BusinessHierarchy.java

  1. package org.drip.sample.businessspec;

  3. import java.util.Set;

  5. import org.drip.capital.definition.Business;
  6. import org.drip.capital.env.CapitalEstimationContextManager;
  7. import org.drip.service.env.EnvManager;

  9. /*
  10.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  11.  */

  13. /*!
  14.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  16.  * 
  17.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  18.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  19.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  20.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  21.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  22.  *      and computational support.
  23.  *  
  24.  *      https://lakshmidrip.github.io/DROP/
  25.  *  
  26.  *  DROP is composed of three modules:
  27.  *  
  28.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  29.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  30.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  31.  * 
  32.  *  DROP Product Core implements libraries for the following:
  33.  *  - Fixed Income Analytics
  34.  *  - Loan Analytics
  35.  *  - Transaction Cost Analytics
  36.  * 
  37.  *  DROP Portfolio Core implements libraries for the following:
  38.  *  - Asset Allocation Analytics
  39.  *  - Asset Liability Management Analytics
  40.  *  - Capital Estimation Analytics
  41.  *  - Exposure Analytics
  42.  *  - Margin Analytics
  43.  *  - XVA Analytics
  44.  * 
  45.  *  DROP Computational Core implements libraries for the following:
  46.  *  - Algorithm Support
  47.  *  - Computation Support
  48.  *  - Function Analysis
  49.  *  - Model Validation
  50.  *  - Numerical Analysis
  51.  *  - Numerical Optimizer
  52.  *  - Spline Builder
  53.  *  - Statistical Learning
  54.  * 
  55.  *  Documentation for DROP is Spread Over:
  56.  * 
  57.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  58.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  59.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  60.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  61.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  62.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  63.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  64.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  65.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  66.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  67.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  68.  * 
  69.  *  Licensed under the Apache License, Version 2.0 (the "License");
  70.  *      you may not use this file except in compliance with the License.
  71.  *   
  72.  *  You may obtain a copy of the License at
  73.  *      http://www.apache.org/licenses/LICENSE-2.0
  74.  *  
  75.  *  Unless required by applicable law or agreed to in writing, software
  76.  *      distributed under the License is distributed on an "AS IS" BASIS,
  77.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  78.  *  
  79.  *  See the License for the specific language governing permissions and
  80.  *      limitations under the License.
  81.  */

  83. /**
  84.  * <i>BusinessHierarchy</i> zeds the Accounts belonging to a Business. The References are:
  85.  * 
  86.  * <br><br>
  87.  *  <ul>
  88.  *      <li>
  89.  *          Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey
  90.  *              Results and Practice https://www.bis.org/publ/cgfs24.htm
  91.  *      </li>
  92.  *      <li>
  93.  *          Glasserman, P. (2004): <i>Monte Carlo Methods in Financial Engineering</i> <b>Springer</b>
  94.  *      </li>
  95.  *      <li>
  96.  *          Kupiec, P. H. (2000): Stress Tests and Risk Capital <i>Risk</i> <b>2 (4)</b> 27-39
  97.  *      </li>
  98.  *  </ul>
  99.  *
  100.  *  <br><br>
  101.  *  <ul>
  102.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
  103.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/CapitalAnalyticsLibrary.md">Capital Analytics</a></li>
  104.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/README.md">DROP API Construction and Usage</a></li>
  105.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/businessspec/README.md">Business Grouping and Hierarchy Specification</a></li>
  106.  *  </ul>
  107.  * 
  108.  * @author Lakshmi Krishnamurthy
  109.  */

  111. public class BusinessHierarchy
  112. {

  114.     private static final void ListAccountSet (
  115.         final String business)
  116.         throws Exception
  117.     {
  118.         Set<String> accountset = CapitalEstimationContextManager.ContextContainer().accountBusinessContext().accountSet (business);

  120.         System.out.println (
  121.             "\t| "+ business + " => " + accountset.size() + " | " + accountset
  122.         );
  123.     }

  125.     public static final void main (
  126.         final String[] argumentArray)
  127.         throws Exception
  128.     {
  129.         EnvManager.InitEnv ("");

  131.         String[] businessArray =
  132.         {
  133.             Business.ADVISORY,
  134.             Business.AI,
  135.             Business.CAI,
  136.             Business.CAPITAL_MARKETS_ORGANIZATION,
  137.             Business.CAPITAL_MARKETS_ORIGINATION_LENDING,
  138.             Business.CASH,
  139.             Business.CENTRAL_AMERICA_MORTGAGES,
  140.             Business.BHCFINANCIAL,
  141.             Business.COMMERCIAL_REAL_ESTATE,
  142.             Business.COMMODITIES,
  143.             Business.COMMODITIES_HOUSTON,
  144.             Business.CONSUMER_CARDS,
  145.             Business.CONSUMER_OTHER,
  146.             Business.CONVERTS,
  147.             Business.CORPORATE_CENTER,
  148.             Business.CREDIT_MACRO_HEDGE,
  149.             Business.CREDIT_MARKETS,
  150.             Business.CREDIT_TRADING,
  151.             Business.DISTRESSED,
  152.             Business.EM_ABF,
  153.             Business.EM_ASSET_BACKED_FINANCE,
  154.             Business.EM_BONDS,
  155.             Business.EM_CREDIT_TRADING,
  156.             Business.EM_PRIMARY_LOANS,
  157.             Business.EQUITIES,
  158.             Business.EQUITY_DERIVATIVES,
  159.             Business.EQUITY_UNDERWRITING,
  160.             Business.FIMA,
  161.             Business.FINANCE,
  162.             Business.G10_FX,
  163.             Business.G10_RATES,
  164.             Business.GLOBAL_CREDIT_MARKETS,
  165.             Business.GLOBAL_SECURITIZED_MARKETS,
  166.             Business.GSSG_WEST,
  167.             Business.GTS,
  168.             Business.GTS_HOLDINGS_TRADE,
  169.             Business.GWM,
  170.             Business.IG_BONDS,
  171.             Business.IG_PRIMARY_LOANS,
  172.             Business.INTERNATIONAL_CARDS,
  173.             Business.INTERNATIONAL_RETAIL_BANKING,
  174.             Business.LEVERAGED_FINANCE,
  175.             Business.LOCAL_MARKETS,
  176.             Business.LONG_TERM_ASSET_GROUP,
  177.             Business.MUNICIPAL,
  178.             Business.MUNICIPAL_SECURITIES,
  179.             Business.MUNICIPAL_SECURITIES_BHC_COMMUNITY,
  180.             Business.NIKKO_INVESTMENTS,
  181.             Business.OS_B,
  182.             Business.OTHER_BAM,
  183.             Business.OTHER_CONSUMER,
  184.             Business.OTHER_FI_UNDERWRITING,
  185.             Business.OTHER_GLOBAL_MARKETS,
  186.             Business.OTHER_SPECIAL_ASSET_POOL,
  187.             Business.PECD,
  188.             Business.PRIME_FINANCE,
  189.             Business.PRIMERICA_FINANCIAL_SERVICES,
  190.             Business.PRIVATE_BANKING,
  191.             Business.PROJECT_FINANCE, // Start
  192.             Business.RATES_AND_CURRENCIES,
  193.             Business.REAL_ESTATE_LENDING,
  194.             Business.RETAIL_AUTO_LENDING,
  195.             Business.RETAIL_BANKING,
  196.             Business.RETAIL_PARTNER_CARDS,
  197.             Business.RISK_TREASURY,
  198.             Business.RUBICON_INDIA,
  199.             Business.SAP_ADMIN,
  200.             Business.SECURITIZED_MARKETS,
  201.             Business.SHORT_TERM,
  202.             Business.SMITH_BARNEY_BAM,
  203.             Business.STUDENT_LOANS,
  204.             Business.US_COMMERCIAL_BANKING,
  205.             Business.US_CONSUMER_INSTALLMENT_LOANS,
  206.         };

  208.         System.out.println ("\t|-----------------------------------------------------------------------------------------------------------||");

  210.         System.out.println ("\t|                           BUSINESS HIERARCHY - ACCOUNTS BELONGING TO A BUSINESS                           ||");

  212.         System.out.println ("\t|-----------------------------------------------------------------------------------------------------------||");

  214.         System.out.println ("\t|        L -> R:                                                                                            ||");

  216.         System.out.println ("\t|                - Business                                                                                 ||");

  218.         System.out.println ("\t|                - Account Set Count                                                                        ||");

  220.         System.out.println ("\t|                - Account Set                                                                              ||");

  222.         System.out.println ("\t|-----------------------------------------------------------------------------------------------------------||");

  224.         for (String business : businessArray)
  225.         {
  226.             ListAccountSet (business);
  227.         }

  229.         System.out.println ("\t|-----------------------------------------------------------------------------------------------------------||");

  231.         EnvManager.TerminateEnv();
  232.     }
  233. }
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