BusinessGroupingContext.java
package org.drip.capital.shell;
/*
* -*- 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>BusinessGroupingContext</i> maintains the Loaded Business Groupings. 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/shell/README.md">Economic Risk Capital Parameter Contexts</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class BusinessGroupingContext
{
private java.util.Map<java.lang.String, org.drip.capital.label.BusinessGrouping>
_businessGroupingMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.capital.label.BusinessGrouping>();
/**
* BusinessGroupingContext Constructor
*
* @param businessGroupingMap Business Grouping Map
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public BusinessGroupingContext (
final java.util.Map<java.lang.String, org.drip.capital.label.BusinessGrouping>
businessGroupingMap)
throws java.lang.Exception
{
if (null == (_businessGroupingMap = businessGroupingMap) || 0 == _businessGroupingMap.size())
{
throw new java.lang.Exception (
"BusinessGroupingContext Constructor => Invalid Inputs"
);
}
}
/**
* Indicate if the Grouping for the specified Business Unit is Available
*
* @param business Business
*
* @return TRUE - Grouping for the specified Business Unit is Available
*/
public boolean containsBusiness (
final java.lang.String business)
{
return null == business || business.isEmpty() ? false : _businessGroupingMap.containsKey (
business
);
}
/**
* Retrieve the Grouping for the specified Business Unit
*
* @param business Business
*
* @return The Grouping for the specified Business Unit
*/
public org.drip.capital.label.BusinessGrouping businessGrouping (
final java.lang.String business)
{
return containsBusiness (
business
) ? _businessGroupingMap.get (
business
) : null;
}
/**
* Retrieve the Set of Businesses belonging to the Group
*
* @param group The Group
*
* @return Set of Businesses belonging to the Group
*/
public java.util.Set<java.lang.String> businessSetFromGroup (
final java.lang.String group)
{
if (null == group || group.isEmpty())
{
return null;
}
java.util.Set<java.lang.String> businessSet = new java.util.HashSet<java.lang.String>();
for (java.util.Map.Entry<java.lang.String, org.drip.capital.label.BusinessGrouping>
businessGroupingEntry : _businessGroupingMap.entrySet())
{
org.drip.capital.label.BusinessGrouping businessGrouping =
businessGroupingEntry.getValue();
if (group.equalsIgnoreCase (
businessGrouping.group()
))
{
businessSet.add (
businessGroupingEntry.getKey()
);
}
}
return businessSet;
}
/**
* Retrieve the Set of Businesses belonging to the Product
*
* @param product The Product
*
* @return Set of Businesses belonging to the Product
*/
public java.util.Set<java.lang.String> businessSetFromProduct (
final java.lang.String product)
{
if (null == product || product.isEmpty())
{
return null;
}
java.util.Set<java.lang.String> businessSet = new java.util.HashSet<java.lang.String>();
for (java.util.Map.Entry<java.lang.String, org.drip.capital.label.BusinessGrouping>
businessGroupingEntry : _businessGroupingMap.entrySet())
{
org.drip.capital.label.BusinessGrouping businessGrouping =
businessGroupingEntry.getValue();
if (product.equalsIgnoreCase (
businessGrouping.product()
))
{
businessSet.add (
businessGroupingEntry.getKey()
);
}
}
return businessSet;
}
/**
* Retrieve the Business Grouping Map
*
* @return The Business Grouping Map
*/
public java.util.Map<java.lang.String, org.drip.capital.label.BusinessGrouping> businessGroupingMap()
{
return _businessGroupingMap;
}
}