GovvieBondDefinitions.java

package org.drip.sample.treasury;

import org.drip.market.issue.*;
import org.drip.service.env.EnvManager;

/*!
 * Copyright (C) 2018 Lakshmi Krishnamurthy
 * Copyright (C) 2017 Lakshmi Krishnamurthy
 * Copyright (C) 2016 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.
 */

/**
 * GovvieBondDefinitions contains the Details of the Standard Built-in Govvie Bonds.
 * 
 * @author Lakshmi Krishnamurthy
 */

public class GovvieBondDefinitions {

    private static final void DisplayDetails (
        final String strTreasuryCode)
    {
        TreasurySetting ts = TreasurySettingContainer.TreasurySetting (strTreasuryCode);

        System.out.println (
            "\t| " + ts.code() +
            " | " + ts.currency() +
            " | " + ts.frequency() +
            " | " + ts.dayCount() +
            " | " + ts.calendar() + " ||"
        );
    }

    private static final void DefaultTreasuryCode (
        final String strCurrency)
    {
        System.out.println ("\t| " + strCurrency + " => " + TreasurySettingContainer.CurrencyBenchmarkCode (strCurrency) + " ||");
    }

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

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

        System.out.println ("\t| BUILT-IN GOVVIE BOND STATIC DETAILS ||");

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

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

        System.out.println ("\t|      L -> R                         ||");

        System.out.println ("\t|            Treasury Code            ||");

        System.out.println ("\t|            Currency                 ||");

        System.out.println ("\t|            Frequency                ||");

        System.out.println ("\t|            Day Count                ||");

        System.out.println ("\t|            Calendar                 ||");

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

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

        DisplayDetails ("AGB");

        DisplayDetails ("BTPS");

        DisplayDetails ("CAN");

        DisplayDetails ("DBR");

        DisplayDetails ("DGB");

        DisplayDetails ("FRTR");

        DisplayDetails ("GGB");

        DisplayDetails ("GILT");

        DisplayDetails ("GSWISS");

        DisplayDetails ("JGB");

        DisplayDetails ("MBONO");

        DisplayDetails ("NGB");

        DisplayDetails ("NZGB");

        DisplayDetails ("SGB");

        DisplayDetails ("SPGB");

        DisplayDetails ("UST");

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

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

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

        System.out.println ("\t|   GOVVIE   ||");

        System.out.println ("\t|    BOND    ||");

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

        System.out.println ("\t|  DEFAULTS  ||");

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

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

        DefaultTreasuryCode ("AUD");

        DefaultTreasuryCode ("CAD");

        DefaultTreasuryCode ("CHF");

        DefaultTreasuryCode ("EUR");

        DefaultTreasuryCode ("GBP");

        DefaultTreasuryCode ("JPY");

        DefaultTreasuryCode ("MXN");

        DefaultTreasuryCode ("NOK");

        DefaultTreasuryCode ("SEK");

        DefaultTreasuryCode ("USD");

        DefaultTreasuryCode ("AUD");

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