BasisSplineFXForward.java
package org.drip.state.curve;
/*
* -*- 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
*
* 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>BasisSplineFXForward</i> manages the Basis Latent State, using the Basis as the State Response
* Representation.
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/state/README.md">Latent State Inference and Creation Utilities</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/state/curve/README.md">Basis Spline Based Latent States</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class BasisSplineFXForward extends org.drip.state.fx.FXCurve {
private org.drip.spline.grid.Span _span = null;
private double _dblFXSpot = java.lang.Double.NaN;
private double nodeBasis (
final int iNodeDate,
final org.drip.param.valuation.ValuationParams valParam,
final org.drip.state.discount.MergedDiscountForwardCurve dcNum,
final org.drip.state.discount.MergedDiscountForwardCurve dcDenom,
final boolean bBasisOnDenom)
throws java.lang.Exception
{
return new org.drip.product.fx.FXForwardComponent ("FXFWD_" +
org.drip.numerical.common.StringUtil.GUID(), currencyPair(), epoch().julian(), iNodeDate, 1.,
null).discountCurveBasis (valParam, dcNum, dcDenom, _dblFXSpot, fx (iNodeDate),
bBasisOnDenom);
}
/**
* BasisSplineFXForward constructor
*
* @param cp The Currency Pair
* @param span The Span over which the Basis Representation is valid
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public BasisSplineFXForward (
final org.drip.product.params.CurrencyPair cp,
final org.drip.spline.grid.Span span)
throws java.lang.Exception
{
super ((int) span.left(), cp);
_span = span;
_dblFXSpot = _span.calcResponseValue (_span.left());
}
@Override public double fx (
final int iDate)
throws java.lang.Exception
{
double dblSpanLeft = _span.left();
if (iDate <= dblSpanLeft) return _span.calcResponseValue (dblSpanLeft);
double dblSpanRight = _span.right();
if (iDate >= dblSpanRight) return _span.calcResponseValue (dblSpanRight);
return _span.calcResponseValue (iDate);
}
/**
* Retrieve the FX Spot
*
* @return The FX Spot
*/
public double fxSpot()
{
return _dblFXSpot;
}
@Override public double[] zeroBasis (
final int[] aiDateNode,
final org.drip.param.valuation.ValuationParams valParams,
final org.drip.state.discount.MergedDiscountForwardCurve dcNum,
final org.drip.state.discount.MergedDiscountForwardCurve dcDenom,
final boolean bBasisOnDenom)
{
if (null == aiDateNode) return null;
int iNumBasis = aiDateNode.length;
double[] adblBasis = new double[iNumBasis];
if (0 == iNumBasis) return null;
for (int i = 0; i < iNumBasis; ++i) {
try {
adblBasis[i] = nodeBasis (aiDateNode[i], valParams, dcNum, dcDenom, bBasisOnDenom);
} catch (java.lang.Exception e) {
e.printStackTrace();
return null;
}
}
return adblBasis;
}
@Override public double[] bootstrapBasis (
final int[] aiDateNode,
final org.drip.param.valuation.ValuationParams valParams,
final org.drip.state.discount.MergedDiscountForwardCurve dcNum,
final org.drip.state.discount.MergedDiscountForwardCurve dcDenom,
final boolean bBasisOnDenom)
{
if (null == aiDateNode) return null;
int iNumBasis = aiDateNode.length;
double[] adblBasis = new double[iNumBasis];
org.drip.state.discount.MergedDiscountForwardCurve dcBasis = bBasisOnDenom ? dcDenom : dcNum;
if (0 == iNumBasis || null == dcBasis) return null;
for (int i = 0; i < iNumBasis; ++i) {
try {
if (bBasisOnDenom)
adblBasis[i] = nodeBasis (aiDateNode[i], valParams, dcNum, dcBasis, true);
else
adblBasis[i] = nodeBasis (aiDateNode[i], valParams, dcBasis, dcDenom, false);
} catch (java.lang.Exception e) {
e.printStackTrace();
return null;
}
}
return adblBasis;
}
@Override public double[] impliedNodeRates (
final int[] aiDateNode,
final org.drip.param.valuation.ValuationParams valParams,
final org.drip.state.discount.MergedDiscountForwardCurve dcNum,
final org.drip.state.discount.MergedDiscountForwardCurve dcDenom,
final boolean bBasisOnDenom)
{
if (null == aiDateNode) return null;
int iNumBasis = aiDateNode.length;
double[] adblImpliedNodeRate = new double[iNumBasis];
if (0 == iNumBasis) return null;
for (int i = 0; i < iNumBasis; ++i) {
try {
double dblBaseImpliedRate = java.lang.Double.NaN;
if (bBasisOnDenom)
dblBaseImpliedRate = dcNum.zero (aiDateNode[i]);
else
dblBaseImpliedRate = dcDenom.zero (aiDateNode[i]);
adblImpliedNodeRate[i] = dblBaseImpliedRate + nodeBasis (i, valParams, dcNum, dcDenom,
bBasisOnDenom);
} catch (java.lang.Exception e) {
e.printStackTrace();
}
}
return adblImpliedNodeRate;
}
@Override public org.drip.state.discount.MergedDiscountForwardCurve bootstrapBasisDC (
final int[] aiDateNode,
final org.drip.param.valuation.ValuationParams valParams,
final org.drip.state.discount.MergedDiscountForwardCurve dcNum,
final org.drip.state.discount.MergedDiscountForwardCurve dcDenom,
final boolean bBasisOnDenom)
{
double[] adblImpliedRate = impliedNodeRates (aiDateNode, valParams, dcNum, dcDenom, bBasisOnDenom);
if (null == adblImpliedRate) return null;
int iNumDF = adblImpliedRate.length;
double[] adblDF = new double[iNumDF];
org.drip.state.discount.MergedDiscountForwardCurve dc = bBasisOnDenom ? dcDenom : dcNum;
if (0 == iNumDF) return null;
int iSpotDate = valParams.valueDate();
java.lang.String strCurrency = dc.currency();
for (int i = 0; i < iNumDF; ++i)
adblDF[i] = java.lang.Math.exp (-1. * adblImpliedRate[i] * (aiDateNode[i] - iSpotDate) /
365.25);
try {
return org.drip.state.creator.ScenarioDiscountCurveBuilder.CubicPolynomialDiscountCurve
(strCurrency + "::BASIS", new org.drip.analytics.date.JulianDate (iSpotDate), strCurrency,
aiDateNode, adblDF);
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return null;
}
@Override public double rate (
final int[] aiDateNode,
final org.drip.param.valuation.ValuationParams valParams,
final org.drip.state.discount.MergedDiscountForwardCurve dcNum,
final org.drip.state.discount.MergedDiscountForwardCurve dcDenom,
final int iDate,
final boolean bBasisOnDenom)
throws java.lang.Exception
{
org.drip.state.discount.MergedDiscountForwardCurve dcImplied = bootstrapBasisDC (aiDateNode, valParams, dcNum,
dcDenom, bBasisOnDenom);
if (null == dcImplied)
throw new java.lang.Exception ("BasisSplineFXForward::rate: Cannot imply basis DC!");
return dcImplied.zero (iDate);
}
@Override public org.drip.numerical.differentiation.WengertJacobian jackDForwardDManifestMeasure (
final java.lang.String strManifestMeasure,
final int iDate)
{
return _span.jackDResponseDManifestMeasure (strManifestMeasure, iDate, 1);
}
}