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);
}
}