/**
* 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());
}
/**
* Return the stringified set of parameters in a java call that can be statically used to
* re-construct the index.
*
* @return Set of Stringified parameters as a java call.
*/
public java.lang.String setConstructionString() {
java.lang.StringBuffer sb = new java.lang.StringBuffer();
java.lang.String strCDXCode =
_strIndexClass
+ "."
+ _strIndexGroupName
+ "."
+ _iIndexLifeSpan
+ "Y."
+ _iIndexSeries
+ "."
+ _iIndexVersion;
sb.append(
"\t\tUpdateCDXRefDataMap ("
+ org.drip.quant.common.StringUtil.MakeStringArg(strCDXCode)
+ ",\n\t\t\torg.drip.product.creator.CDXRefDataBuilder.CreateCDXRefDataBuilder (");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strCurveID) + ", ");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strSPN) + ",\n\t\t\t\t");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strIndexLabel) + ", ");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strIndexName) + ",\n\t\t\t\t\t");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strCurveName) + ", ");
sb.append(_dtIssue.getJulian() + ", ");
sb.append(_dtMaturity.getJulian() + ", ");
sb.append(_dblCoupon + ", ");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strCurrency) + ",\n\t\t\t\t\t\t");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strDayCount) + ", ");
sb.append(_bFullFirstStub + ", ");
sb.append(_dblRecovery + ", ");
sb.append(_iFrequency + ", ");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strRedID) + ", ");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strIndexClass) + ", ");
sb.append(_iIndexSeries + ", ");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strIndexGroupName) + ", ");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strIndexShortName) + ", ");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strIndexShortGroupName) + ", ");
sb.append(_iIndexVersion + ", ");
sb.append(_iIndexLifeSpan + ",\n\t\t\t\t\t\t\t");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strCurvyCurveID) + ", ");
sb.append(_dblIndexFactor + ", ");
sb.append(_iOriginalComponentCount + ", ");
sb.append(_iDefaultedComponentCount + ", ");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strLocation) + ", ");
sb.append(_bPayAccrued + ", ");
sb.append(_bKnockOutOnDefault + ", ");
sb.append(_bQuoteAsCDS + ", ");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strBBGTicker) + ", ");
sb.append(org.drip.quant.common.StringUtil.MakeStringArg(_strShortName) + "));\n\n");
return sb.toString();
}
/**
* 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()));
}
}
}
}