OTCFixFloatLabel.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>OTCFixFloatLabel</i> contains the Index Parameters referencing a Payment on an OTC Fix/Float IRS Par
 * Rate Index.
 *
 *  <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 OTCFixFloatLabel extends org.drip.state.identifier.FloaterLabel
{
    private java.lang.String _strFixFloatTenor = "";

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

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

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

        if (null == astr || 3 != astr.length) return null;

        java.lang.String strTenor = astr[1];
        java.lang.String strCurrency = astr[0];
        java.lang.String strFixFloatTenor = astr[2];

        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 OTCFixFloatLabel (
                floaterIndex,
                strTenor,
                strFixFloatTenor
            );
        } catch (java.lang.Exception e) {
            e.printStackTrace();
        }

        return null;
    }

    /**
     * OTCFixFloatLabel Constructor
     * 
     * @param floaterIndex Floater Index
     * @param strForwardTenor Forward Tenor
     * @param strFixFloatTenor Fix Float Tenor
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public OTCFixFloatLabel (
        final org.drip.market.definition.FloaterIndex floaterIndex,
        final java.lang.String strForwardTenor,
        final java.lang.String strFixFloatTenor)
        throws java.lang.Exception
    {
        super (floaterIndex, strForwardTenor);

        if (null == (_strFixFloatTenor = strFixFloatTenor) || _strFixFloatTenor.isEmpty())
            throw new java.lang.Exception ("OTCFixFloatLabel Constructor => Invalid Inputs");
    }

    /**
     * Retrieve the Fix Float Tenor
     * 
     * @return The Fix Float Tenor
     */

    public java.lang.String fixFloatTenor()
    {
        return _strFixFloatTenor;
    }

    @Override public java.lang.String fullyQualifiedName()
    {
        return super.fullyQualifiedName() + "::" + _strFixFloatTenor;
    }

    @Override public boolean match (
        final org.drip.state.identifier.LatentStateLabel lslOther)
    {
        if (!(lslOther instanceof org.drip.state.identifier.OTCFixFloatLabel)) return false;

        return super.match (lslOther);
    }
}