SegmentResponseConstraintSet.java

  1. package org.drip.spline.params;

  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.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  14.  *
  15.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  16.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  17.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  18.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  19.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  20.  *      and computational support.
  21.  *  
  22.  *      https://lakshmidrip.github.io/DROP/
  23.  *  
  24.  *  DROP is composed of three modules:
  25.  *  
  26.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  27.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  28.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  29.  *
  30.  *  DROP Product Core implements libraries for the following:
  31.  *  - Fixed Income Analytics
  32.  *  - Loan Analytics
  33.  *  - Transaction Cost Analytics
  34.  *
  35.  *  DROP Portfolio Core implements libraries for the following:
  36.  *  - Asset Allocation Analytics
  37.  *  - Asset Liability Management Analytics
  38.  *  - Capital Estimation Analytics
  39.  *  - Exposure Analytics
  40.  *  - Margin Analytics
  41.  *  - XVA Analytics
  42.  *
  43.  *  DROP Computational Core implements libraries for the following:
  44.  *  - Algorithm Support
  45.  *  - Computation Support
  46.  *  - Function Analysis
  47.  *  - Model Validation
  48.  *  - Numerical Analysis
  49.  *  - Numerical Optimizer
  50.  *  - Spline Builder
  51.  *  - Statistical Learning
  52.  *
  53.  *  Documentation for DROP is Spread Over:
  54.  *
  55.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  56.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  57.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  58.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  59.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  60.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  61.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  62.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  63.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  64.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  65.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  66.  *
  67.  *  Licensed under the Apache License, Version 2.0 (the "License");
  68.  *      you may not use this file except in compliance with the License.
  69.  *  
  70.  *  You may obtain a copy of the License at
  71.  *      http://www.apache.org/licenses/LICENSE-2.0
  72.  *  
  73.  *  Unless required by applicable law or agreed to in writing, software
  74.  *      distributed under the License is distributed on an "AS IS" BASIS,
  75.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  76.  *  
  77.  *  See the License for the specific language governing permissions and
  78.  *      limitations under the License.
  79.  */

  80. /**
  81.  * <i>SegmentResponseConstraintSet</i> holds the set of SegmentResponseValueConstraint (Base + One/more
  82.  * Sensitivities) for the given Segment. It exposes functions to add/retrieve the base RVC as well as
  83.  * additional RVC sensitivities.
  84.  *
  85.  * <br><br>
  86.  *  <ul>
  87.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  88.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/SplineBuilderLibrary.md">Spline Builder Library</a></li>
  89.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spline/README.md">Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions</a></li>
  90.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spline/params/README.md">Spline Segment Construction Control Parameters</a></li>
  91.  *  </ul>
  92.  * <br><br>
  93.  *
  94.  * @author Lakshmi Krishnamurthy
  95.  */

  96. public class SegmentResponseConstraintSet {
  97.     private org.drip.spline.params.SegmentResponseValueConstraint _srvcBase = null;
  98.     private org.drip.spline.params.SegmentResponseValueConstraint _srvcSensitivity = null;

  99.     /**
  100.      * Empty SegmentResponseConstraintSet Constructor
  101.      */

  102.     public SegmentResponseConstraintSet()
  103.     {
  104.     }

  105.     /**
  106.      * Add the Base Segment Response Value Constraint
  107.      *
  108.      * @param srvcBase The Base Segment Response Value Constraint
  109.      *
  110.      * @return TRUE - The Base Segment Response Value Constraint Successfully Set
  111.      */

  112.     public boolean addBase (
  113.         final org.drip.spline.params.SegmentResponseValueConstraint srvcBase)
  114.     {
  115.         if (null == srvcBase) return false;

  116.         _srvcBase = srvcBase;
  117.         return true;
  118.     }

  119.     /**
  120.      * Add the Base Segment Response Value Constraint Sensitivity
  121.      *
  122.      * @param srvcSensitivity The Base Segment Response Value Constraint Sensitivity
  123.      *
  124.      * @return TRUE - The Base Segment Response Value Constraint Sensitivity Successfully Set
  125.      */

  126.     public boolean addSensitivity (
  127.         final org.drip.spline.params.SegmentResponseValueConstraint srvcSensitivity)
  128.     {
  129.         if (null == srvcSensitivity) return false;

  130.         _srvcSensitivity = srvcSensitivity;
  131.         return true;
  132.     }

  133.     /**
  134.      * Retrieve the Base Segment Response Value Constraint
  135.      *
  136.      * @return The Base Segment Response Value Constraint
  137.      */

  138.     public org.drip.spline.params.SegmentResponseValueConstraint getBase()
  139.     {
  140.         return _srvcBase;
  141.     }

  142.     /**
  143.      * Retrieve the Base Segment Response Value Constraint Sensitivity
  144.      *
  145.      * @return The Base Segment Response Value Constraint Sensitivity
  146.      */

  147.     public org.drip.spline.params.SegmentResponseValueConstraint getSensitivity()
  148.     {
  149.         return _srvcSensitivity;
  150.     }
  151. }