            return null;

        try {
            return new CurrencyPair (astrCcy[0], astrCcy[1], astrCcy[0], 1.);
        } catch (java.lang.Exception e) {
            e.printStackTrace();
        }

        return null;
    }

    /**
     * Construct the currency pair from the numerator currency, the denominator currency, the quote
     *  currency, and the PIP Factor
     * 
     * @param strNumCcy Numerator currency
     * @param strDenomCcy Denominator currency
     * @param strQuoteCcy Quote Currency
     * @param dblPIPFactor PIP Factor
     * 
     * @throws java.lang.Exception Thrown if the inputs are invalid
     */

    public CurrencyPair (
        final java.lang.String strNumCcy,
        final java.lang.String strDenomCcy,
        final java.lang.String strQuoteCcy,
        final double dblPIPFactor)
        throws java.lang.Exception
    {
        if (null == strNumCcy || strNumCcy.isEmpty() || null == strDenomCcy || strDenomCcy.isEmpty() || null
            == strQuoteCcy || strNumCcy.equalsIgnoreCase (strDenomCcy) || (!strQuoteCcy.equalsIgnoreCase
                (strNumCcy) && !strQuoteCcy.equalsIgnoreCase (strDenomCcy)) ||
                    !org.drip.numerical.common.NumberUtil.IsValid (dblPIPFactor))
            throw new java.lang.Exception ("CurrencyPair ctr: Invalid parameters");

        _strNumCcy = strNumCcy;
        _strDenomCcy = strDenomCcy;
        _strQuoteCcy = strQuoteCcy;
        _dblPIPFactor = dblPIPFactor;
    }

    /**
     * Get the numerator currency
     * 
     * @return Numerator currency
     */

    public java.lang.String numCcy()
    {
        return _strNumCcy;
    }

    /**
     * Get the denominator currency
     * 
     * @return Denominator currency
     */

    public java.lang.String denomCcy()
    {
        return _strDenomCcy;
    }

    /**
     * Get the quote currency
     * 
     * @return Quote currency
     */

    public java.lang.String quoteCcy()
    {
        return _strQuoteCcy;
    }

    /**
     * Get the currency pair code
     * 
     * @return Currency pair code
     */

    public java.lang.String code()
    {
        return _strNumCcy + "/" + _strDenomCcy;
    }

    /**
     * Get the inverse currency pair code
     * 
     * @return The Inverse Currency pair code
     */

    public java.lang.String inverseCode()
    {
        return _strDenomCcy + "/" + _strNumCcy;
    }

    /**
     * Get the PIP Factor
     * 
     * @return PIP Factor
     */

    public double pipFactor()
    {
        return _dblPIPFactor;
    }

    @Override public java.lang.String toString()
    {
        return _strNumCcy + " | " + _strDenomCcy + " | " + _strQuoteCcy + " | " + _dblPIPFactor;
    }
}