OvernightJurisdictionIndexDefinition.java

package org.drip.sample.ois;

import org.drip.analytics.support.CompositePeriodBuilder;
import org.drip.market.definition.*;
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
 * Copyright (C) 2014 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.
 */

/**
 * OvernightJurisdictionIndexDefinition demonstrates the functionality to retrieve the Overnight Index
 *  Settings across the various Jurisdictions.
 * 
 * @author Lakshmi Krishnamurthy
 */

public class OvernightJurisdictionIndexDefinition {
    private static final String AccrualType (
        final int iAccrualCompounding)
    {
        return CompositePeriodBuilder.ACCRUAL_COMPOUNDING_RULE_ARITHMETIC == iAccrualCompounding ? "ARITHMETIC" : " GEOMETRIC";
    }

    private static final void DisplayJurisdictionOvernightSetting (
        final String strJurisdiction)
    {
        OvernightIndex index = OvernightIndexContainer.IndexFromJurisdiction (strJurisdiction);

        System.out.println ("\t[" +
            index.currency() + "] => " +
            index.dayCount() + " | " +
            AccrualType (index.accrualCompoundingRule()) + " | " +
            index.referenceLag() + " | " +
            index.publicationLag() + " | " + 
            index.name()
        );
    }

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

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

        DisplayJurisdictionOvernightSetting ("CHF");

        DisplayJurisdictionOvernightSetting ("EUR");

        DisplayJurisdictionOvernightSetting ("GBP");

        DisplayJurisdictionOvernightSetting ("JPY");

        DisplayJurisdictionOvernightSetting ("USD");

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

        DisplayJurisdictionOvernightSetting ("AUD");

        DisplayJurisdictionOvernightSetting ("BRL");

        DisplayJurisdictionOvernightSetting ("CAD");

        DisplayJurisdictionOvernightSetting ("CZK");

        DisplayJurisdictionOvernightSetting ("DKK");

        DisplayJurisdictionOvernightSetting ("HKD");

        DisplayJurisdictionOvernightSetting ("HUF");

        DisplayJurisdictionOvernightSetting ("INR");

        DisplayJurisdictionOvernightSetting ("NZD");

        DisplayJurisdictionOvernightSetting ("PLN");

        DisplayJurisdictionOvernightSetting ("SEK");

        DisplayJurisdictionOvernightSetting ("SGD");

        DisplayJurisdictionOvernightSetting ("ZAR");

        DisplayJurisdictionOvernightSetting ("INR2");

        DisplayJurisdictionOvernightSetting ("ZAR2");
    }
}