LatentStateManifestSensitivity.java

package org.drip.spline.segment;

/*
 * -*- 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
 * Copyright (C) 2014 Lakshmi Krishnamurthy
 * Copyright (C) 2013 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>LatentStateManifestSensitivity</i> contains the Manifest Sensitivity generation control parameters and
 * the Manifest Sensitivity outputs related to the given Segment.
 *
 * <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/SplineBuilderLibrary.md">Spline Builder Library</a></li>
 *      <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>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spline/segment/README.md">Flexure Penalizing Best Fit Segment</a></li>
 *  </ul>
 * <br><br>
 *
 * @author Lakshmi Krishnamurthy
 */

public class LatentStateManifestSensitivity {
    private double[] _adblDBasisCoeffDLocalManifest = null;
    private double[] _adblDBasisCoeffDPreceedingManifest = null;
    private double _dblDResponseDPreceedingManifest = java.lang.Double.NaN;
    private org.drip.spline.params.PreceedingManifestSensitivityControl _pmsc = null;

    /**
     * LatentStateManifestSensitivity constructor
     * 
     * @param pmsc The Preceeding Manifest Measure Sensitivity Control Parameters
     * 
     * @throws java.lang.Exception Thrown if the Inputs are invalid
     */

    public LatentStateManifestSensitivity (
        final org.drip.spline.params.PreceedingManifestSensitivityControl pmsc)
        throws java.lang.Exception
    {
        if (null == (_pmsc = pmsc))
            _pmsc = new org.drip.spline.params.PreceedingManifestSensitivityControl (true, 0, null);
    }

    /**
     * Set the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
     * 
     * @param adblDBasisCoeffDLocalManifest The Array containing the Sensitivities of the Basis Coefficients
     *  to the Local Manifest Measure
     * 
     * @return TRUE - Basis Coefficient Manifest Measure Sensitivity Array Entries successfully set
     */

    public boolean setDBasisCoeffDLocalManifest (
        final double[] adblDBasisCoeffDLocalManifest)
    {
        if (null == adblDBasisCoeffDLocalManifest) return false;

        int iNumCoeff = adblDBasisCoeffDLocalManifest.length;
        _adblDBasisCoeffDLocalManifest = new double[iNumCoeff];

        if (0 == iNumCoeff) return false;

        for (int i = 0; i < iNumCoeff; ++i) {
            if (!org.drip.numerical.common.NumberUtil.IsValid (_adblDBasisCoeffDLocalManifest[i] =
                adblDBasisCoeffDLocalManifest[i]))
                return false;
        }

        return true;
    }

    /**
     * Get the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
     * 
     * @return The Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
     */

    public double[] getDBasisCoeffDLocalManifest()
    {
        return _adblDBasisCoeffDLocalManifest;
    }

    /**
     * Set the Array containing the Sensitivities of the Basis Coefficients to the Preceeding Manifest
     *  Measure
     * 
     * @param adblDBasisCoeffDPreceedingManifest The Array containing the Sensitivities of the Basis
     *  Coefficients to the Preceeding Manifest Measure
     * 
     * @return TRUE - Array Entries successfully set
     */

    public boolean setDBasisCoeffDPreceedingManifest (
        final double[] adblDBasisCoeffDPreceedingManifest)
    {
        if (null == adblDBasisCoeffDPreceedingManifest) return false;

        int iNumCoeff = adblDBasisCoeffDPreceedingManifest.length;
        _adblDBasisCoeffDPreceedingManifest= new double[iNumCoeff];

        if (0 == iNumCoeff) return false;

        for (int i = 0; i < iNumCoeff; ++i) {
            if (!org.drip.numerical.common.NumberUtil.IsValid (_adblDBasisCoeffDPreceedingManifest[i] =
                adblDBasisCoeffDPreceedingManifest[i]))
                return false;
        }

        return true;
    }

    /**
     * Get the Array containing the Sensitivities of the Basis Coefficients to the Preceeding Manifest
     *  Measure
     * 
     * @return The Array containing the Sensitivities of the Basis Coefficients to the Preceeding Manifest
     *  Measure
     */

    public double[] getDBasisCoeffDPreceedingManifest()
    {
        return _adblDBasisCoeffDPreceedingManifest;
    }

    /**
     * Set the Sensitivity of the Segment Response to the Preceeding Manifest Measure
     * 
     * @param dblDResponseDPreceedingManifest Sensitivity of the Segment Response to the Preceeding Manifest
     *  Measure
     * 
     * @return TRUE - Sensitivity of the Segment Response to the Preceeding Manifest Measure successfully
     *  set
     */

    public boolean setDResponseDPreceedingManifest (
        final double dblDResponseDPreceedingManifest)
    {
        if (!org.drip.numerical.common.NumberUtil.IsValid (dblDResponseDPreceedingManifest)) return false;

        _dblDResponseDPreceedingManifest = dblDResponseDPreceedingManifest;
        return true;
    }

    /**
     * Get the Sensitivity of the Segment Response to the Preceeding Manifest Measure
     * 
     * @return The Sensitivity of the Segment Response to the Preceeding Manifest Measure
     */

    public double getDResponseDPreceedingManifest()
    {
        return _dblDResponseDPreceedingManifest;
    }

    /**
     * Get the Preceeding Manifest Measure Sensitivity Control Parameters
     * 
     * @return The Preceeding Manifest Measure Sensitivity Control Parameters
     */

    public org.drip.spline.params.PreceedingManifestSensitivityControl getPMSC()
    {
        return _pmsc;
    }
}