Business.java

  1. package org.drip.capital.definition;

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

  74. /**
  75.  * <i>Business</i> maintains the C<sup>1</sup> Fixings for the Business Categorical Variate. The References
  76.  *  are:
  77.  *
  78.  * <br><br>
  79.  *  <ul>
  80.  *      <li>
  81.  *          Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey
  82.  *              Results and Practice https://www.bis.org/publ/cgfs24.htm
  83.  *      </li>
  84.  *      <li>
  85.  *          Glasserman, P. (2004): <i>Monte Carlo Methods in Financial Engineering</i> <b>Springer</b>
  86.  *      </li>
  87.  *      <li>
  88.  *          Kupiec, P. H. (2000): Stress Tests and Risk Capital <i>Risk</i> <b>2 (4)</b> 27-39
  89.  *      </li>
  90.  *  </ul>
  91.  *
  92.  *  <br><br>
  93.  *  <ul>
  94.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
  95.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/CapitalAnalyticsLibrary.md">Capital Analytics</a></li>
  96.  *      <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>
  97.  *      <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>
  98.  *  </ul>
  99.  *
  100.  * @author Lakshmi Krishnamurthy
  101.  */

  102. public class Business
  103. {

  104.     /**
  105.      * Advisory Business
  106.      */

  107.     public static final java.lang.String ADVISORY = "Advisory";

  108.     /**
  109.      * AI Business
  110.      */

  111.     public static final java.lang.String AI = "AI";

  112.     /**
  113.      * BHC Financial Business
  114.      */

  115.     public static final java.lang.String BHCFINANCIAL = "BHCFinancial";

  116.     /**
  117.      * CAI Business
  118.      */

  119.     public static final java.lang.String CAI = "CAI";

  120.     /**
  121.      * Capital Markets Organization Business
  122.      */

  123.     public static final java.lang.String CAPITAL_MARKETS_ORGANIZATION = "Capital Markets Organization";

  124.     /**
  125.      * Capital Markets Origination Lending Business
  126.      */

  127.     public static final java.lang.String CAPITAL_MARKETS_ORIGINATION_LENDING =
  128.         "Capital Markets Origination Lending";

  129.     /**
  130.      * Cards Business
  131.      */

  132.     public static final java.lang.String CARDS = "Cards";

  133.     /**
  134.      * Cash Business
  135.      */

  136.     public static final java.lang.String CASH = "Cash";

  137.     /**
  138.      * Central America Mortgages Business
  139.      */

  140.     public static final java.lang.String CENTRAL_AMERICA_MORTGAGES = "Central America Mortgages";

  141.     /**
  142.      * CLP Business
  143.      */

  144.     public static final java.lang.String CLP = "CLP";

  145.     /**
  146.      * Commercial Real Estate Business
  147.      */

  148.     public static final java.lang.String COMMERCIAL_REAL_ESTATE = "Commercial Real Estate";

  149.     /**
  150.      * Commodities Business
  151.      */

  152.     public static final java.lang.String COMMODITIES = "Commodities";

  153.     /**
  154.      * Houston Commodities Business
  155.      */

  156.     public static final java.lang.String COMMODITIES_HOUSTON = "Commodts Houston";

  157.     /**
  158.      * Consumer Cards Business
  159.      */

  160.     public static final java.lang.String CONSUMER_CARDS = "Consumer_Cards";

  161.     /**
  162.      * Consumer Other Business
  163.      */

  164.     public static final java.lang.String CONSUMER_OTHER = "Consumer_Other";

  165.     /**
  166.      * Converts Business
  167.      */

  168.     public static final java.lang.String CONVERTS = "Converts";

  169.     /**
  170.      * Corporate Center Business
  171.      */

  172.     public static final java.lang.String CORPORATE_CENTER = "CorpCtr";

  173.     /**
  174.      * Credit Macro Hedge Business
  175.      */

  176.     public static final java.lang.String CREDIT_MACRO_HEDGE = "Credit Macro Hedge";

  177.     /**
  178.      * Credit Markets Business
  179.      */

  180.     public static final java.lang.String CREDIT_MARKETS = "Credit Markets";

  181.     /**
  182.      * Credit Trading Business
  183.      */

  184.     public static final java.lang.String CREDIT_TRADING = "Credit Trading";

  185.     /**
  186.      * Distressed Business
  187.      */

  188.     public static final java.lang.String DISTRESSED = "Distressed";

  189.     /**
  190.      * EM ABF Business
  191.      */

  192.     public static final java.lang.String EM_ABF = "EM ABF";

  193.     /**
  194.      * EM Asset Backed Finance Business
  195.      */

  196.     public static final java.lang.String EM_ASSET_BACKED_FINANCE = "EM Asset Backed Finance";

  197.     /**
  198.      * EM Bonds Business
  199.      */

  200.     public static final java.lang.String EM_BONDS = "EM Bonds";

  201.     /**
  202.      * EM Credit Trading Business
  203.      */

  204.     public static final java.lang.String EM_CREDIT_TRADING = "EM Credit Trading";

  205.     /**
  206.      * EM Prm Loans Business
  207.      */

  208.     public static final java.lang.String EM_PRIMARY_LOANS = "EM Prm Loans";

  209.     /**
  210.      * Equities Business
  211.      */

  212.     public static final java.lang.String EQUITIES = "Equities";

  213.     /**
  214.      * Equity Derivatives Business
  215.      */

  216.     public static final java.lang.String EQUITY_DERIVATIVES = "Equity Derivative";

  217.     /**
  218.      * Equity Underwriting Business
  219.      */

  220.     public static final java.lang.String EQUITY_UNDERWRITING = "Equity Undwrt";

  221.     /**
  222.      * FIMA Business
  223.      */

  224.     public static final java.lang.String FIMA = "FIMA";

  225.     /**
  226.      * Finance Business
  227.      */

  228.     public static final java.lang.String FINANCE = "Finance";

  229.     /**
  230.      * G10 FX Business
  231.      */

  232.     public static final java.lang.String G10_FX = "G10 FX";

  233.     /**
  234.      * G10 Rates Business
  235.      */

  236.     public static final java.lang.String G10_RATES = "G10 Rates";

  237.     /**
  238.      * Glbl Securitized Markets Business
  239.      */

  240.     public static final java.lang.String GLOBAL_SECURITIZED_MARKETS = "Glbl Securitized Markets";

  241.     /**
  242.      * Global Credit Markets Business
  243.      */

  244.     public static final java.lang.String GLOBAL_CREDIT_MARKETS = "Global Credit Markets";

  245.     /**
  246.      * GSSG West Business
  247.      */

  248.     public static final java.lang.String GSSG_WEST = "GSSG West";

  249.     /**
  250.      * GTS Business
  251.      */

  252.     public static final java.lang.String GTS = "GTS";

  253.     /**
  254.      * GTS Holdings-Trade Business
  255.      */

  256.     public static final java.lang.String GTS_HOLDINGS_TRADE = "GTS Holdings-Trade";

  257.     /**
  258.      * GWM Business
  259.      */

  260.     public static final java.lang.String GWM = "GWM";

  261.     /**
  262.      * IG Bonds Business
  263.      */

  264.     public static final java.lang.String IG_BONDS = "IG Bonds";

  265.     /**
  266.      * IG Prmry Loans Business
  267.      */

  268.     public static final java.lang.String IG_PRIMARY_LOANS = "IG Prmry Loans";

  269.     /**
  270.      * International Cards Business
  271.      */

  272.     public static final java.lang.String INTERNATIONAL_CARDS = "International Cards";

  273.     /**
  274.      * International Retail Banking Business
  275.      */

  276.     public static final java.lang.String INTERNATIONAL_RETAIL_BANKING = "International Retail Banking";

  277.     /**
  278.      * Lev Fin Business
  279.      */

  280.     public static final java.lang.String LEVERAGED_FINANCE = "Lev Fin";

  281.     /**
  282.      * Local Markets Business
  283.      */

  284.     public static final java.lang.String LOAN_PORTFOLIO_MANAGEMENT = "Loan Portfolio Management";

  285.     /**
  286.      * Local Markets Business
  287.      */

  288.     public static final java.lang.String LOCAL_MARKETS = "Local Mkts";

  289.     /**
  290.      * Long Term Asset Group Business
  291.      */

  292.     public static final java.lang.String LONG_TERM_ASSET_GROUP = "Long Term Asset Group";

  293.     /**
  294.      * Municipal Securities Business
  295.      */

  296.     public static final java.lang.String MUNICIPAL_SECURITIES = "Municipal Securities";

  297.     /**
  298.      * Municipal Securities - Community Business
  299.      */

  300.     public static final java.lang.String MUNICIPAL_SECURITIES_BHC_COMMUNITY =
  301.         "Municipal Securities - BHC Community";

  302.     /**
  303.      * Municipal Business
  304.      */

  305.     public static final java.lang.String MUNICIPAL = "Munis";

  306.     /**
  307.      * Nikko Investments Business
  308.      */

  309.     public static final java.lang.String NIKKO_INVESTMENTS = "Nikko Investments";

  310.     /**
  311.      * OS and B Business
  312.      */

  313.     public static final java.lang.String OS_B = "OS&B";

  314.     /**
  315.      * Other FI Undwrtng Business
  316.      */

  317.     public static final java.lang.String OTHER_FI_UNDERWRITING = "Other FI Undwrtng";

  318.     /**
  319.      * Other FI Glbl Mkts Business
  320.      */

  321.     public static final java.lang.String OTHER_GLOBAL_MARKETS = "Other Glbl Mkts";

  322.     /**
  323.      * Other Special Asset Pool Business
  324.      */

  325.     public static final java.lang.String OTHER_SPECIAL_ASSET_POOL = "Other Special Asset Pool";

  326.     /**
  327.      * Other_BAM Business
  328.      */

  329.     public static final java.lang.String OTHER_BAM = "Other_BAM";

  330.     /**
  331.      * PECD Business
  332.      */

  333.     public static final java.lang.String PECD = "PECD";

  334.     /**
  335.      * Other_Consumer Business
  336.      */

  337.     public static final java.lang.String OTHER_CONSUMER = "Other_Consumer";

  338.     /**
  339.      * Prime Finance Business
  340.      */

  341.     public static final java.lang.String PRIME_FINANCE = "Prime Finance";

  342.     /**
  343.      * Primerica Financial Services Business
  344.      */

  345.     public static final java.lang.String PRIMERICA_FINANCIAL_SERVICES = "Primerica Financial Services";

  346.     /**
  347.      * Private Banking Business
  348.      */

  349.     public static final java.lang.String PRIVATE_BANKING = "Private Banking";

  350.     /**
  351.      * Project Finance Business
  352.      */

  353.     public static final java.lang.String PROJECT_FINANCE = "Project Finance";

  354.     /**
  355.      * Rates and Currencies Business
  356.      */

  357.     public static final java.lang.String RATES_AND_CURRENCIES = "Rates and Currencies";

  358.     /**
  359.      * Real Estate Lending Business
  360.      */

  361.     public static final java.lang.String REAL_ESTATE_LENDING = "Real Estate Lending";

  362.     /**
  363.      * Retail Auto Lending Business
  364.      */

  365.     public static final java.lang.String RETAIL_AUTO_LENDING = "Retail Auto Lending";

  366.     /**
  367.      * Retail Banking Business
  368.      */

  369.     public static final java.lang.String RETAIL_BANKING = "Retail Banking";

  370.     /**
  371.      * Retail Partner Cards Business
  372.      */

  373.     public static final java.lang.String RETAIL_PARTNER_CARDS = "Retail Partner Cards";

  374.     /**
  375.      * Risk Treasury Business
  376.      */

  377.     public static final java.lang.String RISK_TREASURY = "Risk Treasury";

  378.     /**
  379.      * Rubicon - India Business
  380.      */

  381.     public static final java.lang.String RUBICON_INDIA = "Rubicon - India";

  382.     /**
  383.      * SAP Admin Business
  384.      */

  385.     public static final java.lang.String SAP_ADMIN = "SAP Admin";

  386.     /**
  387.      * Securitized Markets Business
  388.      */

  389.     public static final java.lang.String SECURITIZED_MARKETS = "Securitized Mkts";

  390.     /**
  391.      * Short Term Business
  392.      */

  393.     public static final java.lang.String SHORT_TERM = "Short Term";

  394.     /**
  395.      * Smith_Barney_BAM Business
  396.      */

  397.     public static final java.lang.String SMITH_BARNEY_BAM = "Smith_Barney_BAM";

  398.     /**
  399.      * Student Loans Business
  400.      */

  401.     public static final java.lang.String STUDENT_LOANS = "Student Loans";

  402.     /**
  403.      * US Commercial Banking Business
  404.      */

  405.     public static final java.lang.String US_COMMERCIAL_BANKING = "US Commercial Banking";

  406.     /**
  407.      * US Consumer Installment Loans Business
  408.      */

  409.     public static final java.lang.String US_CONSUMER_INSTALLMENT_LOANS = "US Consumer Installment Loans";

  410. }