FixFloatFundingInstrument.java

package org.drip.service.api;

/*
 * -*- 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
 * 
 *  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>FixFloatFundingInstrument</i> contains the Fix Float Instrument Inputs for the Funding Curve
 * Construction Purposes.
 * 
 * <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/service/README.md">Environment, Product/Definition Containers, and Scenario/State Manipulation APIs</a></li>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/service/api/README.md">Horizon Roll Attribution Service API</a></li>
 *  </ul>
 * <br><br>
 * 
 * @author Lakshmi Krishnamurthy
 */

public class FixFloatFundingInstrument {
    private int _iLatentStateType = -1;
    private double[] _adblQuote = null;
    private java.lang.String _strCurrency = "";
    private java.lang.String[] _astrMaturityTenor = null;
    private org.drip.state.discount.DiscountCurve _dc = null;
    private org.drip.analytics.date.JulianDate _dtSpot = null;

    /**
     * FixFloatFundingInstrument Constructor
     * 
     * @param dtSpot Spot Date
     * @param strCurrency Currency
     * @param astrMaturityTenor Array of the Maturity Tenors
     * @param adblQuote Array of Quotes
     * @param iLatentStateType Latent State Type
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public FixFloatFundingInstrument (
        final org.drip.analytics.date.JulianDate dtSpot,
        final java.lang.String strCurrency,
        final java.lang.String[] astrMaturityTenor,
        final double[] adblQuote,
        final int iLatentStateType)
        throws java.lang.Exception
    {
        if (null == (_dc = org.drip.service.template.LatentMarketStateBuilder.FundingCurve (_dtSpot = dtSpot,
            _strCurrency = strCurrency, null, null, "ForwardRate", null, "ForwardRate", _astrMaturityTenor =
                astrMaturityTenor, _adblQuote = adblQuote, "SwapRate", _iLatentStateType =
                    iLatentStateType)))
            throw new java.lang.Exception ("FixFloatFundingInstrument Constructor => Invalid Inputs");
    }

    /**
     * Retrieve the Spot Date
     * 
     * @return The Spot Date
     */

    public org.drip.analytics.date.JulianDate spotDate()
    {
        return _dtSpot;
    }

    /**
     * Retrieve the Currency
     * 
     * @return The Currency
     */

    public java.lang.String currency()
    {
        return _strCurrency;
    }

    /**
     * Retrieve the Latent State Type
     * 
     * @return The Latent State Type
     */

    public int latentStateType()
    {
        return _iLatentStateType;
    }

    /**
     * Retrieve the Array of the Maturity Tenors
     * 
     * @return Array of Maturity Tenors
     */

    public java.lang.String[] maturityTenors()
    {
        return _astrMaturityTenor;
    }

    /**
     * Retrieve the Array of Quotes
     * 
     * @return Array of Quotes
     */

    public double[] quotes()
    {
        return _adblQuote;
    }

    /**
     * Retrieve the Funding State
     * 
     * @return The Funding State Instance
     */

    public org.drip.state.discount.DiscountCurve fundingState()
    {
        return _dc;
    }
}