BondReplicationRun.java

  1. package org.drip.service.scenario;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

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

  79. /**
  80.  * <i>BondReplicationRun</i> holds the Results of a Full Bond Replication Run.
  81.  * 
  82.  * <br><br>
  83.  *  <ul>
  84.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  85.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationSupportLibrary.md">Computation Support</a></li>
  86.  *      <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>
  87.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/service/scenario/README.md">Custom Scenario Service Metric Generator</a></li>
  88.  *  </ul>
  89.  * <br><br>
  90.  * 
  91.  * @author Lakshmi Krishnamurthy
  92.  */

  94. public class BondReplicationRun {
  95.     private java.util.Map<java.lang.String, org.drip.service.scenario.NamedField> _mapNF = new
  96.         org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.service.scenario.NamedField>();

  98.     private java.util.Map<java.lang.String, org.drip.service.scenario.NamedFieldMap> _mapNFM = new
  99.         org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.service.scenario.NamedFieldMap>();

  101.     /**
  102.      * Empty ReplicationRun Constructor
  103.      */

  105.     public BondReplicationRun()
  106.     {
  107.     }

  109.     /**
  110.      * Add a Named Field
  111.      * 
  112.      * @param nf The Named Field
  113.      * 
  114.      * @return TRUE - The Named Field Successfully added
  115.      */

  117.     public boolean addNamedField (
  118.         final org.drip.service.scenario.NamedField nf)
  119.     {
  120.         if (null == nf) return false;

  122.         _mapNF.put (nf.name(), nf);

  124.         return true;
  125.     }

  127.     /**
  128.      * Add a Named Field Map
  129.      * 
  130.      * @param nfm The Named Field Map
  131.      * 
  132.      * @return TRUE - The Named Field Map Successfully added
  133.      */

  135.     public boolean addNamedFieldMap (
  136.         final org.drip.service.scenario.NamedFieldMap nfm)
  137.     {
  138.         if (null == nfm) return false;

  140.         _mapNFM.put (nfm.name(), nfm);

  142.         return true;
  143.     }

  145.     /**
  146.      * Retrieve the Named Field Metrics
  147.      * 
  148.      * @return The Named Field Metrics
  149.      */

  151.     public java.util.Map<java.lang.String, org.drip.service.scenario.NamedField> namedField()
  152.     {
  153.         return _mapNF;
  154.     }

  156.     /**
  157.      * Retrieve the Named Field Map Metrics
  158.      * 
  159.      * @return The Named Field Map Metrics
  160.      */

  162.     public java.util.Map<java.lang.String, org.drip.service.scenario.NamedFieldMap> namedFieldMap()
  163.     {
  164.         return _mapNFM;
  165.     }

  167.     /**
  168.      * Generate The Headers
  169.      * 
  170.      * @return The Headers
  171.      */

  173.     public java.lang.String header()
  174.     {
  175.         java.lang.String strHeader = "";

  177.         for (java.util.Map.Entry<java.lang.String, org.drip.service.scenario.NamedField> meNF :
  178.             _mapNF.entrySet())
  179.             strHeader = strHeader + meNF.getKey() + ",";

  181.         for (java.util.Map.Entry<java.lang.String, org.drip.service.scenario.NamedFieldMap> meNFM :
  182.             _mapNFM.entrySet()) {
  183.             java.lang.String strNFMKey = meNFM.getKey() + ",";

  185.             org.drip.service.scenario.NamedFieldMap nfm = meNFM.getValue();

  187.             for (java.util.Map.Entry<java.lang.String, java.lang.Double> meNFMEntry : nfm.value().entrySet())
  188.                 strHeader = strHeader + strNFMKey + "::" + meNFMEntry.getKey() + ",";
  189.         }

  191.         return strHeader;
  192.     }

  194.     /**
  195.      * Generate The Values
  196.      * 
  197.      * @return The Values
  198.      */

  200.     public java.lang.String value()
  201.     {
  202.         java.lang.String strValue = "";

  204.         for (java.util.Map.Entry<java.lang.String, org.drip.service.scenario.NamedField> meNF :
  205.             _mapNF.entrySet())
  206.             strValue = strValue + meNF.getValue().value() + ",";

  208.         for (java.util.Map.Entry<java.lang.String, org.drip.service.scenario.NamedFieldMap> meNFM :
  209.             _mapNFM.entrySet()) {
  210.             org.drip.service.scenario.NamedFieldMap nfm = meNFM.getValue();

  212.             for (java.util.Map.Entry<java.lang.String, java.lang.Double> meNFMEntry : nfm.value().entrySet())
  213.                 strValue = strValue + meNFMEntry.getValue() + ",";
  214.         }

  216.         return strValue;
  217.     }

  219.     /**
  220.      * Display the Measures
  221.      * 
  222.      * @return The Measures
  223.      */

  225.     public java.lang.String display()
  226.     {
  227.         java.lang.String strValue = "";

  229.         for (java.util.Map.Entry<java.lang.String, org.drip.service.scenario.NamedField> meNF :
  230.             _mapNF.entrySet())
  231.             strValue = strValue + meNF.getKey() + " => " + meNF.getValue().value() + "\n";

  233.         for (java.util.Map.Entry<java.lang.String, org.drip.service.scenario.NamedFieldMap> meNFM :
  234.             _mapNFM.entrySet()) {
  235.             org.drip.service.scenario.NamedFieldMap nfm = meNFM.getValue();

  237.             java.lang.String strNFMKey = meNFM.getKey();

  239.             for (java.util.Map.Entry<java.lang.String, java.lang.Double> meNFMEntry : nfm.value().entrySet())
  240.                 strValue = strValue + strNFMKey + "::" + meNFMEntry.getKey() + " => " + meNFMEntry.getValue()
  241.                     + "\n";
  242.         }

  244.         return strValue;
  245.     }
  246. }
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