FXCurrencyPairConventions.java

  1. package org.drip.sample.fx;

  3. import org.drip.market.definition.FXSettingContainer;
  4. import org.drip.service.env.EnvManager;

  6. /*
  7.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  8.  */

  10. /*!
  11.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  14.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  16.  * 
  17.  *  This file is part of DROP, an open-source library targeting risk, transaction costs, exposure, margin
  18.  *      calculations, valuation adjustment, and portfolio construction within and across fixed income,
  19.  *      credit, commodity, equity, FX, and structured products.
  20.  *  
  21.  *      https://lakshmidrip.github.io/DROP/
  22.  *  
  23.  *  DROP is composed of three modules:
  24.  *  
  25.  *  - DROP Analytics Core - https://lakshmidrip.github.io/DROP-Analytics-Core/
  26.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  27.  *  - DROP Numerical Core - https://lakshmidrip.github.io/DROP-Numerical-Core/
  28.  * 
  29.  *  DROP Analytics Core implements libraries for the following:
  30.  *  - Fixed Income Analytics
  31.  *  - Asset Backed Analytics
  32.  *  - XVA Analytics
  33.  *  - Exposure and Margin Analytics
  34.  * 
  35.  *  DROP Portfolio Core implements libraries for the following:
  36.  *  - Asset Allocation Analytics
  37.  *  - Transaction Cost Analytics
  38.  * 
  39.  *  DROP Numerical Core implements libraries for the following:
  40.  *  - Statistical Learning
  41.  *  - Numerical Optimizer
  42.  *  - Spline Builder
  43.  *  - Algorithm Support
  44.  * 
  45.  *  Documentation for DROP is Spread Over:
  46.  * 
  47.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  48.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  49.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  50.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  51.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  52.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  53.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  54.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  55.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  56.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  57.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  58.  * 
  59.  *  Licensed under the Apache License, Version 2.0 (the "License");
  60.  *      you may not use this file except in compliance with the License.
  61.  *   
  62.  *  You may obtain a copy of the License at
  63.  *      http://www.apache.org/licenses/LICENSE-2.0
  64.  *  
  65.  *  Unless required by applicable law or agreed to in writing, software
  66.  *      distributed under the License is distributed on an "AS IS" BASIS,
  67.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  68.  *  
  69.  *  See the License for the specific language governing permissions and
  70.  *      limitations under the License.
  71.  */

  73. /**
  74.  * <i>FXCurrencyPairConventions</i> demonstrates the accessing of the Standard FX Currency Order and Currency
  75.  * Pair Conventions.
  76.  *  
  77.  * <br><br>
  78.  *  <ul>
  79.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/AnalyticsCore.md">Analytics Core Module</a></li>
  80.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics Library</a></li>
  81.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/README.md">Sample</a></li>
  82.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/fx/README.md">FX Curve Builder</a></li>
  83.  *  </ul>
  84.  * <br><br>
  85.  * 
  86.  * @author Lakshmi Krishnamurthy
  87.  */

  89. public class FXCurrencyPairConventions {

  91.     private static final void CurrencyOrder (
  92.         final String strCurrency)
  93.         throws Exception
  94.     {
  95.         System.out.println ("\t|     " + strCurrency + "   " +
  96.             FXSettingContainer.CurrencyOrder (
  97.                 strCurrency
  98.             ) + "    |"
  99.         );
  100.     }

  102.     private static final void CurrencyPairInfo (
  103.         final String strCurrency1,
  104.         final String strCurrency2)
  105.         throws Exception
  106.     {
  107.         System.out.println ("\t|  " + strCurrency1 + "/" + strCurrency2 + " => " +
  108.             FXSettingContainer.CurrencyPair (
  109.                 strCurrency1,
  110.                 strCurrency2
  111.             )
  112.         );
  113.     }

  115.     public static final void main (
  116.         final String[] astrArgs)
  117.         throws Exception
  118.     {
  119.         EnvManager.InitEnv ("");

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

  123.         System.out.println ("\t| CURRENCY ORDER |");

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

  127.         CurrencyOrder ("AUD");

  129.         CurrencyOrder ("CAD");

  131.         CurrencyOrder ("CHF");

  133.         CurrencyOrder ("EUR");

  135.         CurrencyOrder ("GBP");

  137.         CurrencyOrder ("JPY");

  139.         CurrencyOrder ("NZD");

  141.         CurrencyOrder ("USD");

  143.         CurrencyOrder ("ZAR");

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

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

  149.         System.out.println ("\t|     PAIR    NUM  DENOM  BASE   FACTOR |");

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

  153.         CurrencyPairInfo ("AUD", "EUR");

  155.         CurrencyPairInfo ("AUD", "USD");

  157.         CurrencyPairInfo ("EUR", "GBP");

  159.         CurrencyPairInfo ("EUR", "JPY");

  161.         CurrencyPairInfo ("EUR", "USD");

  163.         CurrencyPairInfo ("GBP", "JPY");

  165.         CurrencyPairInfo ("GBP", "USD");

  167.         CurrencyPairInfo ("USD", "BRL");

  169.         CurrencyPairInfo ("USD", "CAD");

  171.         CurrencyPairInfo ("USD", "CHF");

  173.         CurrencyPairInfo ("USD", "CNY");

  175.         CurrencyPairInfo ("USD", "EGP");

  177.         CurrencyPairInfo ("USD", "HUF");

  179.         CurrencyPairInfo ("USD", "INR");

  181.         CurrencyPairInfo ("USD", "JPY");

  183.         CurrencyPairInfo ("USD", "KRW");

  185.         CurrencyPairInfo ("USD", "MXN");

  187.         CurrencyPairInfo ("USD", "PLN");

  189.         CurrencyPairInfo ("USD", "TRY");

  191.         CurrencyPairInfo ("USD", "TWD");

  193.         CurrencyPairInfo ("USD", "ZAR");

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

  197.         EnvManager.TerminateEnv();
  198.     }
  199. }
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