RatingLabel.java

  1. package org.drip.state.identifier;

  2. /*
  3.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  4.  */

  5. /*!
  6.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  7.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  8.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  11.  *
  12.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  13.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  14.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  15.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  16.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  17.  *      and computational support.
  18.  *  
  19.  *      https://lakshmidrip.github.io/DROP/
  20.  *  
  21.  *  DROP is composed of three modules:
  22.  *  
  23.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  24.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  25.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  26.  *
  27.  *  DROP Product Core implements libraries for the following:
  28.  *  - Fixed Income Analytics
  29.  *  - Loan Analytics
  30.  *  - Transaction Cost Analytics
  31.  *
  32.  *  DROP Portfolio Core implements libraries for the following:
  33.  *  - Asset Allocation Analytics
  34.  *  - Asset Liability Management Analytics
  35.  *  - Capital Estimation Analytics
  36.  *  - Exposure Analytics
  37.  *  - Margin Analytics
  38.  *  - XVA Analytics
  39.  *
  40.  *  DROP Computational Core implements libraries for the following:
  41.  *  - Algorithm Support
  42.  *  - Computation Support
  43.  *  - Function Analysis
  44.  *  - Model Validation
  45.  *  - Numerical Analysis
  46.  *  - Numerical Optimizer
  47.  *  - Spline Builder
  48.  *  - Statistical Learning
  49.  *
  50.  *  Documentation for DROP is Spread Over:
  51.  *
  52.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  53.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  54.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  55.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  56.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  57.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  58.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  59.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  60.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  61.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  62.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  63.  *
  64.  *  Licensed under the Apache License, Version 2.0 (the "License");
  65.  *      you may not use this file except in compliance with the License.
  66.  *  
  67.  *  You may obtain a copy of the License at
  68.  *      http://www.apache.org/licenses/LICENSE-2.0
  69.  *  
  70.  *  Unless required by applicable law or agreed to in writing, software
  71.  *      distributed under the License is distributed on an "AS IS" BASIS,
  72.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  73.  *  
  74.  *  See the License for the specific language governing permissions and
  75.  *      limitations under the License.
  76.  */

  77. /**
  78.  * <i>RatingLabel</i> contains the Identifier Parameters referencing the Label corresponding to the Credit
  79.  * Rating Latent State. Currently it holds the Ratings Agency Name and the Rated Code.
  80.  *
  81.  *  <br><br>
  82.  *  <ul>
  83.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
  84.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
  85.  *      <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>
  86.  *      <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>
  87.  *  </ul>
  88.  * <br><br>
  89.  *  
  90.  * @author Lakshmi Krishnamurthy
  91.  */

  92. public class RatingLabel implements org.drip.state.identifier.LatentStateLabel {
  93.     private java.lang.String _strCode = "";
  94.     private java.lang.String _strAgency = "";

  95.     /**
  96.      * Make a Standard Rating Label from the Rating Agency and the Rated Code.
  97.      *
  98.      * @param strAgency The Rating Agency
  99.      * @param strCode The Rated Code
  100.      *
  101.      * @return The Rating Label
  102.      */

  103.     public static final RatingLabel Standard (
  104.         final java.lang.String strAgency,
  105.         final java.lang.String strCode)
  106.     {
  107.         try {
  108.             return new RatingLabel (strAgency, strCode);
  109.         } catch (java.lang.Exception e) {
  110.             e.printStackTrace();
  111.         }

  112.         return null;
  113.     }

  114.     /**
  115.      * RatingsLabel constructor
  116.      *
  117.      * @param strAgency The Ratings Agency
  118.      * @param strCode The Rated Code
  119.      *
  120.      * @throws java.lang.Exception Thrown if the inputs are invalid
  121.      */

  122.     public RatingLabel (
  123.         final java.lang.String strAgency,
  124.         final java.lang.String strCode)
  125.         throws java.lang.Exception
  126.     {
  127.         if (null == (_strAgency = strAgency) || _strAgency.isEmpty() || null == (_strCode = strCode) ||
  128.             _strCode.isEmpty())
  129.             throw new java.lang.Exception ("RatingLabel ctr: Invalid Inputs");
  130.     }

  131.     @Override public java.lang.String fullyQualifiedName()
  132.     {
  133.         return _strAgency + "::" + _strCode;
  134.     }

  135.     @Override public boolean match (
  136.         final org.drip.state.identifier.LatentStateLabel lslOther)
  137.     {
  138.         if (null == lslOther || !(lslOther instanceof org.drip.state.identifier.RatingLabel)) return false;

  139.         org.drip.state.identifier.RatingLabel rlOther = (org.drip.state.identifier.RatingLabel) lslOther;

  140.         return _strAgency.equalsIgnoreCase (rlOther.agency()) && _strCode.equalsIgnoreCase (rlOther.code());
  141.     }

  142.     /**
  143.      * Retrieve the Ratings Agency
  144.      *
  145.      * @return The Ratings Agency
  146.      */

  147.     public java.lang.String agency()
  148.     {
  149.         return _strAgency;
  150.     }

  151.     /**
  152.      * Retrieve the Rated Code
  153.      *
  154.      * @return The Rated Code
  155.      */

  156.     public java.lang.String code()
  157.     {
  158.         return _strCode;
  159.     }
  160. }