JurisdictionOTCIndexDefinitions.java

package org.drip.sample.floatfloat;

import org.drip.market.otc.*;
import org.drip.service.env.EnvManager;

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

/*!
 * 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
 * 
 *  This file is part of DROP, an open-source library targeting risk, transaction costs, exposure, margin
 *      calculations, valuation adjustment, and portfolio construction within and across fixed income,
 *      credit, commodity, equity, FX, and structured products.
 *  
 *      https://lakshmidrip.github.io/DROP/
 *  
 *  DROP is composed of three modules:
 *  
 *  - DROP Analytics Core - https://lakshmidrip.github.io/DROP-Analytics-Core/
 *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
 *  - DROP Numerical Core - https://lakshmidrip.github.io/DROP-Numerical-Core/
 * 
 *  DROP Analytics Core implements libraries for the following:
 *  - Fixed Income Analytics
 *  - Asset Backed Analytics
 *  - XVA Analytics
 *  - Exposure and Margin Analytics
 * 
 *  DROP Portfolio Core implements libraries for the following:
 *  - Asset Allocation Analytics
 *  - Transaction Cost Analytics
 * 
 *  DROP Numerical Core implements libraries for the following:
 *  - Statistical Learning
 *  - Numerical Optimizer
 *  - Spline Builder
 *  - Algorithm Support
 * 
 *  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>JurisdictionOTCIndexDefinitions</i> contains all the pre-fixed Definitions of the Jurisdiction OTC
 * Float-Float Swap Contracts.
 *  
 * <br><br>
 *  <ul>
 *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/AnalyticsCore.md">Analytics 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/sample/README.md">Sample</a></li>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/floatfloat/README.md">Float Float Swap Analytics</a></li>
 *  </ul>
 * <br><br>
 *
 * @author Lakshmi Krishnamurthy
 */

public class JurisdictionOTCIndexDefinitions {
    private static final void DisplayOTCInfo (
        String strCurrency)
    {
        FloatFloatSwapConvention ffConv = IBORFloatFloatContainer.ConventionFromJurisdiction (strCurrency);

        System.out.println (
            "\t\t" + strCurrency + " => " +
            ffConv.referenceTenor() + " | " +
            ffConv.spotLag() + " | " +
            ffConv.basisOnDerivedStream() + " | " +
            ffConv.basisOnDerivedComponent() + " | " +
            ffConv.derivedCompoundedToReference() + " | " +
            ffConv.componentPair()
        );
    }

    public static final void main (
        String[] args)
    {
        EnvManager.InitEnv ("");

        System.out.println ("\n\t--------------------------------------------------------------------------------------------------------");

        System.out.println ("\t\tL -> R:");

        System.out.println ("\t\t\tCurrency");

        System.out.println ("\t\t\tReference Tenor");

        System.out.println ("\t\t\tSpot Lag");

        System.out.println ("\t\t\tBasis on Derived Stream");

        System.out.println ("\t\t\tBasis on Derived Component");

        System.out.println ("\t\t\tDerived Stream Compounded To Reference Stream");

        System.out.println ("\t\t\tComponent Pair");

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

        DisplayOTCInfo ("AUD");

        DisplayOTCInfo ("CAD");

        DisplayOTCInfo ("CHF");

        DisplayOTCInfo ("CNY");

        DisplayOTCInfo ("DKK");

        DisplayOTCInfo ("EUR");

        DisplayOTCInfo ("GBP");

        DisplayOTCInfo ("HKD");

        DisplayOTCInfo ("INR");

        DisplayOTCInfo ("JPY");

        DisplayOTCInfo ("NOK");

        DisplayOTCInfo ("NZD");

        DisplayOTCInfo ("PLN");

        DisplayOTCInfo ("SEK");

        DisplayOTCInfo ("SGD");

        DisplayOTCInfo ("USD");

        DisplayOTCInfo ("ZAR");

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

        EnvManager.TerminateEnv();
    }
}