DeliverableSwapFuturesContainer.java
package org.drip.market.exchange;
/*
* -*- 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>DeliverableSwapFuturesContainer</i> holds the Deliverable Swap Futures Contracts.
*
* <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/exchange">Deliverable Swap, STIR, Treasury Futures</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class DeliverableSwapFuturesContainer {
private static java.util.Map<java.lang.String, org.drip.market.exchange.DeliverableSwapFutures>
_mapFutures = null;
/**
* Initialize the Deliverable Swap Futures Container with the pre-set Deliverable Swap Futures Contract
*
* @return TRUE - The Deliverable Swap Futures Container successfully initialized with the pre-set
* Deliverable Swap Futures Contract
*/
public static final boolean Init()
{
if (null != _mapFutures) return true;
_mapFutures = new java.util.TreeMap<java.lang.String,
org.drip.market.exchange.DeliverableSwapFutures>();
try {
_mapFutures.put ("USD-2Y", new org.drip.market.exchange.DeliverableSwapFutures ("USD", "2Y",
100000., 0.0025, new org.drip.product.params.LastTradingDateSetting
(org.drip.product.params.LastTradingDateSetting.MID_CURVE_OPTION, "2D",
java.lang.Integer.MIN_VALUE)));
_mapFutures.put ("USD-5Y", new org.drip.market.exchange.DeliverableSwapFutures ("USD", "5Y",
100000., 0.0025, new org.drip.product.params.LastTradingDateSetting
(org.drip.product.params.LastTradingDateSetting.MID_CURVE_OPTION, "2D",
java.lang.Integer.MIN_VALUE)));
_mapFutures.put ("USD-10Y", new org.drip.market.exchange.DeliverableSwapFutures ("USD", "10Y",
100000., 0.0025, new org.drip.product.params.LastTradingDateSetting
(org.drip.product.params.LastTradingDateSetting.MID_CURVE_OPTION, "2D",
java.lang.Integer.MIN_VALUE)));
_mapFutures.put ("USD-30Y", new org.drip.market.exchange.DeliverableSwapFutures ("USD", "30Y",
100000., 0.0025, new org.drip.product.params.LastTradingDateSetting
(org.drip.product.params.LastTradingDateSetting.MID_CURVE_OPTION, "2D",
java.lang.Integer.MIN_VALUE)));
} catch (java.lang.Exception e) {
e.printStackTrace();
return false;
}
return true;
}
/**
* Retrieve the Deliverable Swap Futures Info from the Currency and the Tenor
*
* @param strCurrency The Currency
* @param strTenor The Tenor
*
* @return The Deliverable Swap Futures Instance
*/
public static final org.drip.market.exchange.DeliverableSwapFutures ProductInfo (
final java.lang.String strCurrency,
final java.lang.String strTenor)
{
if (null == strCurrency || strCurrency.isEmpty() || null == strTenor || strTenor.isEmpty())
return null;
java.lang.String strKey = strCurrency + "-" + strTenor;
return _mapFutures.containsKey (strKey) ? _mapFutures.get (strKey) : null;
}
}