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;
}
}