BusinessHierarchy.java
package org.drip.sample.businessspec;
import java.util.Set;
import org.drip.capital.definition.Business;
import org.drip.capital.env.CapitalEstimationContextManager;
import org.drip.service.env.EnvManager;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 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>BusinessHierarchy</i> zeds the Accounts belonging to a Business. The References are:
*
* <br><br>
* <ul>
* <li>
* Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey
* Results and Practice https://www.bis.org/publ/cgfs24.htm
* </li>
* <li>
* Glasserman, P. (2004): <i>Monte Carlo Methods in Financial Engineering</i> <b>Springer</b>
* </li>
* <li>
* Kupiec, P. H. (2000): Stress Tests and Risk Capital <i>Risk</i> <b>2 (4)</b> 27-39
* </li>
* </ul>
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/CapitalAnalyticsLibrary.md">Capital Analytics</a></li>
* <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>
* <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>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class BusinessHierarchy
{
private static final void ListAccountSet (
final String business)
throws Exception
{
Set<String> accountset = CapitalEstimationContextManager.ContextContainer().accountBusinessContext().accountSet (business);
System.out.println (
"\t| "+ business + " => " + accountset.size() + " | " + accountset
);
}
public static final void main (
final String[] argumentArray)
throws Exception
{
EnvManager.InitEnv ("");
String[] businessArray =
{
Business.ADVISORY,
Business.AI,
Business.CAI,
Business.CAPITAL_MARKETS_ORGANIZATION,
Business.CAPITAL_MARKETS_ORIGINATION_LENDING,
Business.CASH,
Business.CENTRAL_AMERICA_MORTGAGES,
Business.BHCFINANCIAL,
Business.COMMERCIAL_REAL_ESTATE,
Business.COMMODITIES,
Business.COMMODITIES_HOUSTON,
Business.CONSUMER_CARDS,
Business.CONSUMER_OTHER,
Business.CONVERTS,
Business.CORPORATE_CENTER,
Business.CREDIT_MACRO_HEDGE,
Business.CREDIT_MARKETS,
Business.CREDIT_TRADING,
Business.DISTRESSED,
Business.EM_ABF,
Business.EM_ASSET_BACKED_FINANCE,
Business.EM_BONDS,
Business.EM_CREDIT_TRADING,
Business.EM_PRIMARY_LOANS,
Business.EQUITIES,
Business.EQUITY_DERIVATIVES,
Business.EQUITY_UNDERWRITING,
Business.FIMA,
Business.FINANCE,
Business.G10_FX,
Business.G10_RATES,
Business.GLOBAL_CREDIT_MARKETS,
Business.GLOBAL_SECURITIZED_MARKETS,
Business.GSSG_WEST,
Business.GTS,
Business.GTS_HOLDINGS_TRADE,
Business.GWM,
Business.IG_BONDS,
Business.IG_PRIMARY_LOANS,
Business.INTERNATIONAL_CARDS,
Business.INTERNATIONAL_RETAIL_BANKING,
Business.LEVERAGED_FINANCE,
Business.LOCAL_MARKETS,
Business.LONG_TERM_ASSET_GROUP,
Business.MUNICIPAL,
Business.MUNICIPAL_SECURITIES,
Business.MUNICIPAL_SECURITIES_BHC_COMMUNITY,
Business.NIKKO_INVESTMENTS,
Business.OS_B,
Business.OTHER_BAM,
Business.OTHER_CONSUMER,
Business.OTHER_FI_UNDERWRITING,
Business.OTHER_GLOBAL_MARKETS,
Business.OTHER_SPECIAL_ASSET_POOL,
Business.PECD,
Business.PRIME_FINANCE,
Business.PRIMERICA_FINANCIAL_SERVICES,
Business.PRIVATE_BANKING,
Business.PROJECT_FINANCE, // Start
Business.RATES_AND_CURRENCIES,
Business.REAL_ESTATE_LENDING,
Business.RETAIL_AUTO_LENDING,
Business.RETAIL_BANKING,
Business.RETAIL_PARTNER_CARDS,
Business.RISK_TREASURY,
Business.RUBICON_INDIA,
Business.SAP_ADMIN,
Business.SECURITIZED_MARKETS,
Business.SHORT_TERM,
Business.SMITH_BARNEY_BAM,
Business.STUDENT_LOANS,
Business.US_COMMERCIAL_BANKING,
Business.US_CONSUMER_INSTALLMENT_LOANS,
};
System.out.println ("\t|-----------------------------------------------------------------------------------------------------------||");
System.out.println ("\t| BUSINESS HIERARCHY - ACCOUNTS BELONGING TO A BUSINESS ||");
System.out.println ("\t|-----------------------------------------------------------------------------------------------------------||");
System.out.println ("\t| L -> R: ||");
System.out.println ("\t| - Business ||");
System.out.println ("\t| - Account Set Count ||");
System.out.println ("\t| - Account Set ||");
System.out.println ("\t|-----------------------------------------------------------------------------------------------------------||");
for (String business : businessArray)
{
ListAccountSet (business);
}
System.out.println ("\t|-----------------------------------------------------------------------------------------------------------||");
EnvManager.TerminateEnv();
}
}