Product.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>Product</i> maintains the C<sup>1</sup> Fixings for the Product 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 Product
  103. {

  104.     /**
  105.      * Advisory Product
  106.      */

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

  108.     /**
  109.      * BAM Product
  110.      */

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

  112.     /**
  113.      * CAI Product
  114.      */

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

  116.     /**
  117.      * Commodities Product
  118.      */

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

  120.     /**
  121.      * Consumer Product
  122.      */

  123.     public static final java.lang.String CONSUMER = "Consumer";

  124.     /**
  125.      * CorpCtr Product
  126.      */

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

  128.     /**
  129.      * EM ABF Product
  130.      */

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

  132.     /**
  133.      * Equities Product
  134.      */

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

  136.     /**
  137.      * Equity_Underwriting Product
  138.      */

  139.     public static final java.lang.String EQUITY_UNDERWRITING = "Equity_Underwriting";

  140.     /**
  141.      * Fixed_Income_Underwriting Product
  142.      */

  143.     public static final java.lang.String FIXED_INCOME_UNDERWRITING = "Fixed_Income_Underwriting";

  144.     /**
  145.      * FX_Local_Markets Product
  146.      */

  147.     public static final java.lang.String FX_LOCAL_MARKETS = "FX_Local_Markets";

  148.     /**
  149.      * G10_Rates Product
  150.      */

  151.     public static final java.lang.String G10_RATES = "G10_Rates";

  152.     /**
  153.      * G10_Risk_Treasury_RV_Finance Product
  154.      */

  155.     public static final java.lang.String G10_RISK_TREASURY_RV_FINANCE = "G10_Risk_Treasury_RV_Finance";

  156.     /**
  157.      * GSP Product
  158.      */

  159.     public static final java.lang.String GSP = "GSP";

  160.     /**
  161.      * GTS Product
  162.      */

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

  164.     /**
  165.      * GWM Product
  166.      */

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

  168.     /**
  169.      * Holdings_Consumer Product
  170.      */

  171.     public static final java.lang.String HOLDINGS_CONSUMER = "Holdings_Consumer";

  172.     /**
  173.      * Nikko Investments Product
  174.      */

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

  176.     /**
  177.      * OS and B Product
  178.      */

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

  180.     /**
  181.      * Other_Global_Markets Product
  182.      */

  183.     public static final java.lang.String OTHER_GLOBAL_MARKETS = "Other_Global_Markets";

  184.     /**
  185.      * Prime Finance Product
  186.      */

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

  188.     /**
  189.      * SAP Product
  190.      */

  191.     public static final java.lang.String SAP = "SAP";

  192. }