SmoothingCurveStretchParams.java

package org.drip.state.estimator;

/*
 * -*- 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>SmoothingCurveStretchParams</i> contains the Parameters needed to hold the Stretch. It provides
 * functionality to:
 *
 *  <br><br>
 *  <ul>
 *      <li>
 *          The Stretch Best fit Response and the corresponding Quote Sensitivity
 *      </li>
 *      <li>
 *          The Calibration Detail and the Curve Smoothening Quantification Metric
 *      </li>
 *      <li>
 *          The Segment Builder Parameters
 *      </li>
 *  </ul>
 *
 *  <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/estimator/README.md">Multi-Pass Customized Stretch Curve</a></li>
 *  </ul>
 * <br><br>
 *
 * @author Lakshmi Krishnamurthy
 */

public abstract class SmoothingCurveStretchParams {
    private int _iCalibrationDetail = -1;
    private java.lang.String _strSmootheningQuantificationMetric = "";
    private org.drip.spline.params.StretchBestFitResponse _sbfr = null;
    private org.drip.spline.params.StretchBestFitResponse _sbfrSensitivity = null;

    private
        org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.spline.params.SegmentCustomBuilderControl>
            _mapSCBC = new
                org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.spline.params.SegmentCustomBuilderControl>();

    /**
     * SmoothingCurveStretchParams constructor
     * 
     * @param strSmootheningQuantificationMetric Curve Smoothening Quantification Metric
     * @param scbcDefault Default Segment Builder Parameters
     * @param iCalibrationDetail The Calibration Detail
     * @param sbfr Stretch Fitness Weighted Response
     * @param sbfrSensitivity Stretch Fitness Weighted Response Sensitivity
     * 
     * @throws java.lang.Exception Thrown if the inputs are invalid
     */

    public SmoothingCurveStretchParams (
        final java.lang.String strSmootheningQuantificationMetric,
        final org.drip.spline.params.SegmentCustomBuilderControl scbcDefault,
        final int iCalibrationDetail,
        final org.drip.spline.params.StretchBestFitResponse sbfr,
        final org.drip.spline.params.StretchBestFitResponse sbfrSensitivity)
        throws java.lang.Exception
    {
        if (null == scbcDefault)
            throw new java.lang.Exception ("SmoothingCurveStretchParams ctr: Invalid Inputs");

        _sbfr = sbfr;
        _sbfrSensitivity = sbfrSensitivity;
        _iCalibrationDetail = iCalibrationDetail;
        _strSmootheningQuantificationMetric = strSmootheningQuantificationMetric;

        _mapSCBC.put ("default", scbcDefault);
    }

    /**
     * Set the Stretch's Segment Builder Control
     * 
     * @param strStretchName Name of the Stretch for which the Segment Builder Parameters need to be set
     * @param scbc The Segment Builder Parameters
     * 
     * @return TRUE - The Segment Builder Control Parameters have been successfully set
     */

    public boolean setStretchSegmentBuilderControl (
        final java.lang.String strStretchName,
        final org.drip.spline.params.SegmentCustomBuilderControl scbc)
    {
        if (null == strStretchName || strStretchName.isEmpty() || null == scbc) return false;

        _mapSCBC.put (strStretchName, scbc);

        return true;
    }

    /**
     * Retrieve the Curve Smoothening Quantification Metric
     * 
     * @return The Curve Smoothening Quantification Metric
     */

    public java.lang.String smootheningQuantificationMetric()
    {
        return _strSmootheningQuantificationMetric;
    }

    /**
     * Retrieve the Calibration Detail
     * 
     * @return The Calibration Detail
     */

    public int calibrationDetail()
    {
        return _iCalibrationDetail;
    }

    /**
     * Retrieve the Default Segment Builder Parameters
     * 
     * @return The Default Segment Builder Parameters
     */

    public org.drip.spline.params.SegmentCustomBuilderControl defaultSegmentBuilderControl()
    {
        return _mapSCBC.get ("default");
    }

    /**
     * Retrieve the Segment Builder Parameters
     * 
     * @param strStretchName Name of the Stretch for which the Segment Builder Parameters are requested
     * 
     * @return The Segment Builder Parameters
     */

    public org.drip.spline.params.SegmentCustomBuilderControl segmentBuilderControl (
        final java.lang.String strStretchName)
    {
        return _mapSCBC.containsKey (strStretchName) ? _mapSCBC.get (strStretchName) : _mapSCBC.get
            ("default");
    }

    /**
     * Retrieve the Best Fit Weighted Response
     * 
     * @return The Best Fit Weighted Response
     */

    public org.drip.spline.params.StretchBestFitResponse bestFitWeightedResponse()
    {
        return _sbfr;
    }

    /**
     * Retrieve the Best Fit Weighted Response Sensitivity
     * 
     * @return The Best Fit Weighted Response Sensitivity
     */

    public org.drip.spline.params.StretchBestFitResponse bestFitWeightedResponseSensitivity()
    {
        return _sbfrSensitivity;
    }
}