/**
* RatesSetting de-serialization from input byte array
*
* @param ab Byte Array
* @throws java.lang.Exception Thrown if RatesSetting cannot be properly de-serialized
*/
public RatesSetting(final byte[] ab) throws java.lang.Exception {
if (null == ab || 0 == ab.length)
throw new java.lang.Exception("RatesSetting de-serializer: Invalid input Byte array");
java.lang.String strRawString = new java.lang.String(ab);
if (null == strRawString || strRawString.isEmpty())
throw new java.lang.Exception("RatesSetting de-serializer: Empty state");
java.lang.String strSerializedRatesSetting =
strRawString.substring(0, strRawString.indexOf(getObjectTrailer()));
if (null == strSerializedRatesSetting || strSerializedRatesSetting.isEmpty())
throw new java.lang.Exception("RatesSetting de-serializer: Cannot locate state");
java.lang.String[] astrField =
org.drip.math.common.StringUtil.Split(strSerializedRatesSetting, getFieldDelimiter());
if (null == astrField || 5 > astrField.length)
throw new java.lang.Exception("RatesSetting de-serializer: Invalid reqd field set");
// double dblVersion = new java.lang.Double (astrField[0]);
if (null == astrField[1]
|| astrField[1].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[1]))
throw new java.lang.Exception("RatesSetting de-serializer: Cannot locate Trade Currency");
_strTradeDiscountCurve = astrField[1];
if (null == astrField[2]
|| astrField[2].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[2]))
throw new java.lang.Exception("RatesSetting de-serializer: Cannot locate Coupon Currency");
_strCouponDiscountCurve = astrField[2];
if (null == astrField[3]
|| astrField[3].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[3]))
throw new java.lang.Exception("RatesSetting de-serializer: Cannot locate Principal Currency");
_strPrincipalDiscountCurve = astrField[3];
if (null == astrField[4]
|| astrField[4].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[4]))
throw new java.lang.Exception(
"RatesSetting de-serializer: Cannot locate Redemption Currency");
_strRedemptionDiscountCurve = astrField[4];
if (!validate()) throw new java.lang.Exception("RatesSetting de-serializer: Cannot validate!");
}
/**
* TerminationSetting de-serialization from input byte array
*
* @param ab Byte Array
* @throws java.lang.Exception Thrown if TerminationSetting cannot be properly de-serialized
*/
public TerminationSetting(final byte[] ab) throws java.lang.Exception {
if (null == ab || 0 == ab.length)
throw new java.lang.Exception("TerminationSetting de-serializer: Invalid input Byte array");
java.lang.String strRawString = new java.lang.String(ab);
if (null == strRawString || strRawString.isEmpty())
throw new java.lang.Exception("TerminationSetting de-serializer: Empty state");
java.lang.String strSerializedTerminationSetting =
strRawString.substring(0, strRawString.indexOf(getObjectTrailer()));
if (null == strSerializedTerminationSetting || strSerializedTerminationSetting.isEmpty())
throw new java.lang.Exception("TerminationSetting de-serializer: Cannot locate state");
java.lang.String[] astrField =
org.drip.quant.common.StringUtil.Split(
strSerializedTerminationSetting, getFieldDelimiter());
if (null == astrField || 4 > astrField.length)
throw new java.lang.Exception("TerminationSetting de-serializer: Invalid reqd field set");
// double dblVersion = new java.lang.Double (astrField[0]);
if (null == astrField[1]
|| astrField[1].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[1]))
throw new java.lang.Exception(
"TerminationSetting de-serializer: Cannot locate perpetual flag");
_bIsPerpetual = new java.lang.Boolean(astrField[1]);
if (null == astrField[2]
|| astrField[2].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[2]))
throw new java.lang.Exception(
"TerminationSetting de-serializer: Cannot locate defaulted flag");
_bIsDefaulted = new java.lang.Boolean(astrField[2]);
if (null == astrField[3]
|| astrField[3].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[3]))
throw new java.lang.Exception(
"TerminationSetting de-serializer: Cannot locate exercised flag");
_bHasBeenExercised = new java.lang.Boolean(astrField[3]);
if (!validate())
throw new java.lang.Exception("TerminationSetting de-serializer: Cannot validate!");
}
/**
* De-serialize the FloatFloatComponent from the byte array
*
* @param ab Byte Array
* @throws java.lang.Exception Thrown if the FloatFloatComponent cannot be de-serialized from the
* byte array
*/
public FloatFloatComponent(final byte[] ab) throws java.lang.Exception {
if (null == ab || 0 == ab.length)
throw new java.lang.Exception("FloatFloatComponent de-serializer: Invalid input Byte array");
java.lang.String strRawString = new java.lang.String(ab);
if (null == strRawString || strRawString.isEmpty())
throw new java.lang.Exception("FloatFloatComponent de-serializer: Empty state");
java.lang.String strSerializedFloatFloatComponent =
strRawString.substring(0, strRawString.indexOf(getObjectTrailer()));
if (null == strSerializedFloatFloatComponent || strSerializedFloatFloatComponent.isEmpty())
throw new java.lang.Exception("FloatFloatComponent de-serializer: Cannot locate state");
java.lang.String[] astrField =
org.drip.quant.common.StringUtil.Split(
strSerializedFloatFloatComponent, getFieldDelimiter());
if (null == astrField || 3 > astrField.length)
throw new java.lang.Exception("FloatFloatComponent de-serializer: Invalid reqd field set");
// double dblVersion = new java.lang.Double (astrField[0]).doubleValue();
if (null == astrField[1] || astrField[1].isEmpty())
throw new java.lang.Exception(
"FloatFloatComponent de-serializer: Cannot locate visible floating stream");
if (org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[1]))
_floatReference = null;
else _floatReference = new org.drip.product.rates.FloatingStream(astrField[1].getBytes());
if (null == astrField[2] || astrField[2].isEmpty())
throw new java.lang.Exception(
"FloatFloatComponent de-serializer: Cannot locate work-out floating stream");
if (org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[2]))
_floatDerived = null;
else _floatDerived = new org.drip.product.rates.FloatingStream(astrField[2].getBytes());
}
/**
* De-serialization of DateAdjustParams from byte stream
*
* @param ab Byte stream
* @throws java.lang.Exception Thrown if cannot properly de-serialize DateAdjustParams
*/
public DateAdjustParams(final byte[] ab) throws java.lang.Exception {
if (null == ab || 0 == ab.length)
throw new java.lang.Exception("DateAdjustParams de-serialize: Invalid byte stream input");
java.lang.String strRawString = new java.lang.String(ab);
if (null == strRawString || strRawString.isEmpty())
throw new java.lang.Exception("DateAdjustParams de-serializer: Empty state");
java.lang.String strDAP = strRawString.substring(0, strRawString.indexOf(getObjectTrailer()));
if (null == strDAP || strDAP.isEmpty())
throw new java.lang.Exception("DateAdjustParams de-serializer: Cannot locate state");
java.lang.String[] astrField =
org.drip.analytics.support.GenericUtil.Split(strDAP, getFieldDelimiter());
if (null == astrField || 3 > astrField.length)
throw new java.lang.Exception("DateAdjustParams de-serialize: Invalid number of fields");
// double dblVersion = new java.lang.Double (astrField[0]);
if (null == astrField[1]
|| astrField[1].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equals(astrField[1]))
throw new java.lang.Exception("DateAdjustParams de-serializer: Cannot locate roll mode");
_iRollMode = new java.lang.Integer(astrField[1]).intValue();
if (null == astrField[2]
|| astrField[2].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equals(astrField[2]))
throw new java.lang.Exception("DateAdjustParams de-serializer: Cannot locate calendar");
_strCalendar = astrField[2];
}
/**
* FloatingStream de-serialization from input byte array
*
* @param ab Byte Array
* @throws java.lang.Exception Thrown if FloatingStream cannot be properly de-serialized
*/
public FloatingStream(final byte[] ab) throws java.lang.Exception {
if (null == ab || 0 == ab.length)
throw new java.lang.Exception("FloatingStream de-serializer: Invalid input Byte array");
java.lang.String strRawString = new java.lang.String(ab);
if (null == strRawString || strRawString.isEmpty())
throw new java.lang.Exception("FloatingStream de-serializer: Empty state");
java.lang.String strSerializedFloatingStream =
strRawString.substring(0, strRawString.indexOf(getObjectTrailer()));
if (null == strSerializedFloatingStream || strSerializedFloatingStream.isEmpty())
throw new java.lang.Exception("FloatingStream de-serializer: Cannot locate state");
java.lang.String[] astrField =
org.drip.quant.common.StringUtil.Split(strSerializedFloatingStream, getFieldDelimiter());
if (null == astrField || 13 > astrField.length)
throw new java.lang.Exception("FloatingStream de-serializer: Invalid reqd field set");
// double dblVersion = new java.lang.Double (astrField[0]);
if (null == astrField[1]
|| astrField[1].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[1]))
throw new java.lang.Exception("FloatingStream de-serializer: Cannot locate notional");
_dblNotional = new java.lang.Double(astrField[1]);
if (null == astrField[2]
|| astrField[2].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[2]))
throw new java.lang.Exception("FloatingStream de-serializer: Cannot locate coupon");
_dblSpread = new java.lang.Double(astrField[2]);
if (null == astrField[3] || astrField[3].isEmpty())
throw new java.lang.Exception("FloatingStream de-serializer: Cannot locate IR curve name");
if (!org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[3]))
_strIR = astrField[3];
else _strIR = "";
if (null == astrField[4] || astrField[4].isEmpty())
throw new java.lang.Exception("FloatingStream de-serializer: Cannot locate code");
if (!org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[4]))
_strCode = astrField[4];
else _strCode = "";
if (null == astrField[5]
|| astrField[5].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[5]))
throw new java.lang.Exception(
"FloatingStream de-serializer: Cannot locate Apply Acc EOM Adj");
_bApplyAccEOMAdj = new java.lang.Boolean(astrField[5]);
if (null == astrField[6]
|| astrField[6].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[6]))
throw new java.lang.Exception(
"FloatingStream de-serializer: Cannot locate Apply Cpn EOM Adj");
_bApplyCpnEOMAdj = new java.lang.Boolean(astrField[6]);
if (null == astrField[7]
|| astrField[7].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[7]))
throw new java.lang.Exception("FloatingStream de-serializer: Cannot locate maturity date");
_dblMaturity = new java.lang.Double(astrField[7]);
if (null == astrField[8]
|| astrField[8].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[8]))
throw new java.lang.Exception("FloatingStream de-serializer: Cannot locate effective date");
_dblEffective = new java.lang.Double(astrField[8]);
if (null == astrField[9] || astrField[9].isEmpty())
throw new java.lang.Exception("FloatingStream de-serializer: Cannot locate rate index");
if (org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[9]))
_fri = null;
else _fri = new org.drip.product.params.FloatingRateIndex(astrField[9].getBytes());
if (null == astrField[10] || astrField[10].isEmpty())
throw new java.lang.Exception(
"FloatingStream de-serializer: Cannot locate notional schedule");
if (org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[10]))
_notlSchedule = null;
else _notlSchedule = new org.drip.product.params.FactorSchedule(astrField[10].getBytes());
if (null == astrField[11] || astrField[11].isEmpty())
throw new java.lang.Exception(
"FloatingStream de-serializer: Cannot locate cash settle params");
if (org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[11]))
_settleParams = null;
else _settleParams = new org.drip.param.valuation.CashSettleParams(astrField[11].getBytes());
if (null == astrField[12] || astrField[12].isEmpty())
throw new java.lang.Exception("FloatingStream de-serializer: Cannot locate the periods");
if (org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[12]))
_lsCouponPeriod = null;
else {
java.lang.String[] astrRecord =
org.drip.quant.common.StringUtil.Split(astrField[12], getCollectionRecordDelimiter());
if (null != astrRecord && 0 != astrRecord.length) {
for (int i = 0; i < astrRecord.length; ++i) {
if (null == astrRecord[i]
|| astrRecord[i].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrRecord[i]))
continue;
if (null == _lsCouponPeriod)
_lsCouponPeriod = new java.util.ArrayList<org.drip.analytics.period.CashflowPeriod>();
_lsCouponPeriod.add(
new org.drip.analytics.period.CashflowPeriod(astrRecord[i].getBytes()));
}
}
}
}
/**
* Cash de-serialization from input byte array
*
* @param ab Byte Array
* @throws java.lang.Exception Thrown if Cash cannot be properly de-serialized
*/
public CashComponent(final byte[] ab) throws java.lang.Exception {
if (null == ab || 0 == ab.length)
throw new java.lang.Exception("Cash de-serializer: Invalid input Byte array");
java.lang.String strRawString = new java.lang.String(ab);
if (null == strRawString || strRawString.isEmpty())
throw new java.lang.Exception("Cash de-serializer: Empty state");
java.lang.String strSerializedCash =
strRawString.substring(0, strRawString.indexOf(getObjectTrailer()));
if (null == strSerializedCash || strSerializedCash.isEmpty())
throw new java.lang.Exception("Cash de-serializer: Cannot locate state");
java.lang.String[] astrField =
org.drip.analytics.support.GenericUtil.Split(strSerializedCash, getFieldDelimiter());
if (null == astrField || 9 > astrField.length)
throw new java.lang.Exception("Cash de-serializer: Invalid reqd field set");
// double dblVersion = new java.lang.Double (astrField[0]).doubleValue();
if (null == astrField[1]
|| astrField[1].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[1]))
throw new java.lang.Exception("Cash de-serializer: Cannot locate notional");
_dblNotional = new java.lang.Double(astrField[1]);
if (null == astrField[2] || astrField[2].isEmpty())
throw new java.lang.Exception("Cash de-serializer: Cannot locate IR curve name");
if (!org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[2]))
_strIR = astrField[2];
else _strIR = "";
if (null == astrField[3] || astrField[3].isEmpty())
throw new java.lang.Exception("Cash de-serializer: Cannot locate cash code");
if (!org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[3]))
_strCode = astrField[3];
else _strCode = "";
if (null == astrField[4] || astrField[4].isEmpty())
throw new java.lang.Exception("Cash de-serializer: Cannot locate day count convention");
if (!org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[4]))
_strDC = astrField[4];
else _strDC = "";
if (null == astrField[5] || astrField[5].isEmpty())
throw new java.lang.Exception("Cash de-serializer: Cannot locate Calendar");
if (!org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[4]))
_strCalendar = astrField[5];
else _strCalendar = "";
if (null == astrField[6]
|| astrField[6].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[6]))
throw new java.lang.Exception("Cash de-serializer: Cannot locate maturity date");
_dblMaturity = new java.lang.Double(astrField[6]);
if (null == astrField[7]
|| astrField[7].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[7]))
throw new java.lang.Exception("Cash de-serializer: Cannot locate effective date");
_dblEffective = new java.lang.Double(astrField[7]);
if (null == astrField[8] || astrField[8].isEmpty())
throw new java.lang.Exception("Cash de-serializer: Cannot locate notional schedule");
if (org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[8]))
_notlSchedule = null;
else _notlSchedule = new org.drip.product.params.FactorSchedule(astrField[8].getBytes());
if (null == astrField[9] || astrField[9].isEmpty())
throw new java.lang.Exception("Cash de-serializer: Cannot locate cash settle params");
if (org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[9]))
_settleParams = null;
else _settleParams = new org.drip.param.valuation.CashSettleParams(astrField[9].getBytes());
}
/**
* EmbeddedOptionSchedule de-serialization from input byte array
*
* @param ab Byte Array
* @throws java.lang.Exception Thrown if EmbeddedOptionSchedule cannot be properly de-serialized
*/
public EmbeddedOptionSchedule(final byte[] ab) throws java.lang.Exception {
if (null == ab || 0 == ab.length)
throw new java.lang.Exception(
"EmbeddedOptionSchedule de-serializer: Invalid input Byte array");
java.lang.String strRawString = new java.lang.String(ab);
if (null == strRawString || strRawString.isEmpty())
throw new java.lang.Exception("EmbeddedOptionSchedule de-serializer: Empty state");
java.lang.String strSerializedEmbeddedOptionSchedule =
strRawString.substring(0, strRawString.indexOf(getObjectTrailer()));
if (null == strSerializedEmbeddedOptionSchedule
|| strSerializedEmbeddedOptionSchedule.isEmpty())
throw new java.lang.Exception("EmbeddedOptionSchedule de-serializer: Cannot locate state");
java.lang.String[] astrField =
org.drip.math.common.StringUtil.Split(
strSerializedEmbeddedOptionSchedule, getFieldDelimiter());
if (null == astrField || 8 > astrField.length)
throw new java.lang.Exception("EmbeddedOptionSchedule de-serializer: Invalid reqd field set");
// double dblVersion = new java.lang.Double (astrField[0]);
if (null == astrField[1]
|| astrField[1].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[1]))
throw new java.lang.Exception(
"EmbeddedOptionSchedule de-serializer: Cannot locate notice period");
_iNoticePeriod = new java.lang.Integer(astrField[1]);
if (null == astrField[2]
|| astrField[2].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[2]))
throw new java.lang.Exception("EmbeddedOptionSchedule de-serializer: Cannot locate Put flag");
_bIsPut = new java.lang.Boolean(astrField[2]);
if (null == astrField[3]
|| astrField[3].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[3]))
throw new java.lang.Exception(
"EmbeddedOptionSchedule de-serializer: Cannot locate fix-to-float-on-exercise flag");
_bFixToFloatOnExercise = new java.lang.Boolean(astrField[3]);
if (null == astrField[4]
|| astrField[4].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[4]))
throw new java.lang.Exception(
"EmbeddedOptionSchedule de-serializer: Cannot locate fix-to-float-on-exercise flag");
_dblFixToFloatSpread = new java.lang.Double(astrField[4]);
if (null == astrField[5]
|| astrField[5].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[5]))
throw new java.lang.Exception(
"EmbeddedOptionSchedule de-serializer: Cannot locate fix-to-float exercise date");
_dblFixToFloatExerciseDate = new java.lang.Double(astrField[5]).doubleValue();
if (null == astrField[6] || astrField[6].isEmpty())
throw new java.lang.Exception(
"EmbeddedOptionSchedule de-serializer: Cannot locate float index");
if (org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[6]))
_strFloatIndex = "";
else _strFloatIndex = astrField[6];
if (null == astrField[7]
|| astrField[7].isEmpty()
|| org.drip.service.stream.Serializer.NULL_SER_STRING.equalsIgnoreCase(astrField[7]))
throw new java.lang.Exception("EmbeddedOptionSchedule de-serializer: Cannot decode state");
java.util.List<java.lang.Double> lsdblDate = new java.util.ArrayList<java.lang.Double>();
java.util.List<java.lang.Double> lsdblFactor = new java.util.ArrayList<java.lang.Double>();
if (!org.drip.math.common.StringUtil.KeyValueListFromStringArray(
lsdblDate,
lsdblFactor,
astrField[7],
getCollectionRecordDelimiter(),
getCollectionKeyValueDelimiter()))
throw new java.lang.Exception(
"EmbeddedOptionSchedule de-serializer: Cannot decode hazard state");
if (0 == lsdblDate.size() || 0 == lsdblFactor.size() || lsdblDate.size() != lsdblFactor.size())
throw new java.lang.Exception(
"EmbeddedOptionSchedule de-serializer: Cannot decode hazard state");
_adblDate = new double[lsdblDate.size()];
_adblFactor = new double[lsdblFactor.size()];
for (int i = 0; i < _adblFactor.length; ++i) {
_adblDate[i] = lsdblDate.get(i);
_adblFactor[i] = lsdblFactor.get(i);
}
}
