OTCSwapOptionSettlements.java
package org.drip.sample.multicurve;
import org.drip.market.otc.SwapOptionSettlementContainer;
import org.drip.service.env.EnvManager;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* 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 DRIP, a free-software/open-source library for buy/side financial/trading model
* libraries targeting analysts and developers
* https://lakshmidrip.github.io/DRIP/
*
* DRIP is composed of four main libraries:
*
* - DRIP Fixed Income - https://lakshmidrip.github.io/DRIP-Fixed-Income/
* - DRIP Asset Allocation - https://lakshmidrip.github.io/DRIP-Asset-Allocation/
* - DRIP Numerical Optimizer - https://lakshmidrip.github.io/DRIP-Numerical-Optimizer/
* - DRIP Statistical Learning - https://lakshmidrip.github.io/DRIP-Statistical-Learning/
*
* - DRIP Fixed Income: Library for Instrument/Trading Conventions, Treasury Futures/Options,
* Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA
* Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV
* Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM
* Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
*
* - DRIP Asset Allocation: Library for model libraries for MPT framework, Black Litterman Strategy
* Incorporator, Holdings Constraint, and Transaction Costs.
*
* - DRIP Numerical Optimizer: Library for Numerical Optimization and Spline Functionality.
*
* - DRIP Statistical Learning: Library for Statistical Evaluation and Machine Learning.
*
* 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.
*/
/**
* OTCSwapOptionSettlements contains all the pre-fixed Definitions of the OTC Swap Option Settlements.
*
* @author Lakshmi Krishnamurthy
*/
public class OTCSwapOptionSettlements {
private static final void DisplayOTCSwapOptionSettlement (
final String strCurrency)
{
System.out.println ("\t\t" + strCurrency + " => " +
SwapOptionSettlementContainer.ConventionFromJurisdiction (strCurrency)
);
}
public static final void main (
final String[] args)
{
EnvManager.InitEnv ("");
System.out.println ("\n\t--------------------------------------------------------------------------------------------------------");
System.out.println ("\t\tL -> R:");
System.out.println ("\t\t\tReference Currency");
System.out.println ("\t\t\tSettlement Type");
System.out.println ("\t\t\tSettlement Quote Valuation (for Cash Settled Options)");
System.out.println ("\t--------------------------------------------------------------------------------------------------------");
DisplayOTCSwapOptionSettlement ("AUD");
DisplayOTCSwapOptionSettlement ("CHF");
DisplayOTCSwapOptionSettlement ("DKK");
DisplayOTCSwapOptionSettlement ("EUR");
DisplayOTCSwapOptionSettlement ("GBP");
DisplayOTCSwapOptionSettlement ("JPY");
DisplayOTCSwapOptionSettlement ("NOK");
DisplayOTCSwapOptionSettlement ("SEK");
DisplayOTCSwapOptionSettlement ("USD");
System.out.println ("\t--------------------------------------------------------------------------------------------------------");
}
}