FloaterSetting.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>FloaterSetting</i> contains the component floating rate parameters. It holds the rate index, floater
* day count, and one of either the coupon spread or the full current coupon. It also provides for
* 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 FloaterSetting implements org.drip.product.params.Validatable {
private java.lang.String _strDayCount = "";
private double _dblSpread = java.lang.Double.NaN;
private double _dblCurrentFullCoupon = java.lang.Double.NaN;
private org.drip.state.identifier.FloaterLabel _floaterLabel = null;
/**
* Construct the FloaterSetting from the Floater Label, the Day Count, the Spread, and the Current Full
* CSoupon
*
* @param floaterLabel Floater Label
* @param strDayCount Floating Day Count
* @param dblSpread Floating Spread
* @param dblCurrentFullCoupon Current Full Coupon
*/
public FloaterSetting (
final org.drip.state.identifier.FloaterLabel floaterLabel,
final java.lang.String strDayCount,
final double dblSpread,
final double dblCurrentFullCoupon)
{
_dblSpread = dblSpread;
_strDayCount = strDayCount;
_floaterLabel = floaterLabel;
_dblCurrentFullCoupon = dblCurrentFullCoupon;
}
@Override public boolean validate()
{
return (org.drip.numerical.common.NumberUtil.IsValid (_dblSpread) ||
org.drip.numerical.common.NumberUtil.IsValid (_dblCurrentFullCoupon)) && null != _floaterLabel;
}
/**
* Retrieve the Floater Label
*
* @return The Floater Label
*/
public org.drip.state.identifier.FloaterLabel fri()
{
return _floaterLabel;
}
/**
* Retrieve the Floating Day Count
*
* @return The Floating Day Count
*/
public java.lang.String dayCount()
{
return _strDayCount;
}
/**
* Retrieve the Floating Spread
*
* @return The Floating Spread
*/
public double spread()
{
return _dblSpread;
}
/**
* Retrieve the Full Current Coupon
*
* @return The Full Current Coupon
*/
public double currentFullCoupon()
{
return _dblCurrentFullCoupon;
}
}