ShortTermFuturesContainer.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>ShortTermFuturesContainer</i> holds the short term 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 ShortTermFuturesContainer {
    private static java.util.Map<java.lang.String, org.drip.market.exchange.ShortTermFutures> _mapFutures =
        null;

    /**
     * Initialize the Short Term Futures Container with the pre-set Short Term Contracts
     * 
     * @return TRUE - The Short Term Futures Container successfully initialized with the pre-set Short Term
     *  Contracts
     */

    public static final boolean Init()
    {
        if (null != _mapFutures) return true;

        _mapFutures = new java.util.TreeMap<java.lang.String, org.drip.market.exchange.ShortTermFutures>();

        try {
            _mapFutures.put ("CAD-CDOR-3M", new org.drip.market.exchange.ShortTermFutures (new
                java.lang.String[] {"MX"}, 1000000.));

            _mapFutures.put ("CHF-LIBOR-3M", new org.drip.market.exchange.ShortTermFutures (new
                java.lang.String[] {"LIFFE"}, 1000000.));

            _mapFutures.put ("DKK-CIBOR-3M", new org.drip.market.exchange.ShortTermFutures (new
                java.lang.String[] {"OMX"}, 1000000.));

            _mapFutures.put ("EUR-EURIBOR-3M", new org.drip.market.exchange.ShortTermFutures (new
                java.lang.String[] {"EUREX", "LIFFE", "NLX"}, 1000000.));

            _mapFutures.put ("GBP-LIBOR-3M", new org.drip.market.exchange.ShortTermFutures (new
                java.lang.String[] {"LIFFE", "NLX"}, 500000.));

            _mapFutures.put ("JPY-LIBOR-3M", new org.drip.market.exchange.ShortTermFutures (new
                java.lang.String[] {"SGX"}, 100000000.));

            _mapFutures.put ("JPY-TIBOR-3M", new org.drip.market.exchange.ShortTermFutures (new
                java.lang.String[] {"CME", "SGX"}, 100000000.));

            _mapFutures.put ("USD-LIBOR-1M", new org.drip.market.exchange.ShortTermFutures (new
                java.lang.String[] {"CME"}, 3000000.));

            _mapFutures.put ("USD-LIBOR-3M", new org.drip.market.exchange.ShortTermFutures (new
                java.lang.String[] {"CME", "SGX"}, 1000000.));

            _mapFutures.put ("ZAR-JIBAR-3M", new org.drip.market.exchange.ShortTermFutures (new
                java.lang.String[] {"SAFEX"}, 1000000.));
        } catch (java.lang.Exception e) {
            e.printStackTrace();

            return false;
        }

        return true;
    }

    /**
     * Retrieve the Short Term Futures Exchange Info From the Corresponding Forward Label
     * 
     * @param forwardLabel The Forward Label
     * 
     * @return The Short Term Futures Exchange Info
     */

    public static final org.drip.market.exchange.ShortTermFutures ExchangeInfo (
        final org.drip.state.identifier.ForwardLabel forwardLabel)
    {
        if (null == forwardLabel) return null;

        java.lang.String strFullyQualifiedName = forwardLabel.fullyQualifiedName();

        return _mapFutures.containsKey (strFullyQualifiedName) ? _mapFutures.get (strFullyQualifiedName) :
            null;
    }

    /**
     * Retrieve the Short Term Futures Exchange Info From the Corresponding Forward Label
     * 
     * @param strFullyQualifiedName The Forward Label
     * 
     * @return The Short Term Futures Exchange Info
     */

    public static final org.drip.market.exchange.ShortTermFutures ExchangeInfo (
        final java.lang.String strFullyQualifiedName)
    {
        return null != strFullyQualifiedName && _mapFutures.containsKey (strFullyQualifiedName) ?
            _mapFutures.get (strFullyQualifiedName) : null;
    }
}