Topography.java
package org.drip.spaces.graph;
/*
* -*- 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
*
* 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>Topography</i> holds Vertexes and the Edges between them. The References are:
*
* <br><br>
* <ul>
* <li>
* Wikipedia (2018a): Graph (Abstract Data Type)
* https://en.wikipedia.org/wiki/Graph_(abstract_data_type)
* </li>
* <li>
* Wikipedia (2018b): Graph Theory https://en.wikipedia.org/wiki/Graph_theory
* </li>
* <li>
* Wikipedia (2018c): Graph (Discrete Mathematics)
* https://en.wikipedia.org/wiki/Graph_(discrete_mathematics)
* </li>
* <li>
* Wikipedia (2018d): Dijkstra's Algorithm https://en.wikipedia.org/wiki/Dijkstra%27s_algorithm
* </li>
* <li>
* Wikipedia (2018e): Bellman-Ford Algorithm
* https://en.wikipedia.org/wiki/Bellman%E2%80%93Ford_algorithm
* </li>
* </ul>
*
* <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/StatisticalLearningLibrary.md">Statistical Learning Library</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spaces/README.md">R<sup>1</sup> and R<sup>d</sup> Vector/Tensor Spaces (Validated and/or Normed), and Function Classes</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spaces/graph/README.md">Graph Representation and Traversal Algorithms</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class Topography
{
private org.drip.spaces.graph.TopographyEdgeMap _topographyEdgeMap = new
org.drip.spaces.graph.TopographyEdgeMap();
private java.util.Map<java.lang.String, org.drip.spaces.graph.Vertex> _vertexMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.spaces.graph.Vertex>();
/**
* Empty Topography Constructor
*/
public Topography()
{
}
/**
* Retrieve The Vertex Name Set
*
* @return The Vertex Name Set
*/
public java.util.Set<java.lang.String> vertexNameSet()
{
return _vertexMap.keySet();
}
/**
* Add The Vertex
*
* @param vertexName Name of the Vertex
*
* @return TRUE - The Vertex successfully added
*/
public boolean addVertex (
final java.lang.String vertexName)
{
if (null == vertexName || vertexName.isEmpty())
{
return false;
}
try
{
_vertexMap.put (
vertexName,
new org.drip.spaces.graph.Vertex (vertexName)
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return false;
}
/**
* Verify if the Vertex is available
*
* @param vertexName Name of the Vertex
*
* @return TRUE - The Vertex is available
*/
public boolean vertexExists (
final java.lang.String vertexName)
{
return null != vertexName && _vertexMap.containsKey (vertexName);
}
/**
* Retrieve the Named Vertex
*
* @param vertexName Name of the Vertex
*
* @return The Vertex
*/
public org.drip.spaces.graph.Vertex vertex (
final java.lang.String vertexName)
{
return vertexExists (vertexName) ? _vertexMap.get (vertexName) : null;
}
/**
* Add an Edge
*
* @param edge The Edge to be added
*
* @return TRUE - The Edge successfully added
*/
public boolean addEdge (
final org.drip.spaces.graph.Edge edge)
{
if (null == edge || !_topographyEdgeMap.addEdge (edge))
{
return false;
}
double weight = edge.weight();
java.lang.String source = edge.source();
java.lang.String destination = edge.destination();
org.drip.spaces.graph.Vertex sourceVertex = vertex (source);
org.drip.spaces.graph.Vertex destinationVertex = vertex (destination);
return null != sourceVertex && null != destinationVertex && sourceVertex.addEgress (
destination,
weight
) && destinationVertex.addEgress (
source,
weight
);
}
/**
* Retrieve the Map of Vertex
*
* @return The Map of Vertex
*/
public java.util.Map<java.lang.String, org.drip.spaces.graph.Vertex> vertexMap()
{
return _vertexMap;
}
/**
* Retrieve the Topography Edge Map
*
* @return The Topography Edge Map
*/
public org.drip.spaces.graph.TopographyEdgeMap topographyEdgeMap()
{
return _topographyEdgeMap;
}
/**
* Indicate if the Pair of Vertexes are Adjacent
*
* @param source The Source Vertex
* @param destination The Destination Vertex
*
* @return TRUE - The Pair of Vertexes are Adjacent
*/
public boolean adjacent (
final java.lang.String source,
final java.lang.String destination)
{
org.drip.spaces.graph.Vertex sourceVertex = vertex (source);
org.drip.spaces.graph.Vertex destinationVertex = vertex (destination);
if (null == sourceVertex || null == destinationVertex)
{
return false;
}
return sourceVertex.egressMap().containsKey (destination);
}
/**
* Compute the Weight between Source and Destination if Adjacent
*
* @param source The Source Vertex
* @param destination The Destination Vertex
*
* @return The Weight between Source and Destination if Adjacent
*
* @throws java.lang.Exception Thrown if the Source and the Destination are not Adjacent
*/
public double adjacentWeight (
final java.lang.String source,
final java.lang.String destination)
throws java.lang.Exception
{
if (!adjacent (
source,
destination
))
{
throw new java.lang.Exception ("Topography::adjacentDistance => Invalid Adjacency Check");
}
return vertex (source).egressMap().get (destination);
}
/**
* Generate the Connection Map between valid Pairs of Source and Destination
*
* @return The Connection Map
*/
public java.util.Map<java.lang.String, java.lang.Double> connectionMap()
{
java.util.Set<java.lang.String> vertexNameSet = _vertexMap.keySet();
java.util.Map<java.lang.String, java.lang.Double> connectionMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.Double>();
for (String source : vertexNameSet)
{
for (String destination : vertexNameSet)
{
try
{
if (adjacent (
source,
destination
))
{
double adjacentWeight = adjacent (
source,
destination
) ? adjacentWeight (
source,
destination
) : 0.;
connectionMap.put (
source + "_" + destination,
adjacentWeight
);
connectionMap.put (
destination + "_" + source,
adjacentWeight
);
}
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
}
}
return connectionMap;
}
}