ObjectSpecification.java

  1. package org.drip.xva.proto;

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

  75. /**
  76.  * <i>ObjectSpecification</i> contains the Specification Base of a Named Object. The References are:
  77.  *  
  78.  *  <br><br>
  79.  *  <ul>
  80.  *      <li>
  81.  *          Albanese, C., L. Andersen, and, S. Iabichino (2015): The FVA Puzzle: Accounting, Risk Management,
  82.  *              and Collateral Trading https://papers.ssrn.com/sol3/paper.cfm?abstract_id_2517301
  83.  *              <b>eSSRN</b>
  84.  *      </li>
  85.  *      <li>
  86.  *          Burgard, C., and M. Kjaer (2014): PDE Representations of Derivatives with Bilateral Counter-party
  87.  *              Risk and Funding Costs <i>Journal of Credit Risk</i> <b>7 (3)</b> 1-19
  88.  *      </li>
  89.  *      <li>
  90.  *          Burgard, C., and M. Kjaer (2014): In the Balance <i>Risk</i> <b>24 (11)</b> 72-75
  91.  *      </li>
  92.  *      <li>
  93.  *          Li, B., and Y. Tang (2007): <i>Quantitative Analysis, Derivatives Modeling, and Trading
  94.  *              Strategies in the Presence of Counter-party Credit Risk for the Fixed Income Market</i>
  95.  *              <b>World Scientific Publishing</b> Singapore
  96.  *      </li>
  97.  *      <li>
  98.  *          Piterbarg, V. (2010): Funding Beyond Discounting: Collateral Agreements and Derivatives Pricing
  99.  *              <i>Risk</i> <b>21 (2)</b> 97-102
  100.  *      </li>
  101.  *  </ul>
  102.  *
  103.  *  <br><br>
  104.  *  <ul>
  105.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
  106.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/XVAAnalyticsLibrary.md">XVA Analytics Library</a></li>
  107.  *      <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>
  108.  *      <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>
  109.  *  </ul>
  110.  * <br><br>
  111.  *
  112.  * @author Lakshmi Krishnamurthy
  113.  */

  114. public class ObjectSpecification
  115. {
  116.     private java.lang.String _id = "";
  117.     private java.lang.String _name = "";

  118.     /**
  119.      * ObjectSpecification Constructor
  120.      *
  121.      * @param id The Exposure Roll Up Group ID
  122.      * @param name The Exposure Roll Up Group Name
  123.      *
  124.      * @throws java.lang.Exception Thrown if the Inputs are Invalid
  125.      */

  126.     public ObjectSpecification (
  127.         final java.lang.String id,
  128.         final java.lang.String name)
  129.         throws java.lang.Exception
  130.     {
  131.         if (null == (_id = id) || _id.isEmpty() ||
  132.             null == (_name = name) || _name.isEmpty())
  133.         {
  134.             throw new java.lang.Exception ("ObjectSpecification Constructor => Invalid Inputs");
  135.         }
  136.     }

  137.     /**
  138.      * Retrieve the Exposure Roll Up Group ID
  139.      *
  140.      * @return The Exposure Roll Up Group ID
  141.      */

  142.     public java.lang.String id()
  143.     {
  144.         return _id;
  145.     }

  146.     /**
  147.      * Retrieve the Exposure Roll Up Group Name
  148.      *
  149.      * @return The Exposure Roll Up Group Name
  150.      */

  151.     public java.lang.String name()
  152.     {
  153.         return _name;
  154.     }
  155. }