LatentStateSpecification.java
package org.drip.state.representation;
/*
* -*- 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>LatentStateSpecification</i> holds the fields necessary to specify a complete Latent State. It includes
* the Latent State Type, the Latent State Label, and the Latent State Quantification metric.
*
* <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/representation/README.md">Latent State Merge Sub-stretch</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class LatentStateSpecification {
private java.lang.String _strLatentState = "";
private org.drip.state.identifier.LatentStateLabel _label = null;
private java.lang.String _strLatentStateQuantificationMetric = "";
/**
* LatentStateSpecification constructor
*
* @param strLatentState The Latent State
* @param strLatentStateQuantificationMetric The Latent State Quantification Metric
* @param label The Specific Latent State Label
*
* @throws java.lang.Exception Thrown if the Inputs are invalid
*/
public LatentStateSpecification (
final java.lang.String strLatentState,
final java.lang.String strLatentStateQuantificationMetric,
final org.drip.state.identifier.LatentStateLabel label)
throws java.lang.Exception
{
if (null == (_strLatentState = strLatentState) || _strLatentState.isEmpty() || null ==
(_strLatentStateQuantificationMetric = strLatentStateQuantificationMetric) ||
_strLatentStateQuantificationMetric.isEmpty() || null == (_label = label))
throw new java.lang.Exception ("LatentStateSpecification ctr: Invalid Inputs");
}
/**
* Retrieve the Latent State
*
* @return The Latent State
*/
public java.lang.String latentState()
{
return _strLatentState;
}
/**
* Retrieve the Latent State Label
*
* @return The Latent State Label
*/
public org.drip.state.identifier.LatentStateLabel label()
{
return _label;
}
/**
* Retrieve the Latent State Quantification Metric
*
* @return The Latent State Quantification Metric
*/
public java.lang.String latentStateQuantificationMetric()
{
return _strLatentStateQuantificationMetric;
}
/**
* Does the Specified Latent State Specification Instance match the current one?
*
* @param lssOther The "Other" Latent State Specification Instance
*
* @return TRUE - Matches the Specified Latent State Specification Instance
*/
public boolean match (
final LatentStateSpecification lssOther)
{
return null == lssOther ? false : _strLatentState.equalsIgnoreCase (lssOther.latentState()) &&
_strLatentStateQuantificationMetric.equalsIgnoreCase (lssOther.latentStateQuantificationMetric())
&& _label.match (lssOther.label());
}
/**
* Display the Latent State Details
*
* @param strComment The Comment Prefix
*/
public void displayString (
final java.lang.String strComment)
{
System.out.println ("\t[LatentStateSpecification]: " + _strLatentState + " | " +
_strLatentStateQuantificationMetric + " | " + _label.fullyQualifiedName());
}
}