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;
    }
}