FundingGroupSpecification.java

package org.drip.xva.proto;

/*
 * -*- 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>FundingGroupSpecification</i> contains the Specification Base of a Named Funding Group. The References
 * are:
 *  
 *  <br><br>
 *  <ul>
 *      <li>
 *          Albanese, C., L. Andersen, and, S. Iabichino (2015): The FVA Puzzle: Accounting, Risk Management,
 *              and Collateral Trading https://papers.ssrn.com/sol3/paper.cfm?abstract_id_2517301
 *              <b>eSSRN</b>
 *      </li>
 *      <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>
 *          Burgard, C., and M. Kjaer (2014): In the Balance <i>Risk</i> <b>24 (11)</b> 72-75
 *      </li>
 *      <li>
 *          Li, B., and Y. Tang (2007): <i>Quantitative Analysis, Derivatives Modeling, and Trading
 *              Strategies in the Presence of Counter-party Credit Risk for the Fixed Income Market</i>
 *              <b>World Scientific Publishing</b> Singapore
 *      </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/PortfolioCore.md">Portfolio Core Module</a></li>
 *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/XVAAnalyticsLibrary.md">XVA Analytics Library</a></li>
 *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/xva/README.md">Valuation Adjustments that account for Collateral, CC Credit/Debt and Funding Overhead</a></li>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/xva/proto/README.md">Collateral, Counter Party, Netting Groups</a></li>
 *  </ul>
 * <br><br>
 * 
 * @author Lakshmi Krishnamurthy
 */

public class FundingGroupSpecification extends org.drip.xva.proto.ObjectSpecification
{
    private org.drip.state.identifier.EntityFundingLabel _clientFundingLabel = null;
    private org.drip.state.identifier.EntityFundingLabel _dealerSeniorFundingLabel = null;
    private org.drip.state.identifier.EntityFundingLabel _dealerSubordinateFundingLabel = null;

    /**
     * FundingGroupSpecification Constructor
     * 
     * @param id Funding Group ID
     * @param name Funding Group Name
     * @param dealerSeniorFundingLabel Dealer Senior Funding Label
     * @param clientFundingLabel Client Funding Label
     * @param dealerSubordinateFundingLabel Dealer Subordinate Funding Label
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public FundingGroupSpecification (
        final java.lang.String id,
        final java.lang.String name,
        final org.drip.state.identifier.EntityFundingLabel dealerSeniorFundingLabel,
        final org.drip.state.identifier.EntityFundingLabel clientFundingLabel,
        final org.drip.state.identifier.EntityFundingLabel dealerSubordinateFundingLabel)
        throws java.lang.Exception
    {
        super (
            id,
            name
        );

        if (null == (_dealerSeniorFundingLabel = dealerSeniorFundingLabel) ||
            null == (_clientFundingLabel = clientFundingLabel))
        {
            throw new java.lang.Exception ("FundingGroupSpecification Constructor => Invalid Inputs");
        }

        _dealerSubordinateFundingLabel = dealerSubordinateFundingLabel;
    }

    /**
     * Retrieve the Dealer Senior Funding Label
     * 
     * @return The Dealer Senior Funding Label
     */

    public org.drip.state.identifier.EntityFundingLabel dealerSeniorFundingLabel()
    {
        return _dealerSeniorFundingLabel;
    }

    /**
     * Retrieve the Dealer Subordinate Funding Label
     * 
     * @return The Dealer Subordinate Funding Label
     */

    public org.drip.state.identifier.EntityFundingLabel dealerSubordinateFundingLabel()
    {
        return _dealerSubordinateFundingLabel;
    }

    /**
     * Retrieve the Client Funding Label
     * 
     * @return The Client Funding Label
     */

    public org.drip.state.identifier.EntityFundingLabel clientFundingLabel()
    {
        return _clientFundingLabel;
    }
}