TreasurySettingContainer.java

package org.drip.market.issue;

/*
 * -*- 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
 * 
 *  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>TreasurySettingContainer</i> contains the Parameters related to the Jurisdiction-specific Treasuries.
 *
 *  <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/issue">Market Issue Treasury Setting Container</a></li>
 *  </ul>
 *
 * @author Lakshmi Krishnamurthy
 */

public class TreasurySettingContainer {
    private static java.util.Map<java.lang.String, java.lang.String> _mapCurrencyTreasuryCode = null;
    private static java.util.Map<java.lang.String, org.drip.market.issue.TreasurySetting> _mapTreasurySetting
        = null;

    private static final boolean AddSetting (
        final java.lang.String strCode,
        final java.lang.String strCurrency,
        final int iFrequency,
        final java.lang.String strDayCount,
        final java.lang.String strCalendar)
    {
        try {
            _mapTreasurySetting.put (strCode, new org.drip.market.issue.TreasurySetting (strCode,
                strCurrency, iFrequency, strDayCount, strCalendar));

            return true;
        } catch (java.lang.Exception e) {
            e.printStackTrace();
        }

        return false;
    }

    /**
     * Initialize the Treasury Settings Container
     * 
     * @return TRUE - Initialization Successful
     */

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

        _mapCurrencyTreasuryCode = new
                org.drip.analytics.support.CaseInsensitiveHashMap<java.lang.String>();

         _mapTreasurySetting = new
            org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.market.issue.TreasurySetting>();

        if (!AddSetting ("AGB", "AUD", 2, "DCAct_Act_UST", "AUD")) return false;

        if (!AddSetting ("BTPS", "EUR", 2, "DCAct_Act_UST", "EUR")) return false;

        if (!AddSetting ("CAN", "CAD", 2, "DCAct_Act_UST", "CAD")) return false;

        if (!AddSetting ("DBR", "EUR", 2, "DCAct_Act_UST", "EUR")) return false;

        if (!AddSetting ("DGB", "DKK", 2, "DCAct_Act_UST", "DKK")) return false;

        if (!AddSetting ("FRTR", "EUR", 2, "DCAct_Act_UST", "EUR")) return false;

        if (!AddSetting ("GGB", "EUR", 2, "DCAct_Act_UST", "EUR")) return false;

        if (!AddSetting ("GILT", "GBP", 2, "DCAct_Act_UST", "GBP")) return false;

        if (!AddSetting ("GSWISS", "CHF", 2, "DCAct_Act_UST", "CHF")) return false;

        if (!AddSetting ("JGB", "JPY", 2, "DCAct_Act_UST", "JPY")) return false;

        if (!AddSetting ("MBONO", "MXN", 2, "DCAct_364", "MXN")) return false;

        if (!AddSetting ("NGB", "NOK", 2, "DCAct_Act_UST", "NOK")) return false;

        if (!AddSetting ("NZGB", "NZD", 2, "DCAct_Act_UST", "NZD")) return false;

        if (!AddSetting ("SGB", "SEK", 2, "DCAct_Act_UST", "SEK")) return false;

        if (!AddSetting ("SPGB", "EUR", 2, "DCAct_Act_UST", "EUR")) return false;

        if (!AddSetting ("UST", "USD", 2, "DCAct_Act_UST", "USD")) return false;

        _mapCurrencyTreasuryCode.put ("AUD", "AGB");

        _mapCurrencyTreasuryCode.put ("CAD", "CAN");

        _mapCurrencyTreasuryCode.put ("CHF", "GSWISS");

        _mapCurrencyTreasuryCode.put ("DKK", "DGB");

        _mapCurrencyTreasuryCode.put ("EUR", "DBR");

        _mapCurrencyTreasuryCode.put ("GBP", "GILT");

        _mapCurrencyTreasuryCode.put ("JPY", "JGB");

        _mapCurrencyTreasuryCode.put ("MXN", "MBONO");

        _mapCurrencyTreasuryCode.put ("NOK", "NGB");

        _mapCurrencyTreasuryCode.put ("NZD", "NZGB");

        _mapCurrencyTreasuryCode.put ("SEK", "SGB");

        _mapCurrencyTreasuryCode.put ("USD", "UST");

        return true;
    }

    /**
     * Retrieve the Treasury Settings corresponding to the Code
     * 
     * @param strTreasuryCode The Treasury Code
     * 
     * @return The Settings that correspond to the Code
     */

    public static final org.drip.market.issue.TreasurySetting TreasurySetting (
        final java.lang.String strTreasuryCode)
    {
        return !_mapTreasurySetting.containsKey (strTreasuryCode) ? null : _mapTreasurySetting.get
            (strTreasuryCode);
    }

    /**
     * Retrieve the Benchmark Treasury Code for the specified Currency
     * 
     * @param strCurrency The Currency
     * 
     * @return The Benchmark Treasury Code
     */

    public static final java.lang.String CurrencyBenchmarkCode (
        final java.lang.String strCurrency)
    {
        return !_mapCurrencyTreasuryCode.containsKey (strCurrency) ? null : _mapCurrencyTreasuryCode.get
            (strCurrency);
    }
}