BusinessGroupingContext.java

  1. package org.drip.capital.shell;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * 
  11.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  12.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  13.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  14.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  15.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  16.  *      and computational support.
  17.  *  
  18.  *      https://lakshmidrip.github.io/DROP/
  19.  *  
  20.  *  DROP is composed of three modules:
  21.  *  
  22.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  23.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  24.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  25.  * 
  26.  *  DROP Product Core implements libraries for the following:
  27.  *  - Fixed Income Analytics
  28.  *  - Loan Analytics
  29.  *  - Transaction Cost Analytics
  30.  * 
  31.  *  DROP Portfolio Core implements libraries for the following:
  32.  *  - Asset Allocation Analytics
  33.  *  - Asset Liability Management Analytics
  34.  *  - Capital Estimation Analytics
  35.  *  - Exposure Analytics
  36.  *  - Margin Analytics
  37.  *  - XVA Analytics
  38.  * 
  39.  *  DROP Computational Core implements libraries for the following:
  40.  *  - Algorithm Support
  41.  *  - Computation Support
  42.  *  - Function Analysis
  43.  *  - Model Validation
  44.  *  - Numerical Analysis
  45.  *  - Numerical Optimizer
  46.  *  - Spline Builder
  47.  *  - Statistical Learning
  48.  * 
  49.  *  Documentation for DROP is Spread Over:
  50.  * 
  51.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  52.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  53.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  54.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  55.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  56.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  57.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  58.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  59.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  60.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  61.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  62.  * 
  63.  *  Licensed under the Apache License, Version 2.0 (the "License");
  64.  *      you may not use this file except in compliance with the License.
  65.  *   
  66.  *  You may obtain a copy of the License at
  67.  *      http://www.apache.org/licenses/LICENSE-2.0
  68.  *  
  69.  *  Unless required by applicable law or agreed to in writing, software
  70.  *      distributed under the License is distributed on an "AS IS" BASIS,
  71.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  72.  *  
  73.  *  See the License for the specific language governing permissions and
  74.  *      limitations under the License.
  75.  */

  77. /**
  78.  * <i>BusinessGroupingContext</i> maintains the Loaded Business Groupings. The References are:
  79.  * 
  80.  * <br><br>
  81.  *  <ul>
  82.  *      <li>
  83.  *          Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey
  84.  *              Results and Practice https://www.bis.org/publ/cgfs24.htm
  85.  *      </li>
  86.  *      <li>
  87.  *          Glasserman, P. (2004): <i>Monte Carlo Methods in Financial Engineering</i> <b>Springer</b>
  88.  *      </li>
  89.  *      <li>
  90.  *          Kupiec, P. H. (2000): Stress Tests and Risk Capital <i>Risk</i> <b>2 (4)</b> 27-39
  91.  *      </li>
  92.  *  </ul>
  93.  *
  94.  *  <br><br>
  95.  *  <ul>
  96.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
  97.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/CapitalAnalyticsLibrary.md">Capital Analytics</a></li>
  98.  *      <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>
  99.  *      <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>
  100.  *  </ul>
  101.  * 
  102.  * @author Lakshmi Krishnamurthy
  103.  */

  105. public class BusinessGroupingContext
  106. {
  107.     private java.util.Map<java.lang.String, org.drip.capital.label.BusinessGrouping>
  108.         _businessGroupingMap = new
  109.             org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.capital.label.BusinessGrouping>();

  111.     /**
  112.      * BusinessGroupingContext Constructor
  113.      * 
  114.      * @param businessGroupingMap Business Grouping Map
  115.      * 
  116.      * @throws java.lang.Exception Thrown if the Inputs are Invalid
  117.      */

  119.     public BusinessGroupingContext (
  120.         final java.util.Map<java.lang.String, org.drip.capital.label.BusinessGrouping>
  121.             businessGroupingMap)
  122.         throws java.lang.Exception
  123.     {
  124.         if (null == (_businessGroupingMap = businessGroupingMap) || 0 == _businessGroupingMap.size())
  125.         {
  126.             throw new java.lang.Exception (
  127.                 "BusinessGroupingContext Constructor => Invalid Inputs"
  128.             );
  129.         }
  130.     }

  132.     /**
  133.      * Indicate if the Grouping for the specified Business Unit is Available
  134.      * 
  135.      * @param business Business
  136.      * 
  137.      * @return TRUE - Grouping for the specified Business Unit is Available
  138.      */

  140.     public boolean containsBusiness (
  141.         final java.lang.String business)
  142.     {
  143.         return null == business || business.isEmpty() ? false : _businessGroupingMap.containsKey (
  144.             business
  145.         );
  146.     }

  148.     /**
  149.      * Retrieve the Grouping for the specified Business Unit
  150.      * 
  151.      * @param business Business
  152.      * 
  153.      * @return The Grouping for the specified Business Unit
  154.      */

  156.     public org.drip.capital.label.BusinessGrouping businessGrouping (
  157.         final java.lang.String business)
  158.     {
  159.         return containsBusiness (
  160.             business
  161.         ) ? _businessGroupingMap.get (
  162.             business
  163.         ) : null;
  164.     }

  166.     /**
  167.      * Retrieve the Set of Businesses belonging to the Group
  168.      * 
  169.      * @param group The Group
  170.      * 
  171.      * @return Set of Businesses belonging to the Group
  172.      */

  174.     public java.util.Set<java.lang.String> businessSetFromGroup (
  175.         final java.lang.String group)
  176.     {
  177.         if (null == group || group.isEmpty())
  178.         {
  179.             return null;
  180.         }

  182.         java.util.Set<java.lang.String> businessSet = new java.util.HashSet<java.lang.String>();

  184.         for (java.util.Map.Entry<java.lang.String, org.drip.capital.label.BusinessGrouping>
  185.             businessGroupingEntry : _businessGroupingMap.entrySet())
  186.         {
  187.             org.drip.capital.label.BusinessGrouping businessGrouping =
  188.                 businessGroupingEntry.getValue();

  190.             if (group.equalsIgnoreCase (
  191.                 businessGrouping.group()
  192.             ))
  193.             {
  194.                 businessSet.add (
  195.                     businessGroupingEntry.getKey()
  196.                 );
  197.             }
  198.         }

  200.         return businessSet;
  201.     }

  203.     /**
  204.      * Retrieve the Set of Businesses belonging to the Product
  205.      * 
  206.      * @param product The Product
  207.      * 
  208.      * @return Set of Businesses belonging to the Product
  209.      */

  211.     public java.util.Set<java.lang.String> businessSetFromProduct (
  212.         final java.lang.String product)
  213.     {
  214.         if (null == product || product.isEmpty())
  215.         {
  216.             return null;
  217.         }

  219.         java.util.Set<java.lang.String> businessSet = new java.util.HashSet<java.lang.String>();

  221.         for (java.util.Map.Entry<java.lang.String, org.drip.capital.label.BusinessGrouping>
  222.             businessGroupingEntry : _businessGroupingMap.entrySet())
  223.         {
  224.             org.drip.capital.label.BusinessGrouping businessGrouping =
  225.                 businessGroupingEntry.getValue();

  227.             if (product.equalsIgnoreCase (
  228.                 businessGrouping.product()
  229.             ))
  230.             {
  231.                 businessSet.add (
  232.                     businessGroupingEntry.getKey()
  233.                 );
  234.             }
  235.         }

  237.         return businessSet;
  238.     }

  240.     /**
  241.      * Retrieve the Business Grouping Map
  242.      * 
  243.      * @return The Business Grouping Map
  244.      */

  246.     public java.util.Map<java.lang.String, org.drip.capital.label.BusinessGrouping> businessGroupingMap()
  247.     {
  248.         return _businessGroupingMap;
  249.     }
  250. }
Created with JaCoCo 0.7.9.201702052155