FXSettingContainer.java
package org.drip.market.definition;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 Lakshmi Krishnamurthy
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 Lakshmi Krishnamurthy
* Copyright (C) 2016 Lakshmi Krishnamurthy
* Copyright (C) 2015 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>FXSettingContainer</i> contains the Parameters related to the FX Settings.
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics Library</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/market">Static Market Fields - the Definitions, the OTC/Exchange Traded Products, and Treasury Settings</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/market/definition">IBOR, FX, Overnight Index Container</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class FXSettingContainer {
private static java.util.Map<java.lang.String, java.lang.Integer> _mapCurrencyOrder = null;
private static java.util.Map<java.lang.String, org.drip.product.params.CurrencyPair> _mapCurrencyPair =
null;
private static final void SetUpCurrencyPair (
final java.lang.String strCurrency1,
final java.lang.String strCurrency2,
final org.drip.product.params.CurrencyPair cp)
{
_mapCurrencyPair.put (strCurrency1 + strCurrency2, cp);
_mapCurrencyPair.put (strCurrency2 + strCurrency1, cp);
}
/**
* Initialize the FXSettingContainer
*
* @return TRUE - FXSettingsContainer successfully initialized
*/
public static final boolean Init()
{
if (null != _mapCurrencyOrder) return true;
_mapCurrencyOrder = new java.util.TreeMap<java.lang.String, java.lang.Integer>();
_mapCurrencyPair = new java.util.TreeMap<java.lang.String, org.drip.product.params.CurrencyPair>();
_mapCurrencyOrder.put ("EUR", 1);
_mapCurrencyOrder.put ("GBP", 2);
_mapCurrencyOrder.put ("AUD", 3);
_mapCurrencyOrder.put ("NZD", 4);
_mapCurrencyOrder.put ("USD", 5);
_mapCurrencyOrder.put ("CAD", 6);
_mapCurrencyOrder.put ("CHF", 7);
_mapCurrencyOrder.put ("JPY", 8);
try {
SetUpCurrencyPair ("AUD", "EUR", new org.drip.product.params.CurrencyPair ("AUD", "EUR", "EUR",
10000.));
SetUpCurrencyPair ("AUD", "USD", new org.drip.product.params.CurrencyPair ("AUD", "USD", "USD",
10000.));
SetUpCurrencyPair ("EUR", "GBP", new org.drip.product.params.CurrencyPair ("EUR", "GBP", "GBP",
10000.));
SetUpCurrencyPair ("EUR", "JPY", new org.drip.product.params.CurrencyPair ("EUR", "JPY", "JPY",
100.));
SetUpCurrencyPair ("EUR", "USD", new org.drip.product.params.CurrencyPair ("EUR", "USD", "USD",
10000.));
SetUpCurrencyPair ("GBP", "JPY", new org.drip.product.params.CurrencyPair ("GBP", "JPY", "JPY",
100.));
SetUpCurrencyPair ("GBP", "USD", new org.drip.product.params.CurrencyPair ("GBP", "USD", "USD",
10000.));
SetUpCurrencyPair ("USD", "BRL", new org.drip.product.params.CurrencyPair ("USD", "BRL", "BRL",
10000.));
SetUpCurrencyPair ("USD", "CAD", new org.drip.product.params.CurrencyPair ("USD", "CAD", "CAD",
10000.));
SetUpCurrencyPair ("USD", "CHF", new org.drip.product.params.CurrencyPair ("USD", "CHF", "CHF",
10000.));
SetUpCurrencyPair ("USD", "CNY", new org.drip.product.params.CurrencyPair ("USD", "CNY", "CNY",
1.));
SetUpCurrencyPair ("USD", "EGP", new org.drip.product.params.CurrencyPair ("USD", "EGP", "EGP",
10000.));
SetUpCurrencyPair ("USD", "HUF", new org.drip.product.params.CurrencyPair ("USD", "HUF", "HUF",
100.));
SetUpCurrencyPair ("USD", "INR", new org.drip.product.params.CurrencyPair ("USD", "INR", "INR",
100.));
SetUpCurrencyPair ("USD", "JPY", new org.drip.product.params.CurrencyPair ("USD", "JPY", "JPY",
100.));
SetUpCurrencyPair ("USD", "KRW", new org.drip.product.params.CurrencyPair ("USD", "KRW", "KRW",
1.));
SetUpCurrencyPair ("USD", "MXN", new org.drip.product.params.CurrencyPair ("USD", "MXN", "MXN",
10000.));
SetUpCurrencyPair ("USD", "PLN", new org.drip.product.params.CurrencyPair ("USD", "PLN", "PLN",
100.));
SetUpCurrencyPair ("USD", "TRY", new org.drip.product.params.CurrencyPair ("USD", "TRY", "TRY",
100.));
SetUpCurrencyPair ("USD", "TWD", new org.drip.product.params.CurrencyPair ("USD", "TWD", "TWD",
1.));
SetUpCurrencyPair ("USD", "ZAR", new org.drip.product.params.CurrencyPair ("USD", "ZAR", "ZAR",
10000.));
return true;
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return false;
}
/**
* Retrieve the Order corresponding to the specified Currency
*
* @param strCurrency The Currency
*
* @return The Order corresponding to the specified Currency
*
* @throws java.lang.Exception Thrown if Inputs of Invalid
*/
public static final int CurrencyOrder (
final java.lang.String strCurrency)
throws java.lang.Exception
{
if (null == strCurrency || strCurrency.isEmpty())
throw new java.lang.Exception ("FXSettingsContainer::CurrencyOrder => Invalid Input");
return _mapCurrencyOrder.containsKey (strCurrency) ? _mapCurrencyOrder.get (strCurrency) : 0;
}
/**
* Retrieve the Currency Pair Instance from the specified Currencies
*
* @param strCurrency1 Currency #1
* @param strCurrency2 Currency #2
*
* @return The Currency Pair Instance
*/
public static final org.drip.product.params.CurrencyPair CurrencyPair (
final java.lang.String strCurrency1,
final java.lang.String strCurrency2)
{
if (null == strCurrency1 || strCurrency1.isEmpty() || null == strCurrency2 || strCurrency2.isEmpty())
return null;
java.lang.String strCurrencyPairCode = strCurrency1 + strCurrency2;
return _mapCurrencyPair.containsKey (strCurrencyPairCode) ? _mapCurrencyPair.get
(strCurrencyPairCode) : null;
}
}