RegressionRunOutput.java
- package org.drip.regression.core;
- /*
- * -*- 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
- *
- * 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>RegressionRunOutput</i> contains the output of a single regression activity. It holds the following:
- *
- * <br><br>
- * <ul>
- * <li>
- * The execution time
- * </li>
- * <li>
- * The Success/failure status of the run
- * </li>
- * <li>
- * The regression scenario that was executed
- * </li>
- * <li>
- * The Completion time for the regression module
- * </li>
- * <li>
- * The Regression Run Detail for the regression run
- * </li>
- * </ul>
- * <br><br>
- *
- * Another function displays the contents of this RegressionRunOutput instance.
- *
- * <br><br>
- * <ul>
- * <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
- * <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationSupportLibrary.md">Computation Support</a></li>
- * <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/regression/README.md">Regression Engine Core and the Unit Regressors</a></li>
- * <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/regression/core/README.md">Regression Engine Core - Unit Regressors</a></li>
- * </ul>
- * <br><br>
- *
- * @author Lakshmi Krishnamurthy
- */
- public class RegressionRunOutput {
- /**
- * Execution time for the Regression Module
- */
- public long _lExecTime = 0L;
- /**
- * Completion Status for the Regression Module
- */
- public boolean _bStatus = false;
- /**
- * Completion Status for the Regression Module
- */
- public java.lang.String _strRegressionScenarioName = "";
- /**
- * Completion Time for the Regression Module
- */
- public java.util.Date _dtCompletion = null;
- private org.drip.regression.core.RegressionRunDetail _rnvd = new
- org.drip.regression.core.RegressionRunDetail();
- /**
- * Regression Run Output Constructor
- *
- * @param strRegressionScenarioName Regression Scenario Name
- *
- * @throws java.lang.Exception Thrown if the Inputs are Invalid
- */
- public RegressionRunOutput (
- final java.lang.String strRegressionScenarioName)
- throws java.lang.Exception
- {
- if (null == (_strRegressionScenarioName = strRegressionScenarioName) ||
- _strRegressionScenarioName.isEmpty())
- throw new java.lang.Exception ("RegressionRunOutput ctr: Invalid Regression Scenario Name!");
- }
- /**
- * Set the termination status for the regression output
- *
- * @param bSuccess TRUE - Regression Run succeeded
- *
- * @return TRUE - Termination status successfully set
- */
- public boolean setTerminationStatus (
- final boolean bSuccess)
- {
- _dtCompletion = new java.util.Date();
- _bStatus = bSuccess;
- return true;
- }
- /**
- * Retrieve the regression details object
- *
- * @return The regression details object
- */
- public org.drip.regression.core.RegressionRunDetail getRegressionDetail()
- {
- return _rnvd;
- }
- /**
- * Print the contents of the regression output
- *
- * @param bDetailed Display detailed output
- *
- * @return String representing the Regression output
- */
- public java.lang.String displayString (
- final boolean bDetailed)
- {
- java.lang.StringBuffer sb = new java.lang.StringBuffer();
- sb.append ("\n");
- sb.append ("\t\t" + _strRegressionScenarioName + ".Success=").append (_bStatus).append ("\n");
- org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String> mapDetails = _rnvd.getFieldMap();
- if (null != mapDetails && 0 != mapDetails.size() && null != mapDetails.entrySet()) {
- for (java.util.Map.Entry<java.lang.String, java.lang.String> me : mapDetails.entrySet()) {
- if (null != me && null != me.getKey() && !me.getKey().isEmpty() && null != me.getValue() &&
- !me.getValue().isEmpty())
- sb.append ("\t\t" + _strRegressionScenarioName + "." + me.getKey() + "=").append
- (me.getValue()).append ("\n");
- }
- }
- sb.append ("\t\t" + _strRegressionScenarioName + ".FinishTime=").append (_dtCompletion).append
- ("\n");
- sb.append ("\t\t" + _strRegressionScenarioName + ".ExecTime=").append (_lExecTime);
- return sb.toString();
- }
- }