SequenceIndexIterator.java

  1. package org.drip.spaces.iterator;

  2. /*
  3.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  4.  */

  5. /*!
  6.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  7.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  8.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2015 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.  */

  78. /**
  79.  * <i>SequenceIndexIterator</i> contains the Functionality to iterate through a List of Sequence Indexes.
  80.  *
  81.  * <br><br>
  82.  *  <ul>
  83.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  84.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/StatisticalLearningLibrary.md">Statistical Learning Library</a></li>
  85.  *      <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>
  86.  *      <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>
  87.  *  </ul>
  88.  * <br><br>
  89.  *
  90.  * @author Lakshmi Krishnamurthy
  91.  */

  92. public class SequenceIndexIterator {
  93.     private int[] _aiMax = null;
  94.     private int _iIndexCursor = -1;
  95.     private boolean _bCycle = false;
  96.     private int _iSequenceCursor = -1;

  97.     /**
  98.      * Create a Standard Sequence/Index Iterator
  99.      *
  100.      * @param iNumSequence Number Variable Sequences
  101.      * @param iNumIndex Number of Indexes per Variable Sequence
  102.      *
  103.      * @return The Sequence/Index Iterator Instance
  104.      */

  105.     public static final SequenceIndexIterator Standard (
  106.         final int iNumSequence,
  107.         final int iNumIndex)
  108.     {
  109.         if (0 >= iNumSequence || 0 >= iNumIndex) return null;

  110.         int[] aiMax = new int[iNumSequence];

  111.         for (int i = 0; i < iNumSequence; ++i)
  112.             aiMax[i] = iNumIndex - 1;

  113.         try {
  114.             return new SequenceIndexIterator (aiMax, false);
  115.         } catch (java.lang.Exception e) {
  116.             e.printStackTrace();
  117.         }

  118.         return null;
  119.     }

  120.     private int[] setFromCursor()
  121.     {
  122.         int iNumSequence = _aiMax.length;
  123.         int[] aiCurrent = new int[iNumSequence];

  124.         for (int i = 0; i < iNumSequence; ++i) {
  125.             if (i < _iSequenceCursor)
  126.                 aiCurrent[i] = _aiMax[i];
  127.             else if (i > _iSequenceCursor)
  128.                 aiCurrent[i] = 0;
  129.             else
  130.                 aiCurrent[i] = _iIndexCursor;
  131.         }

  132.         return aiCurrent;
  133.     }

  134.     /**
  135.      * IndexIterator Constructor
  136.      *
  137.      * @param aiMax Maximum Entries per Index
  138.      * @param bCycle TRUE - Cycle around the Index Entries
  139.      *
  140.      * @throws java.lang.Exception Thrown if Inputs are incalid
  141.      */

  142.     public SequenceIndexIterator (
  143.         final int[] aiMax,
  144.         final boolean bCycle)
  145.         throws java.lang.Exception
  146.     {
  147.         if (null == (_aiMax = aiMax))
  148.             throw new java.lang.Exception ("SequenceIndexIterator ctr => Invalid Inputs");

  149.         _bCycle = bCycle;
  150.         _iIndexCursor = 0;
  151.         _iSequenceCursor = 0;
  152.         int iNumSequence = _aiMax.length;

  153.         if (0 == iNumSequence) throw new java.lang.Exception ("SequenceIndexIterator ctr => Invalid Inputs");

  154.         for (int i = 0; i < iNumSequence; ++i) {
  155.             if (0 > _aiMax[i]) throw new java.lang.Exception ("SequenceIndexIterator ctr => Invalid Inputs");
  156.         }
  157.     }

  158.     /**
  159.      * Retrieve the First Cursor
  160.      *
  161.      * @return The First Cursor
  162.      */

  163.     public int[] first()
  164.     {
  165.         _iIndexCursor = 0;
  166.         _iSequenceCursor = 0;

  167.         return setFromCursor();
  168.     }

  169.     /**
  170.      * Retrieve the Next Cursor
  171.      *
  172.      * @return The Next Cursor
  173.      */

  174.     public int[] next()
  175.     {
  176.         if (++_iIndexCursor <= _aiMax[_iSequenceCursor]) return setFromCursor();

  177.         _iIndexCursor = 0;

  178.         if (++_iSequenceCursor < _aiMax.length) return setFromCursor();

  179.         return _bCycle ? first() : null;
  180.     }

  181.     /**
  182.      * Retrieve the Size of the Iterator
  183.      *
  184.      * @return Size of the Iterator
  185.      */

  186.     public int size()
  187.     {
  188.         int iSize = 0;
  189.         int iNumSequence = _aiMax.length;

  190.         for (int i = 0; i < iNumSequence; ++i)
  191.             iSize += _aiMax[i] + 1;

  192.         return iSize;
  193.     }
  194. }