BondReplicationRun.java
package org.drip.service.scenario;
/*
* -*- 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
*
* 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>BondReplicationRun</i> holds the Results of a Full Bond Replication Run.
*
* <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/scenario/README.md">Custom Scenario Service Metric Generator</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class BondReplicationRun {
private java.util.Map<java.lang.String, org.drip.service.scenario.NamedField> _mapNF = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.service.scenario.NamedField>();
private java.util.Map<java.lang.String, org.drip.service.scenario.NamedFieldMap> _mapNFM = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.service.scenario.NamedFieldMap>();
/**
* Empty ReplicationRun Constructor
*/
public BondReplicationRun()
{
}
/**
* Add a Named Field
*
* @param nf The Named Field
*
* @return TRUE - The Named Field Successfully added
*/
public boolean addNamedField (
final org.drip.service.scenario.NamedField nf)
{
if (null == nf) return false;
_mapNF.put (nf.name(), nf);
return true;
}
/**
* Add a Named Field Map
*
* @param nfm The Named Field Map
*
* @return TRUE - The Named Field Map Successfully added
*/
public boolean addNamedFieldMap (
final org.drip.service.scenario.NamedFieldMap nfm)
{
if (null == nfm) return false;
_mapNFM.put (nfm.name(), nfm);
return true;
}
/**
* Retrieve the Named Field Metrics
*
* @return The Named Field Metrics
*/
public java.util.Map<java.lang.String, org.drip.service.scenario.NamedField> namedField()
{
return _mapNF;
}
/**
* Retrieve the Named Field Map Metrics
*
* @return The Named Field Map Metrics
*/
public java.util.Map<java.lang.String, org.drip.service.scenario.NamedFieldMap> namedFieldMap()
{
return _mapNFM;
}
/**
* Generate The Headers
*
* @return The Headers
*/
public java.lang.String header()
{
java.lang.String strHeader = "";
for (java.util.Map.Entry<java.lang.String, org.drip.service.scenario.NamedField> meNF :
_mapNF.entrySet())
strHeader = strHeader + meNF.getKey() + ",";
for (java.util.Map.Entry<java.lang.String, org.drip.service.scenario.NamedFieldMap> meNFM :
_mapNFM.entrySet()) {
java.lang.String strNFMKey = meNFM.getKey() + ",";
org.drip.service.scenario.NamedFieldMap nfm = meNFM.getValue();
for (java.util.Map.Entry<java.lang.String, java.lang.Double> meNFMEntry : nfm.value().entrySet())
strHeader = strHeader + strNFMKey + "::" + meNFMEntry.getKey() + ",";
}
return strHeader;
}
/**
* Generate The Values
*
* @return The Values
*/
public java.lang.String value()
{
java.lang.String strValue = "";
for (java.util.Map.Entry<java.lang.String, org.drip.service.scenario.NamedField> meNF :
_mapNF.entrySet())
strValue = strValue + meNF.getValue().value() + ",";
for (java.util.Map.Entry<java.lang.String, org.drip.service.scenario.NamedFieldMap> meNFM :
_mapNFM.entrySet()) {
org.drip.service.scenario.NamedFieldMap nfm = meNFM.getValue();
for (java.util.Map.Entry<java.lang.String, java.lang.Double> meNFMEntry : nfm.value().entrySet())
strValue = strValue + meNFMEntry.getValue() + ",";
}
return strValue;
}
/**
* Display the Measures
*
* @return The Measures
*/
public java.lang.String display()
{
java.lang.String strValue = "";
for (java.util.Map.Entry<java.lang.String, org.drip.service.scenario.NamedField> meNF :
_mapNF.entrySet())
strValue = strValue + meNF.getKey() + " => " + meNF.getValue().value() + "\n";
for (java.util.Map.Entry<java.lang.String, org.drip.service.scenario.NamedFieldMap> meNFM :
_mapNFM.entrySet()) {
org.drip.service.scenario.NamedFieldMap nfm = meNFM.getValue();
java.lang.String strNFMKey = meNFM.getKey();
for (java.util.Map.Entry<java.lang.String, java.lang.Double> meNFMEntry : nfm.value().entrySet())
strValue = strValue + strNFMKey + "::" + meNFMEntry.getKey() + " => " + meNFMEntry.getValue()
+ "\n";
}
return strValue;
}
}