IBORIndexContainer.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
* Copyright (C) 2014 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>IBORIndexContainer</i> holds the definitions of the IBOR index definitions corresponding to the
* different jurisdictions.
*
* <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 IBORIndexContainer {
private static
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.market.definition.IBORIndex>
_mapNamedIBORIndex = null;
private static
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.market.definition.IBORIndex>
_mapJurisdictionIBORIndex = null;
/**
* Initialize the IBOR Index Container with the Overnight Indexes
*
* @return TRUE - The IBOR Index Container successfully initialized with the indexes
*/
public static final boolean Init()
{
if (null != _mapNamedIBORIndex) return true;
_mapNamedIBORIndex = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.market.definition.IBORIndex>();
_mapJurisdictionIBORIndex = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.market.definition.IBORIndex>();
try {
org.drip.market.definition.IBORIndex iborAUD = new org.drip.market.definition.IBORIndex
("AUD-BBSW", "BBSW", "AUD", "Act/365", "AUD", 0, "1M", "6M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("AUD", iborAUD);
_mapNamedIBORIndex.put ("AUD-BBSW", iborAUD);
_mapNamedIBORIndex.put ("AUD-LIBOR", iborAUD);
org.drip.market.definition.IBORIndex iborBRL = new org.drip.market.definition.IBORIndex
("BRL-LIBOR", "LIBOR", "BRL", "Bus/252", "BRL", 0, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("BRL", iborBRL);
_mapNamedIBORIndex.put ("BRL-LIBOR", iborBRL);
org.drip.market.definition.IBORIndex iborCAD = new org.drip.market.definition.IBORIndex
("CAD-CDOR", "CDOR", "CAD", "Act/365", "CAD", 0, "1M", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("CAD", iborCAD);
_mapNamedIBORIndex.put ("CAD-CDOR", iborCAD);
_mapNamedIBORIndex.put ("CAD-LIBOR", iborCAD);
org.drip.market.definition.IBORIndex iborCHF = new org.drip.market.definition.IBORIndex
("CHF-LIBOR", "LIBOR", "CHF", "Act/360", "CHF", 2, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("CHF", iborCHF);
_mapNamedIBORIndex.put ("CHF-LIBOR", iborCHF);
org.drip.market.definition.IBORIndex iborCLP = new org.drip.market.definition.IBORIndex
("CLP-LIBOR", "LIBOR", "CLP", "Act/360", "CLP", 2, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("CLP", iborCLP);
_mapNamedIBORIndex.put ("CLP-LIBOR", iborCLP);
org.drip.market.definition.IBORIndex iborCNY = new org.drip.market.definition.IBORIndex
("CNY-Repo", "Repo", "CNY", "Act/365", "CNY", 0, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("CNY", iborCNY);
_mapNamedIBORIndex.put ("CNY-LIBOR", iborCNY);
_mapNamedIBORIndex.put ("CNY-Repo", iborCNY);
org.drip.market.definition.IBORIndex iborCZK = new org.drip.market.definition.IBORIndex
("CZK-PRIBOR", "PRIBOR", "CZK", "Act/360", "CZK", 2, "", "",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("CZK", iborCZK);
_mapNamedIBORIndex.put ("CZK-LIBOR", iborCZK);
_mapNamedIBORIndex.put ("CZK-PRIBOR", iborCZK);
org.drip.market.definition.IBORIndex iborDKK = new org.drip.market.definition.IBORIndex
("DKK-CIBOR", "CIBOR", "DKK", "Act/360", "DKK", 2, "1W", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("DKK", iborDKK);
_mapNamedIBORIndex.put ("DKK-CIBOR", iborDKK);
_mapNamedIBORIndex.put ("DKK-LIBOR", iborDKK);
org.drip.market.definition.IBORIndex iborEUR = new org.drip.market.definition.IBORIndex
("EUR-EURIBOR", "EURIBOR", "EUR", "Act/360", "EUR", 2, "1W", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("EUR", iborEUR);
_mapNamedIBORIndex.put ("EUR-EURIBOR", iborEUR);
org.drip.market.definition.IBORIndex iborEUR2 = new org.drip.market.definition.IBORIndex
("EUR-EURIBOR", "EURIBOR", "EUR", "Act/365", "EUR", 2, "1W", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapNamedIBORIndex.put ("EUR-EURIBOR2", iborEUR2);
org.drip.market.definition.IBORIndex iborEUR3 = new org.drip.market.definition.IBORIndex
("EUR-LIBOR", "LIBOR", "EUR", "Act/360", "EUR", 2, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapNamedIBORIndex.put ("EUR-LIBOR", iborEUR3);
org.drip.market.definition.IBORIndex iborEUR4 = new org.drip.market.definition.IBORIndex
("EUR-LIBOR", "LIBOR", "EUR", "Act/360", "EUR", 0, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapNamedIBORIndex.put ("EUR-LIBOR2", iborEUR4);
org.drip.market.definition.IBORIndex iborGBP = new org.drip.market.definition.IBORIndex
("GBP-LIBOR", "LIBOR", "GBP", "Act/365", "GBP", 0, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("GBP", iborGBP);
_mapNamedIBORIndex.put ("GBP-LIBOR", iborGBP);
org.drip.market.definition.IBORIndex iborHKD = new org.drip.market.definition.IBORIndex
("HKD-HIBOR", "HIBOR", "HKD", "Act/365", "HKD", 2, "1M", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("HKD", iborHKD);
_mapNamedIBORIndex.put ("HKD-HIBOR", iborHKD);
_mapNamedIBORIndex.put ("HKD-LIBOR", iborHKD);
org.drip.market.definition.IBORIndex iborHUF = new org.drip.market.definition.IBORIndex
("HUF-BUBOR", "BUBOR", "HUF", "Act/360", "HUF", 2, "", "",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("HUF", iborHUF);
_mapNamedIBORIndex.put ("HUF-BUBOR", iborHUF);
_mapNamedIBORIndex.put ("HUF-LIBOR", iborHUF);
org.drip.market.definition.IBORIndex iborILS = new org.drip.market.definition.IBORIndex
("ILS-LIBOR", "LIBOR", "ILS", "Act/360", "ILS", 2, "", "",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("ILS", iborILS);
_mapNamedIBORIndex.put ("ILS-LIBOR", iborILS);
org.drip.market.definition.IBORIndex iborIDR = new org.drip.market.definition.IBORIndex
("IDR-IDRFIX", "IDRFIX", "IDR", "Act/360", "IDR", 2, "", "",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("IDR", iborIDR);
_mapNamedIBORIndex.put ("IDR-IDRFIX", iborIDR);
_mapNamedIBORIndex.put ("IDR-LIBOR", iborIDR);
org.drip.market.definition.IBORIndex iborINR = new org.drip.market.definition.IBORIndex
("INR-MIFOR", "MIFOR", "INR", "Act/365", "INR", 2, "", "",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("INR", iborINR);
_mapNamedIBORIndex.put ("INR-LIBOR", iborINR);
_mapNamedIBORIndex.put ("INR-MIFOR", iborINR);
org.drip.market.definition.IBORIndex iborJPY = new org.drip.market.definition.IBORIndex
("JPY-LIBOR", "LIBOR", "JPY", "Act/360", "JPY", 2, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("JPY", iborJPY);
_mapNamedIBORIndex.put ("JPY-LIBOR", iborJPY);
org.drip.market.definition.IBORIndex iborJPYTIBOR = new org.drip.market.definition.IBORIndex
("JPY-Japan TIBOR", "TIBOR", "JPY", "Act/365", "JPY", 2, "1W", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapNamedIBORIndex.put ("JPY-TIBOR", iborJPYTIBOR);
_mapNamedIBORIndex.put ("JPY-TIBOR", iborJPYTIBOR);
org.drip.market.definition.IBORIndex iborJPYEuroyen = new org.drip.market.definition.IBORIndex
("JPY-Euroyen TIBOR", "TIBOR", "JPY", "Act/360", "JPY", 2, "1W", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapNamedIBORIndex.put ("JPY-EUROYEN", iborJPYEuroyen);
_mapNamedIBORIndex.put ("JPY-EURTIBOR", iborJPYEuroyen);
org.drip.market.definition.IBORIndex iborKRW = new org.drip.market.definition.IBORIndex
("KRW-LIBOR", "LIBOR", "KRW", "Act/365", "KRW", 1, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("KRW", iborKRW);
_mapNamedIBORIndex.put ("KRW-LIBOR", iborKRW);
org.drip.market.definition.IBORIndex iborMXN = new org.drip.market.definition.IBORIndex
("MXN-LIBOR", "LIBOR", "MXN", "Act/360", "MXN", 2, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("MXN", iborMXN);
_mapNamedIBORIndex.put ("MXN-LIBOR", iborMXN);
org.drip.market.definition.IBORIndex iborMYR = new org.drip.market.definition.IBORIndex
("MYR-LIBOR", "LIBOR", "MYR", "Act/365", "MYR", 0, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("MYR", iborMYR);
_mapNamedIBORIndex.put ("MYR-LIBOR", iborMYR);
org.drip.market.definition.IBORIndex iborNOK = new org.drip.market.definition.IBORIndex
("NOK-NIBOR", "NIBOR", "NOK", "Act/360", "NOK", 2, "", "",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("NOK", iborNOK);
_mapNamedIBORIndex.put ("NOK-LIBOR", iborNOK);
_mapNamedIBORIndex.put ("NOK-NIBOR", iborNOK);
org.drip.market.definition.IBORIndex iborNZD = new org.drip.market.definition.IBORIndex
("NZD-BBR", "BBR", "NZD", "Act/365", "NZD", 0, "", "",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("NZD", iborNZD);
_mapNamedIBORIndex.put ("NZD-BBR", iborNZD);
_mapNamedIBORIndex.put ("NZD-BKBM", iborNZD);
_mapNamedIBORIndex.put ("NZD-LIBOR", iborNZD);
org.drip.market.definition.IBORIndex iborPLN = new org.drip.market.definition.IBORIndex
("PLN-WIBOR", "WIBOR", "PLN", "Act/365", "PLN", 2, "", "",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("PLN", iborPLN);
_mapNamedIBORIndex.put ("PLN-LIBOR", iborPLN);
_mapNamedIBORIndex.put ("PLN-WIBOR", iborPLN);
org.drip.market.definition.IBORIndex iborRMB = new org.drip.market.definition.IBORIndex
("RMB-SHIBOR", "SHIBOR", "RMB", "Act/360", "RMB", 0, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("RMB", iborRMB);
_mapNamedIBORIndex.put ("RMB-LIBOR", iborRMB);
_mapNamedIBORIndex.put ("RMB-SHIBOR", iborRMB);
org.drip.market.definition.IBORIndex iborSEK = new org.drip.market.definition.IBORIndex
("SEK-STIBOR", "STIBOR", "SEK", "Act/360", "SEK", 2, "", "",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("SEK", iborSEK);
_mapNamedIBORIndex.put ("SEK-LIBOR", iborSEK);
_mapNamedIBORIndex.put ("SEK-STIBOR", iborSEK);
org.drip.market.definition.IBORIndex iborSGD = new org.drip.market.definition.IBORIndex
("SGD-SIBOR", "SIBOR", "SGD", "Act/365", "SGD", 2, "", "",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("SGD", iborSGD);
_mapNamedIBORIndex.put ("SGD-LIBOR", iborSGD);
_mapNamedIBORIndex.put ("SGD-SIBOR", iborSGD);
_mapNamedIBORIndex.put ("SGD-SOR", iborSGD);
org.drip.market.definition.IBORIndex iborSKK = new org.drip.market.definition.IBORIndex
("SKK-BRIBOR", "BRIBOR", "SKK", "Act/360", "SKK", 2, "", "",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("SKK", iborSKK);
_mapNamedIBORIndex.put ("SKK-BRIBOR", iborSKK);
_mapNamedIBORIndex.put ("SKK-LIBOR", iborSKK);
org.drip.market.definition.IBORIndex iborTHB = new org.drip.market.definition.IBORIndex
("THB-LIBOR", "LIBOR", "THB", "Act/365", "THB", 2, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("THB", iborTHB);
_mapNamedIBORIndex.put ("THB-LIBOR", iborTHB);
org.drip.market.definition.IBORIndex iborTRY = new org.drip.market.definition.IBORIndex
("TRY-LIBOR", "LIBOR", "TRY", "Act/360", "TRY", 2, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("TRY", iborTRY);
_mapNamedIBORIndex.put ("TRY-LIBOR", iborTRY);
org.drip.market.definition.IBORIndex iborTWD = new org.drip.market.definition.IBORIndex
("TWD-LIBOR", "LIBOR", "TWD", "Act/365", "TWD", 2, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("TWD", iborTWD);
_mapNamedIBORIndex.put ("TWD-LIBOR", iborTWD);
org.drip.market.definition.IBORIndex iborUSD = new org.drip.market.definition.IBORIndex
("USD-LIBOR", "LIBOR", "USD", "Act/360", "USD", 2, "ON", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("USD", iborUSD);
_mapNamedIBORIndex.put ("USD-LIBOR", iborUSD);
org.drip.market.definition.IBORIndex iborZAR = new org.drip.market.definition.IBORIndex
("ZAR-JIBAR", "JIBAR", "ZAR", "Act/365", "ZAR", 0, "1M", "12M",
org.drip.analytics.support.CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_GEOMETRIC);
_mapJurisdictionIBORIndex.put ("ZAR", iborZAR);
_mapNamedIBORIndex.put ("ZAR-JIBAR", iborZAR);
_mapNamedIBORIndex.put ("ZAR-LIBOR", iborZAR);
} catch (java.lang.Exception e) {
e.printStackTrace();
return false;
}
return true;
}
/**
* Retrieve the IBOR Index from the Jurisdiction Name
*
* @param strName The IBOR Index Jurisdiction Name
*
* @return The IBOR Index
*/
public static final org.drip.market.definition.IBORIndex IndexFromJurisdiction (
final java.lang.String strName)
{
return _mapJurisdictionIBORIndex.containsKey (strName) ? _mapJurisdictionIBORIndex.get (strName) :
null;
}
/**
* Retrieve the IBOR Index from the Index Name
*
* @param strName The IBOR Index Index Name
*
* @return The IBOR Index
*/
public static final org.drip.market.definition.IBORIndex IndexFromName (
final java.lang.String strName)
{
return _mapNamedIBORIndex.containsKey (strName) ? _mapNamedIBORIndex.get (strName) : null;
}
}