SequenceIndexIterator.java
- package org.drip.spaces.iterator;
- /*
- * -*- 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
- *
- * 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>SequenceIndexIterator</i> contains the Functionality to iterate through a List of Sequence Indexes.
- *
- * <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/iterator/README.md">Iterative/Exhaustive Vector Space Scanners</a></li>
- * </ul>
- * <br><br>
- *
- * @author Lakshmi Krishnamurthy
- */
- public class SequenceIndexIterator {
- private int[] _aiMax = null;
- private int _iIndexCursor = -1;
- private boolean _bCycle = false;
- private int _iSequenceCursor = -1;
- /**
- * Create a Standard Sequence/Index Iterator
- *
- * @param iNumSequence Number Variable Sequences
- * @param iNumIndex Number of Indexes per Variable Sequence
- *
- * @return The Sequence/Index Iterator Instance
- */
- public static final SequenceIndexIterator Standard (
- final int iNumSequence,
- final int iNumIndex)
- {
- if (0 >= iNumSequence || 0 >= iNumIndex) return null;
- int[] aiMax = new int[iNumSequence];
- for (int i = 0; i < iNumSequence; ++i)
- aiMax[i] = iNumIndex - 1;
- try {
- return new SequenceIndexIterator (aiMax, false);
- } catch (java.lang.Exception e) {
- e.printStackTrace();
- }
- return null;
- }
- private int[] setFromCursor()
- {
- int iNumSequence = _aiMax.length;
- int[] aiCurrent = new int[iNumSequence];
- for (int i = 0; i < iNumSequence; ++i) {
- if (i < _iSequenceCursor)
- aiCurrent[i] = _aiMax[i];
- else if (i > _iSequenceCursor)
- aiCurrent[i] = 0;
- else
- aiCurrent[i] = _iIndexCursor;
- }
- return aiCurrent;
- }
- /**
- * IndexIterator Constructor
- *
- * @param aiMax Maximum Entries per Index
- * @param bCycle TRUE - Cycle around the Index Entries
- *
- * @throws java.lang.Exception Thrown if Inputs are incalid
- */
- public SequenceIndexIterator (
- final int[] aiMax,
- final boolean bCycle)
- throws java.lang.Exception
- {
- if (null == (_aiMax = aiMax))
- throw new java.lang.Exception ("SequenceIndexIterator ctr => Invalid Inputs");
- _bCycle = bCycle;
- _iIndexCursor = 0;
- _iSequenceCursor = 0;
- int iNumSequence = _aiMax.length;
- if (0 == iNumSequence) throw new java.lang.Exception ("SequenceIndexIterator ctr => Invalid Inputs");
- for (int i = 0; i < iNumSequence; ++i) {
- if (0 > _aiMax[i]) throw new java.lang.Exception ("SequenceIndexIterator ctr => Invalid Inputs");
- }
- }
- /**
- * Retrieve the First Cursor
- *
- * @return The First Cursor
- */
- public int[] first()
- {
- _iIndexCursor = 0;
- _iSequenceCursor = 0;
- return setFromCursor();
- }
- /**
- * Retrieve the Next Cursor
- *
- * @return The Next Cursor
- */
- public int[] next()
- {
- if (++_iIndexCursor <= _aiMax[_iSequenceCursor]) return setFromCursor();
- _iIndexCursor = 0;
- if (++_iSequenceCursor < _aiMax.length) return setFromCursor();
- return _bCycle ? first() : null;
- }
- /**
- * Retrieve the Size of the Iterator
- *
- * @return Size of the Iterator
- */
- public int size()
- {
- int iSize = 0;
- int iNumSequence = _aiMax.length;
- for (int i = 0; i < iNumSequence; ++i)
- iSize += _aiMax[i] + 1;
- return iSize;
- }
- }