Business.java
- package org.drip.capital.definition;
- /*
- * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
- */
- /*!
- * Copyright (C) 2020 Lakshmi Krishnamurthy
- * Copyright (C) 2019 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>Business</i> maintains the C<sup>1</sup> Fixings for the Business Categorical Variate. The References
- * are:
- *
- * <br><br>
- * <ul>
- * <li>
- * Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey
- * Results and Practice https://www.bis.org/publ/cgfs24.htm
- * </li>
- * <li>
- * Glasserman, P. (2004): <i>Monte Carlo Methods in Financial Engineering</i> <b>Springer</b>
- * </li>
- * <li>
- * Kupiec, P. H. (2000): Stress Tests and Risk Capital <i>Risk</i> <b>2 (4)</b> 27-39
- * </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/CapitalAnalyticsLibrary.md">Capital Analytics</a></li>
- * <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/capital/README.md">Basel Market Risk and Operational Capital</a></li>
- * <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/capital/definition/README.md">Economic Risk Capital Categorical Definitions</a></li>
- * </ul>
- *
- * @author Lakshmi Krishnamurthy
- */
- public class Business
- {
- /**
- * Advisory Business
- */
- public static final java.lang.String ADVISORY = "Advisory";
- /**
- * AI Business
- */
- public static final java.lang.String AI = "AI";
- /**
- * BHC Financial Business
- */
- public static final java.lang.String BHCFINANCIAL = "BHCFinancial";
- /**
- * CAI Business
- */
- public static final java.lang.String CAI = "CAI";
- /**
- * Capital Markets Organization Business
- */
- public static final java.lang.String CAPITAL_MARKETS_ORGANIZATION = "Capital Markets Organization";
- /**
- * Capital Markets Origination Lending Business
- */
- public static final java.lang.String CAPITAL_MARKETS_ORIGINATION_LENDING =
- "Capital Markets Origination Lending";
- /**
- * Cards Business
- */
- public static final java.lang.String CARDS = "Cards";
- /**
- * Cash Business
- */
- public static final java.lang.String CASH = "Cash";
- /**
- * Central America Mortgages Business
- */
- public static final java.lang.String CENTRAL_AMERICA_MORTGAGES = "Central America Mortgages";
- /**
- * CLP Business
- */
- public static final java.lang.String CLP = "CLP";
- /**
- * Commercial Real Estate Business
- */
- public static final java.lang.String COMMERCIAL_REAL_ESTATE = "Commercial Real Estate";
- /**
- * Commodities Business
- */
- public static final java.lang.String COMMODITIES = "Commodities";
- /**
- * Houston Commodities Business
- */
- public static final java.lang.String COMMODITIES_HOUSTON = "Commodts Houston";
- /**
- * Consumer Cards Business
- */
- public static final java.lang.String CONSUMER_CARDS = "Consumer_Cards";
- /**
- * Consumer Other Business
- */
- public static final java.lang.String CONSUMER_OTHER = "Consumer_Other";
- /**
- * Converts Business
- */
- public static final java.lang.String CONVERTS = "Converts";
- /**
- * Corporate Center Business
- */
- public static final java.lang.String CORPORATE_CENTER = "CorpCtr";
- /**
- * Credit Macro Hedge Business
- */
- public static final java.lang.String CREDIT_MACRO_HEDGE = "Credit Macro Hedge";
- /**
- * Credit Markets Business
- */
- public static final java.lang.String CREDIT_MARKETS = "Credit Markets";
- /**
- * Credit Trading Business
- */
- public static final java.lang.String CREDIT_TRADING = "Credit Trading";
- /**
- * Distressed Business
- */
- public static final java.lang.String DISTRESSED = "Distressed";
- /**
- * EM ABF Business
- */
- public static final java.lang.String EM_ABF = "EM ABF";
- /**
- * EM Asset Backed Finance Business
- */
- public static final java.lang.String EM_ASSET_BACKED_FINANCE = "EM Asset Backed Finance";
- /**
- * EM Bonds Business
- */
- public static final java.lang.String EM_BONDS = "EM Bonds";
- /**
- * EM Credit Trading Business
- */
- public static final java.lang.String EM_CREDIT_TRADING = "EM Credit Trading";
- /**
- * EM Prm Loans Business
- */
- public static final java.lang.String EM_PRIMARY_LOANS = "EM Prm Loans";
- /**
- * Equities Business
- */
- public static final java.lang.String EQUITIES = "Equities";
- /**
- * Equity Derivatives Business
- */
- public static final java.lang.String EQUITY_DERIVATIVES = "Equity Derivative";
- /**
- * Equity Underwriting Business
- */
- public static final java.lang.String EQUITY_UNDERWRITING = "Equity Undwrt";
- /**
- * FIMA Business
- */
- public static final java.lang.String FIMA = "FIMA";
- /**
- * Finance Business
- */
- public static final java.lang.String FINANCE = "Finance";
- /**
- * G10 FX Business
- */
- public static final java.lang.String G10_FX = "G10 FX";
- /**
- * G10 Rates Business
- */
- public static final java.lang.String G10_RATES = "G10 Rates";
- /**
- * Glbl Securitized Markets Business
- */
- public static final java.lang.String GLOBAL_SECURITIZED_MARKETS = "Glbl Securitized Markets";
- /**
- * Global Credit Markets Business
- */
- public static final java.lang.String GLOBAL_CREDIT_MARKETS = "Global Credit Markets";
- /**
- * GSSG West Business
- */
- public static final java.lang.String GSSG_WEST = "GSSG West";
- /**
- * GTS Business
- */
- public static final java.lang.String GTS = "GTS";
- /**
- * GTS Holdings-Trade Business
- */
- public static final java.lang.String GTS_HOLDINGS_TRADE = "GTS Holdings-Trade";
- /**
- * GWM Business
- */
- public static final java.lang.String GWM = "GWM";
- /**
- * IG Bonds Business
- */
- public static final java.lang.String IG_BONDS = "IG Bonds";
- /**
- * IG Prmry Loans Business
- */
- public static final java.lang.String IG_PRIMARY_LOANS = "IG Prmry Loans";
- /**
- * International Cards Business
- */
- public static final java.lang.String INTERNATIONAL_CARDS = "International Cards";
- /**
- * International Retail Banking Business
- */
- public static final java.lang.String INTERNATIONAL_RETAIL_BANKING = "International Retail Banking";
- /**
- * Lev Fin Business
- */
- public static final java.lang.String LEVERAGED_FINANCE = "Lev Fin";
- /**
- * Local Markets Business
- */
- public static final java.lang.String LOAN_PORTFOLIO_MANAGEMENT = "Loan Portfolio Management";
- /**
- * Local Markets Business
- */
- public static final java.lang.String LOCAL_MARKETS = "Local Mkts";
- /**
- * Long Term Asset Group Business
- */
- public static final java.lang.String LONG_TERM_ASSET_GROUP = "Long Term Asset Group";
- /**
- * Municipal Securities Business
- */
- public static final java.lang.String MUNICIPAL_SECURITIES = "Municipal Securities";
- /**
- * Municipal Securities - Community Business
- */
- public static final java.lang.String MUNICIPAL_SECURITIES_BHC_COMMUNITY =
- "Municipal Securities - BHC Community";
- /**
- * Municipal Business
- */
- public static final java.lang.String MUNICIPAL = "Munis";
- /**
- * Nikko Investments Business
- */
- public static final java.lang.String NIKKO_INVESTMENTS = "Nikko Investments";
- /**
- * OS and B Business
- */
- public static final java.lang.String OS_B = "OS&B";
- /**
- * Other FI Undwrtng Business
- */
- public static final java.lang.String OTHER_FI_UNDERWRITING = "Other FI Undwrtng";
- /**
- * Other FI Glbl Mkts Business
- */
- public static final java.lang.String OTHER_GLOBAL_MARKETS = "Other Glbl Mkts";
- /**
- * Other Special Asset Pool Business
- */
- public static final java.lang.String OTHER_SPECIAL_ASSET_POOL = "Other Special Asset Pool";
- /**
- * Other_BAM Business
- */
- public static final java.lang.String OTHER_BAM = "Other_BAM";
- /**
- * PECD Business
- */
- public static final java.lang.String PECD = "PECD";
- /**
- * Other_Consumer Business
- */
- public static final java.lang.String OTHER_CONSUMER = "Other_Consumer";
- /**
- * Prime Finance Business
- */
- public static final java.lang.String PRIME_FINANCE = "Prime Finance";
- /**
- * Primerica Financial Services Business
- */
- public static final java.lang.String PRIMERICA_FINANCIAL_SERVICES = "Primerica Financial Services";
- /**
- * Private Banking Business
- */
- public static final java.lang.String PRIVATE_BANKING = "Private Banking";
- /**
- * Project Finance Business
- */
- public static final java.lang.String PROJECT_FINANCE = "Project Finance";
- /**
- * Rates and Currencies Business
- */
- public static final java.lang.String RATES_AND_CURRENCIES = "Rates and Currencies";
- /**
- * Real Estate Lending Business
- */
- public static final java.lang.String REAL_ESTATE_LENDING = "Real Estate Lending";
- /**
- * Retail Auto Lending Business
- */
- public static final java.lang.String RETAIL_AUTO_LENDING = "Retail Auto Lending";
- /**
- * Retail Banking Business
- */
- public static final java.lang.String RETAIL_BANKING = "Retail Banking";
- /**
- * Retail Partner Cards Business
- */
- public static final java.lang.String RETAIL_PARTNER_CARDS = "Retail Partner Cards";
- /**
- * Risk Treasury Business
- */
- public static final java.lang.String RISK_TREASURY = "Risk Treasury";
- /**
- * Rubicon - India Business
- */
- public static final java.lang.String RUBICON_INDIA = "Rubicon - India";
- /**
- * SAP Admin Business
- */
- public static final java.lang.String SAP_ADMIN = "SAP Admin";
- /**
- * Securitized Markets Business
- */
- public static final java.lang.String SECURITIZED_MARKETS = "Securitized Mkts";
- /**
- * Short Term Business
- */
- public static final java.lang.String SHORT_TERM = "Short Term";
- /**
- * Smith_Barney_BAM Business
- */
- public static final java.lang.String SMITH_BARNEY_BAM = "Smith_Barney_BAM";
- /**
- * Student Loans Business
- */
- public static final java.lang.String STUDENT_LOANS = "Student Loans";
- /**
- * US Commercial Banking Business
- */
- public static final java.lang.String US_COMMERCIAL_BANKING = "US Commercial Banking";
- /**
- * US Consumer Installment Loans Business
- */
- public static final java.lang.String US_CONSUMER_INSTALLMENT_LOANS = "US Consumer Installment Loans";
- }