Product.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>Product</i> maintains the C<sup>1</sup> Fixings for the Product 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 Product
- {
- /**
- * Advisory Product
- */
- public static final java.lang.String ADVISORY = "Advisory";
- /**
- * BAM Product
- */
- public static final java.lang.String BAM = "BAM";
- /**
- * CAI Product
- */
- public static final java.lang.String CAI = "CAI";
- /**
- * Commodities Product
- */
- public static final java.lang.String COMMODITIES = "Commodities";
- /**
- * Consumer Product
- */
- public static final java.lang.String CONSUMER = "Consumer";
- /**
- * CorpCtr Product
- */
- public static final java.lang.String CORPORATE_CENTER = "CorpCtr";
- /**
- * EM ABF Product
- */
- public static final java.lang.String EM_ABF = "EM ABF";
- /**
- * Equities Product
- */
- public static final java.lang.String EQUITIES = "Equities";
- /**
- * Equity_Underwriting Product
- */
- public static final java.lang.String EQUITY_UNDERWRITING = "Equity_Underwriting";
- /**
- * Fixed_Income_Underwriting Product
- */
- public static final java.lang.String FIXED_INCOME_UNDERWRITING = "Fixed_Income_Underwriting";
- /**
- * FX_Local_Markets Product
- */
- public static final java.lang.String FX_LOCAL_MARKETS = "FX_Local_Markets";
- /**
- * G10_Rates Product
- */
- public static final java.lang.String G10_RATES = "G10_Rates";
- /**
- * G10_Risk_Treasury_RV_Finance Product
- */
- public static final java.lang.String G10_RISK_TREASURY_RV_FINANCE = "G10_Risk_Treasury_RV_Finance";
- /**
- * GSP Product
- */
- public static final java.lang.String GSP = "GSP";
- /**
- * GTS Product
- */
- public static final java.lang.String GTS = "GTS";
- /**
- * GWM Product
- */
- public static final java.lang.String GWM = "GWM";
- /**
- * Holdings_Consumer Product
- */
- public static final java.lang.String HOLDINGS_CONSUMER = "Holdings_Consumer";
- /**
- * Nikko Investments Product
- */
- public static final java.lang.String NIKKO_INVESTMENTS = "Nikko Investments";
- /**
- * OS and B Product
- */
- public static final java.lang.String OS_B = "OS&B";
- /**
- * Other_Global_Markets Product
- */
- public static final java.lang.String OTHER_GLOBAL_MARKETS = "Other_Global_Markets";
- /**
- * Prime Finance Product
- */
- public static final java.lang.String PRIME_FINANCE = "Prime Finance";
- /**
- * SAP Product
- */
- public static final java.lang.String SAP = "SAP";
- }