ForwardLabel.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
 * 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>ForwardLabel</i> contains the Index Parameters referencing a payment on a Forward Index. It provides
 * the following functionality:
 *
 *  <br><br>
 *  <ul>
 *  	<li>
 *  		Indicate if the Index is an Overnight Index
 *  	</li>
 *  	<li>
 *  		Retrieve Index, Tenor, Currency, and Fully Qualified Name
 *  	</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 ForwardLabel extends org.drip.state.identifier.FloaterLabel {

	/**
	 * Construct a ForwardLabel from the corresponding Fully Qualified Name
	 * 
	 * @param strFullyQualifiedName The Fully Qualified Name
	 * 
	 * @return ForwardLabel Instance
	 */

	public static final ForwardLabel Standard (
		final java.lang.String strFullyQualifiedName)
	{
		if (null == strFullyQualifiedName || strFullyQualifiedName.isEmpty()) return null;

		java.lang.String[] astr = strFullyQualifiedName.split ("-");

		if (null == astr || 2 != astr.length) return null;

		java.lang.String strTenor = astr[1];
		java.lang.String strCurrency = astr[0];

		org.drip.market.definition.FloaterIndex floaterIndex = "ON".equalsIgnoreCase (strTenor) ||
			"1D".equalsIgnoreCase (strTenor) ?
				org.drip.market.definition.OvernightIndexContainer.IndexFromJurisdiction (strCurrency) :
					org.drip.market.definition.IBORIndexContainer.IndexFromJurisdiction (strCurrency);

		try {
			return new ForwardLabel (floaterIndex, strTenor);
		} catch (java.lang.Exception e) {
			e.printStackTrace();
		}

		return null;
	}

	/**
	 * Construct a ForwardLabel from the tenor and the index
	 * 
	 * @param floaterIndex The Floater Index Details
	 * @param strTenor Tenor
	 * 
	 * @return ForwardLabel Instance
	 */

	public static final ForwardLabel Create (
		final org.drip.market.definition.FloaterIndex floaterIndex,
		final java.lang.String strTenor)
	{
		try {
			return new ForwardLabel (floaterIndex, strTenor);
		} catch (java.lang.Exception e) {
			e.printStackTrace();
		}

		return null;
	}

	/**
	 * Create from the Currency and the Tenor
	 * 
	 * @param strCurrency Currency
	 * @param strTenor Tenor
	 * 
	 * @return ForwardLabel Instance
	 */

	public static final ForwardLabel Create (
		final java.lang.String strCurrency,
		final java.lang.String strTenor)
	{
		return Standard (strCurrency + "-" + strTenor);
	}

	protected ForwardLabel (
		final org.drip.market.definition.FloaterIndex floaterIndex,
		final java.lang.String strTenor)
		throws java.lang.Exception
	{
		super (floaterIndex, strTenor);
	}
}