AccountBusinessContext.java

  1. package org.drip.capital.shell;

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

  101. public class AccountBusinessContext
  102. {
  103.     private java.util.Map<java.lang.String, java.lang.String> _accountBusinessMap =
  104.         new org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.String>();

  105.     /**
  106.      * AccountBusinessContext Constructor
  107.      *
  108.      * @param accountBusinessMap Account To Business Map
  109.      *
  110.      * @throws java.lang.Exception Thrwn if the Inputs are Invalid
  111.      */

  112.     public AccountBusinessContext (
  113.         final java.util.Map<java.lang.String, java.lang.String> accountBusinessMap)
  114.         throws java.lang.Exception
  115.     {
  116.         if (null == (_accountBusinessMap = accountBusinessMap) || 0 == _accountBusinessMap.size())
  117.         {
  118.             throw new java.lang.Exception (
  119.                 "AccountBusinessContext Constructor => Invalid Inputs"
  120.             );
  121.         }
  122.     }

  123.     /**
  124.      * Check if the Account Exists
  125.      *
  126.      * @param account The Account
  127.      *
  128.      * @return TRUE - The Account Exists
  129.      */

  130.     public boolean containsAccount (
  131.         final java.lang.String account)
  132.     {
  133.         return null != account && !account.isEmpty() && _accountBusinessMap.containsKey (
  134.             account
  135.         );
  136.     }

  137.     /**
  138.      * Retrieve the Business corresponding to the Account
  139.      *
  140.      * @param account The Account
  141.      *
  142.      * @return The Business corresponding to the Account
  143.      */

  144.     public java.lang.String business (
  145.         final java.lang.String account)
  146.     {
  147.         return containsAccount (
  148.             account
  149.         ) ? _accountBusinessMap.get (
  150.             account
  151.         ) : "";
  152.     }

  153.     /**
  154.      * Retrieve the Set of Accounts corresponding to the given Business
  155.      *
  156.      * @param business The Business
  157.      *
  158.      * @return The Set of Accounts
  159.      */

  160.     public java.util.Set<java.lang.String> accountSet (
  161.         final java.lang.String business)
  162.     {
  163.         if (null == business || business.isEmpty())
  164.         {
  165.             return null;
  166.         }

  167.         java.util.Set<java.lang.String> accountSet = new java.util.HashSet<java.lang.String>();

  168.         for (java.util.Map.Entry<java.lang.String, java.lang.String> accountBusinessEntry :
  169.             _accountBusinessMap.entrySet())
  170.         {
  171.             java.lang.String accountBusiness = accountBusinessEntry.getValue();

  172.             if (business.equalsIgnoreCase (
  173.                 accountBusiness
  174.             ))
  175.             {
  176.                 accountSet.add (
  177.                     accountBusinessEntry.getKey()
  178.                 );
  179.             }
  180.         }

  181.         return accountSet;
  182.     }

  183.     /**
  184.      * Retrieve the Account To Business Map
  185.      *
  186.      * @return The Account To Business Map
  187.      */

  188.     public final java.util.Map<java.lang.String, java.lang.String> accountBusinessMap()
  189.     {
  190.         return _accountBusinessMap;
  191.     }
  192. }