TerminationSetting.java

  1. package org.drip.product.params;

  2. /*
  3.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  4.  */

  5. /*!
  6.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  7.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  8.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  14.  * Copyright (C) 2012 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2011 Lakshmi Krishnamurthy
  16.  *
  17.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  18.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  19.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  20.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  21.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  22.  *      and computational support.
  23.  *  
  24.  *      https://lakshmidrip.github.io/DROP/
  25.  *  
  26.  *  DROP is composed of three modules:
  27.  *  
  28.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  29.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  30.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  31.  *
  32.  *  DROP Product Core implements libraries for the following:
  33.  *  - Fixed Income Analytics
  34.  *  - Loan Analytics
  35.  *  - Transaction Cost Analytics
  36.  *
  37.  *  DROP Portfolio Core implements libraries for the following:
  38.  *  - Asset Allocation Analytics
  39.  *  - Asset Liability Management Analytics
  40.  *  - Capital Estimation Analytics
  41.  *  - Exposure Analytics
  42.  *  - Margin Analytics
  43.  *  - XVA Analytics
  44.  *
  45.  *  DROP Computational Core implements libraries for the following:
  46.  *  - Algorithm Support
  47.  *  - Computation Support
  48.  *  - Function Analysis
  49.  *  - Model Validation
  50.  *  - Numerical Analysis
  51.  *  - Numerical Optimizer
  52.  *  - Spline Builder
  53.  *  - Statistical Learning
  54.  *
  55.  *  Documentation for DROP is Spread Over:
  56.  *
  57.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  58.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  59.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  60.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  61.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  62.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  63.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  64.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  65.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  66.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  67.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  68.  *
  69.  *  Licensed under the Apache License, Version 2.0 (the "License");
  70.  *      you may not use this file except in compliance with the License.
  71.  *  
  72.  *  You may obtain a copy of the License at
  73.  *      http://www.apache.org/licenses/LICENSE-2.0
  74.  *  
  75.  *  Unless required by applicable law or agreed to in writing, software
  76.  *      distributed under the License is distributed on an "AS IS" BASIS,
  77.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  78.  *  
  79.  *  See the License for the specific language governing permissions and
  80.  *      limitations under the License.
  81.  */

  82. /**
  83.  * <i>TerminationSetting</i> class contains the current "liveness" state of the component, and, if inactive,
  84.  * how it entered that state. It exports serialization into and de-serialization out of byte arrays.
  85.  *
  86.  * <br><br>
  87.  *  <ul>
  88.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
  89.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
  90.  *      <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>
  91.  *      <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>
  92.  *  </ul>
  93.  * <br><br>
  94.  *
  95.  * @author Lakshmi Krishnamurthy
  96.  */

  97. public class TerminationSetting implements org.drip.product.params.Validatable {
  98.     private boolean _bIsDefaulted = false;
  99.     private boolean _bIsPerpetual = false;
  100.     private boolean _bHasBeenExercised = false;
  101.     private org.drip.analytics.daycount.DateAdjustParams _dap = null;

  102.     /**
  103.      * Construct the TerminationSetting object from the perpetual flag, defaulted flag, and the has
  104.      *  been exercised flag.
  105.      *
  106.      * @param bIsPerpetual True (component is perpetual)
  107.      * @param bIsDefaulted True (component has defaulted)
  108.      * @param bHasBeenExercised True (component has been exercised)
  109.      * @param dap The Termination Date Adjustment Parameters
  110.      */

  111.     public TerminationSetting (
  112.         final boolean bIsPerpetual,
  113.         final boolean bIsDefaulted,
  114.         final boolean bHasBeenExercised,
  115.         final org.drip.analytics.daycount.DateAdjustParams dap)
  116.     {
  117.         _dap = dap;
  118.         _bIsPerpetual = bIsPerpetual;
  119.         _bIsDefaulted = bIsDefaulted;
  120.         _bHasBeenExercised = bHasBeenExercised;
  121.     }

  122.     @Override public boolean validate()
  123.     {
  124.         return true;
  125.     }

  126.     /**
  127.      * Indicate if the contract has defaulted
  128.      *
  129.      * @return TRUE - The Contract has defaulted
  130.      */

  131.     public boolean defaulted()
  132.     {
  133.         return _bIsDefaulted;
  134.     }

  135.     /**
  136.      * Indicate if the contract is perpetual
  137.      *
  138.      * @return TRUE - The Contract is Perpetual
  139.      */

  140.     public boolean perpetual()
  141.     {
  142.         return _bIsPerpetual;
  143.     }

  144.     /**
  145.      * Indicate if the contract has been exercised
  146.      *
  147.      * @return TRUE - The Contract has been exercised
  148.      */

  149.     public boolean exercised()
  150.     {
  151.         return _bHasBeenExercised;
  152.     }

  153.     /**
  154.      * Retrieve the Termination Setting Date Adjustment Parameters
  155.      *
  156.      * @return The Termination Setting Date Adjustment Parameters
  157.      */

  158.     public org.drip.analytics.daycount.DateAdjustParams dap()
  159.     {
  160.         return _dap;
  161.     }
  162. }