FXCurrencyPairConventions.java
package org.drip.sample.fx;
import org.drip.market.definition.FXSettingContainer;
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>FXCurrencyPairConventions</i> demonstrates the accessing of the Standard FX Currency Order and Currency
* Pair Conventions.
*
* <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/fx/README.md">FX Curve Builder</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class FXCurrencyPairConventions {
private static final void CurrencyOrder (
final String strCurrency)
throws Exception
{
System.out.println ("\t| " + strCurrency + " " +
FXSettingContainer.CurrencyOrder (
strCurrency
) + " |"
);
}
private static final void CurrencyPairInfo (
final String strCurrency1,
final String strCurrency2)
throws Exception
{
System.out.println ("\t| " + strCurrency1 + "/" + strCurrency2 + " => " +
FXSettingContainer.CurrencyPair (
strCurrency1,
strCurrency2
)
);
}
public static final void main (
final String[] astrArgs)
throws Exception
{
EnvManager.InitEnv ("");
System.out.println ("\t|----------------|");
System.out.println ("\t| CURRENCY ORDER |");
System.out.println ("\t|----------------|");
CurrencyOrder ("AUD");
CurrencyOrder ("CAD");
CurrencyOrder ("CHF");
CurrencyOrder ("EUR");
CurrencyOrder ("GBP");
CurrencyOrder ("JPY");
CurrencyOrder ("NZD");
CurrencyOrder ("USD");
CurrencyOrder ("ZAR");
System.out.println ("\t|----------------|\n\n");
System.out.println ("\t|---------------------------------------|");
System.out.println ("\t| PAIR NUM DENOM BASE FACTOR |");
System.out.println ("\t|---------------------------------------|");
CurrencyPairInfo ("AUD", "EUR");
CurrencyPairInfo ("AUD", "USD");
CurrencyPairInfo ("EUR", "GBP");
CurrencyPairInfo ("EUR", "JPY");
CurrencyPairInfo ("EUR", "USD");
CurrencyPairInfo ("GBP", "JPY");
CurrencyPairInfo ("GBP", "USD");
CurrencyPairInfo ("USD", "BRL");
CurrencyPairInfo ("USD", "CAD");
CurrencyPairInfo ("USD", "CHF");
CurrencyPairInfo ("USD", "CNY");
CurrencyPairInfo ("USD", "EGP");
CurrencyPairInfo ("USD", "HUF");
CurrencyPairInfo ("USD", "INR");
CurrencyPairInfo ("USD", "JPY");
CurrencyPairInfo ("USD", "KRW");
CurrencyPairInfo ("USD", "MXN");
CurrencyPairInfo ("USD", "PLN");
CurrencyPairInfo ("USD", "TRY");
CurrencyPairInfo ("USD", "TWD");
CurrencyPairInfo ("USD", "ZAR");
System.out.println ("\t|---------------------------------------|");
EnvManager.TerminateEnv();
}
}