ContractDefinitions.java

package org.drip.sample.treasuryfutures;

import org.drip.market.exchange.*;
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
 * 
 *  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.
 */

/**
 * ContractDefinitions contains all the pre-fixed Definitions of Exchange-traded Treasury Futures Contracts.
 *
 * @author Lakshmi Krishnamurthy
 */

public class ContractDefinitions {

    private static final void DisplayContractDefinition (
        final String strFuturesCode)
        throws Exception
    {
        TreasuryFuturesContract tfc = TreasuryFuturesContractContainer.TreasuryFuturesContract (strFuturesCode);

        System.out.println (
            "\t| " + strFuturesCode
            + " | " + tfc.id()
            + " | " + tfc.code()
            + " | " + tfc.tenor()
            + " | " + tfc.type() + " ||"
        );
    }

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

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

        System.out.println ("\t|   TREASURY FUTURES CONTRACT  ||");

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

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

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

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

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

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

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

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

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

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

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

        DisplayContractDefinition ("G1");

        DisplayContractDefinition ("CN1");

        DisplayContractDefinition ("DGB");

        DisplayContractDefinition ("DU1");

        DisplayContractDefinition ("FV1");

        DisplayContractDefinition ("IK1");

        DisplayContractDefinition ("JB1");

        DisplayContractDefinition ("OE1");

        DisplayContractDefinition ("RX1");

        DisplayContractDefinition ("TU1");

        DisplayContractDefinition ("TY1");

        DisplayContractDefinition ("UB1");

        DisplayContractDefinition ("US1");

        DisplayContractDefinition ("WB1");

        DisplayContractDefinition ("WN1");

        DisplayContractDefinition ("XM1");

        DisplayContractDefinition ("YM1");

        DisplayContractDefinition ("BOBL");

        DisplayContractDefinition ("BUND");

        DisplayContractDefinition ("BUXL");

        DisplayContractDefinition ("FBB1");

        DisplayContractDefinition ("OAT1");

        DisplayContractDefinition ("ULTRA");

        DisplayContractDefinition ("GSWISS");

        DisplayContractDefinition ("SCHATZ");

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