CSALabel.java
package org.drip.state.identifier;
/*
* -*- 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
*
* 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>CSALabel</i> specifies the Label of of a Credit Support Annex (CSA) Specification. The References are:
*
* <br><br>
* <ul>
* <li>
* Burgard, C., and M. Kjaer (2014): PDE Representations of Derivatives with Bilateral Counter Party
* Risk and Funding Costs <i>Journal of Credit Risk</i> <b>7 (3)</b> 1-19
* </li>
* <li>
* Cesari, G., J. Aquilina, N. Charpillon, X. Filipovic, G. Lee, and L. Manda (2009): Modeling,
* Pricing, and Hedging Counter-party Credit Exposure - A Technical Guide <i>Springer
* Finance</i> <b>New York</b>
* </li>
* <li>
* Gregory, J. (2009): Being Two-faced over Counter-party Credit Risk <i>Risk</i> <b>20 (2)</b>
* 86-90
* </li>
* <li>
* Li, B., and Y. Tang (2007): Quantitative Analysis, Derivatives Modeling, and Trading Strategies
* in the Presence of Counter-party Credit Risk for the Fixed Income Market <i>World Scientific
* Publishing </i> <b>Singapore</b>
* </li>
* <li>
* Piterbarg, V. (2010): Funding Beyond Discounting: Collateral Agreements and Derivatives Pricing
* <i>Risk</i> <b>21 (2)</b> 97-102
* </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/identifier/README.md">Latent State Identifier Labels</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class CSALabel implements org.drip.state.identifier.LatentStateLabel
{
private java.lang.String _strCurrency = "";
private java.lang.String _strAssociation = "";
/**
* Generate the ISDA CSA
*
* @param strCurrency The Currency
*
* @return The ISDA CSA
*/
public static final CSALabel ISDA (
final java.lang.String strCurrency)
{
try {
return new CSALabel (
strCurrency,
"ISDA"
);
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return null;
}
/**
* CSALabel Constructor
*
* @param strCurrency The CSA Currency
* @param strAssociation The CSA Specifier
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public CSALabel (
final java.lang.String strCurrency,
final java.lang.String strAssociation)
throws java.lang.Exception
{
if (null == (_strCurrency = strCurrency) || _strCurrency.isEmpty() ||
null == (_strAssociation = strAssociation) || _strAssociation.isEmpty())
{
throw new java.lang.Exception ("CSALabel Constructor => Invalid Inputs");
}
}
/**
* Retrieve the CSA Currency
*
* @return The CSA Currency
*/
public java.lang.String currency()
{
return _strCurrency;
}
/**
* Retrieve the CSA Specification Association/Organization
*
* @return The CSA Specification Association/Organization
*/
public java.lang.String association()
{
return _strAssociation;
}
@Override public java.lang.String fullyQualifiedName()
{
return _strCurrency + "::" + _strAssociation;
}
@Override public boolean match (
final org.drip.state.identifier.LatentStateLabel lslOther)
{
return null == lslOther || !(lslOther instanceof org.drip.state.identifier.CSALabel) ? false :
fullyQualifiedName().equalsIgnoreCase (lslOther.fullyQualifiedName());
}
}