QuoteConvention.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>QuoteConvention</i> contains the Component Market Convention Parameters - the quote convention, the
 * calculation type, the first settle date, and the redemption amount. 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 QuoteConvention implements org.drip.product.params.Validatable {
    private java.lang.String _strCalculationType = "";
    private double _dblRedemptionValue = java.lang.Double.NaN;
    private int _iFirstSettleDate = java.lang.Integer.MIN_VALUE;
    private org.drip.param.valuation.CashSettleParams _cashSettleParams = null;
    private org.drip.param.valuation.ValuationCustomizationParams _valuationCustomizationParams = null;

    /**
     * Construct the QuoteConvention object from the valuation Customization Parameters, the calculation
     *  type, the first settle date, and the redemption value.
     * 
     * @param valuationCustomizationParams Valuation Customization Parameters
     * @param strCalculationType Calculation Type
     * @param iFirstSettleDate First Settle Date
     * @param dblRedemptionValue Redemption Value
     * @param iSettleLag Settle Lag
     * @param strSettleCalendar Settlement Calendar
     * @param iSettleAdjustMode Is Settle date business adjusted
     */

    public QuoteConvention (
        final org.drip.param.valuation.ValuationCustomizationParams valuationCustomizationParams,
        final java.lang.String strCalculationType,
        final int iFirstSettleDate,
        final double dblRedemptionValue,
        final int iSettleLag,
        final java.lang.String strSettleCalendar,
        final int iSettleAdjustMode)
    {
        _iFirstSettleDate = iFirstSettleDate;
        _dblRedemptionValue = dblRedemptionValue;
        _strCalculationType = strCalculationType;
        _valuationCustomizationParams = valuationCustomizationParams;
        
        _cashSettleParams = new org.drip.param.valuation.CashSettleParams (iSettleLag, strSettleCalendar,
            iSettleAdjustMode);
    }

    public int settleDate (
        final org.drip.param.valuation.ValuationParams valParams)
        throws java.lang.Exception
    {
        if (null == valParams)
            throw new java.lang.Exception ("QuoteConvention::settleDate => Invalid inputs");

        return _cashSettleParams.cashSettleDate (valParams.valueDate());
    }

    @Override public boolean validate()
    {
        return org.drip.numerical.common.NumberUtil.IsValid (_iFirstSettleDate) &&
            org.drip.numerical.common.NumberUtil.IsValid (_dblRedemptionValue);
    }

    /**
     * Retrieve the Calculation Type
     * 
     * @return The Calculation Type
     */

    public java.lang.String calculationType()
    {
        return _strCalculationType;
    }

    /**
     * Retrieve the First Settle Date
     * 
     * @return The First Settle Date
     */

    public int firstSettleDate()
    {
        return _iFirstSettleDate;
    }

    /**
     * Retrieve the Redemption Value
     * 
     * @return The Redemption Value
     */

    public double redemptionValue()
    {
        return _dblRedemptionValue;
    }

    /**
     * Retrieve the Cash Settle Parameters
     * 
     * @return The Cash Settle Parameters
     */

    public org.drip.param.valuation.CashSettleParams cashSettleParams()
    {
        return _cashSettleParams;
    }

    /**
     * Retrieve the Valuation Customization Parameters
     * 
     * @return The Valuation Customization Parameters
     */

    public org.drip.param.valuation.ValuationCustomizationParams valuationCustomizationParams()
    {
        return _valuationCustomizationParams;
    }
}