JurisdictionVenueOptionDetails.java

package org.drip.sample.forwardratefutures;

import org.drip.market.exchange.*;
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
 * Copyright (C) 2014 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>JurisdictionVenueOptionDetails</i> demonstrates the Functionality to retrieve the Futures Options
 * Definitions for the various Jurisdictions and Venues.
 *  
 * <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/forwardratefutures/README.md">Forward Rate Futures Analytics</a></li>
 *  </ul>
 * <br><br>
 * 
 * @author Lakshmi Krishnamurthy
 */

public class JurisdictionVenueOptionDetails {
	private static final void DisplayExchangeInfo (
		final String strFullyQualifiedName,
		final String strTradingMode)
	{
		FuturesOptions fo = FuturesOptionsContainer.ExchangeInfo (
			strFullyQualifiedName,
			strTradingMode
		);

		String strExchangeLTDS = "";

		for (String strExchange : fo.exchanges()) {
			strExchangeLTDS += "\n\t[" + strExchange + "=>";

			for (int i = 0; i < fo.ltdsArray (strExchange).length; ++i) {
				if (0 != i) strExchangeLTDS += "; ";

				strExchangeLTDS += fo.ltdsArray (strExchange)[i];
			}

			strExchangeLTDS += "]";
		}

		System.out.println (
			fo.fullyQualifiedName() + " | " +
			fo.tradingMode() +
			strExchangeLTDS
		);
	}

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

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

		DisplayExchangeInfo (
			"CHF-LIBOR-3M",
			"MARGIN"
		);

		DisplayExchangeInfo (
			"GBP-LIBOR-3M",
			"MARGIN"
		);

		DisplayExchangeInfo (
			"EUR-EURIBOR-3M",
			"MARGIN"
		);

		DisplayExchangeInfo (
			"JPY-LIBOR-3M",
			"PREMIUM"
		);

		DisplayExchangeInfo (
			"JPY-TIBOR-3M",
			"PREMIUM"
		);

		DisplayExchangeInfo (
			"JPY-LIBOR-3M",
			"PREMIUM"
		);

		DisplayExchangeInfo (
			"USD-LIBOR-1M",
			"PREMIUM"
		);

		DisplayExchangeInfo (
			"USD-LIBOR-3M",
			"MARGIN"
		);

		DisplayExchangeInfo (
			"USD-LIBOR-3M",
			"PREMIUM"
		);

		EnvManager.TerminateEnv();
	}
}