RiskMeasureSensitivitySettings.java
package org.drip.simm.parameters;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 Lakshmi Krishnamurthy
* Copyright (C) 2018 Lakshmi Krishnamurthy
*
* This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
* asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
* analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
* equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
* numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
* and computational support.
*
* https://lakshmidrip.github.io/DROP/
*
* DROP is composed of three modules:
*
* - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
* - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
* - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
*
* DROP Product Core implements libraries for the following:
* - Fixed Income Analytics
* - Loan Analytics
* - Transaction Cost Analytics
*
* DROP Portfolio Core implements libraries for the following:
* - Asset Allocation Analytics
* - Asset Liability Management Analytics
* - Capital Estimation Analytics
* - Exposure Analytics
* - Margin Analytics
* - XVA Analytics
*
* DROP Computational Core implements libraries for the following:
* - Algorithm Support
* - Computation Support
* - Function Analysis
* - Model Validation
* - Numerical Analysis
* - Numerical Optimizer
* - Spline Builder
* - Statistical Learning
*
* 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>RiskMeasureSensitivitySettings</i> holds the Settings that govern the Generation of the ISDA SIMM
* Bucket Sensitivities across Individual Risk Measure Buckets. The References are:
*
* <br><br>
* <ul>
* <li>
* Andersen, L. B. G., M. Pykhtin, and A. Sokol (2017): Credit Exposure in the Presence of Initial
* Margin https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2806156 <b>eSSRN</b>
* </li>
* <li>
* Albanese, C., S. Caenazzo, and O. Frankel (2017): Regression Sensitivities for Initial Margin
* Calculations https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2763488 <b>eSSRN</b>
* </li>
* <li>
* Anfuso, F., D. Aziz, P. Giltinan, and K. Loukopoulus (2017): A Sound Modeling and Back-testing
* Framework for Forecasting Initial Margin Requirements
* https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2716279 <b>eSSRN</b>
* </li>
* <li>
* Caspers, P., P. Giltinan, R. Lichters, and N. Nowaczyk (2017): Forecasting Initial Margin
* Requirements - A Model Evaluation https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2911167
* <b>eSSRN</b>
* </li>
* <li>
* International Swaps and Derivatives Association (2017): SIMM v2.0 Methodology
* https://www.isda.org/a/oFiDE/isda-simm-v2.pdf
* </li>
* </ul>
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/parameters/README.md">ISDA SIMM Risk Factor Parameters</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class RiskMeasureSensitivitySettings
{
private org.drip.measure.stochastic.LabelCorrelation _crossBucketCorrelation = null;
private java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
_bucketSettingsMap = null;
/**
* Construct an ISDA 2.0 Equity DELTA Standard Instance of RiskMeasureSensitivitySettings
*
* @return ISDA 2.0 Equity DELTA Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_EQ_DELTA_20()
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketDeltaSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Set<java.lang.Integer> bucketKeySet =
org.drip.simm.equity.EQSettingsContainer20.BucketMap().keySet();
try
{
for (int bucketIndex : bucketKeySet)
{
bucketDeltaSettingsMap.put (
"" + bucketIndex,
org.drip.simm.parameters.BucketSensitivitySettings.ISDA_EQ_20 (bucketIndex)
);
}
return new RiskMeasureSensitivitySettings (
bucketDeltaSettingsMap,
org.drip.simm.equity.EQSettingsContainer20.CrossBucketCorrelation()
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.1 Equity DELTA Standard Instance of RiskMeasureSensitivitySettings
*
* @return ISDA 2.1 Equity DELTA Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_EQ_DELTA_21()
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketDeltaSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Set<java.lang.Integer> bucketKeySet =
org.drip.simm.equity.EQSettingsContainer21.BucketMap().keySet();
try
{
for (int bucketIndex : bucketKeySet)
{
bucketDeltaSettingsMap.put (
"" + bucketIndex,
org.drip.simm.parameters.BucketSensitivitySettings.ISDA_EQ_21 (bucketIndex)
);
}
return new RiskMeasureSensitivitySettings (
bucketDeltaSettingsMap,
org.drip.simm.equity.EQSettingsContainer21.CrossBucketCorrelation()
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.0 Equity VEGA Standard Instance of RiskMeasureSensitivitySettings
*
* @return ISDA 2.0 Equity VEGA Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_EQ_VEGA_20()
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketVegaSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Set<java.lang.Integer> bucketKeySet =
org.drip.simm.equity.EQSettingsContainer20.BucketMap().keySet();
try
{
for (int bucketIndex : bucketKeySet)
{
bucketVegaSettingsMap.put (
"" + bucketIndex,
org.drip.simm.parameters.BucketVegaSettings.ISDA_EQ_20 (bucketIndex)
);
}
return new RiskMeasureSensitivitySettings (
bucketVegaSettingsMap,
org.drip.simm.equity.EQSettingsContainer20.CrossBucketCorrelation()
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.1 Equity VEGA Standard Instance of RiskMeasureSensitivitySettings
*
* @return ISDA 2.1 Equity VEGA Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_EQ_VEGA_21()
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketVegaSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Set<java.lang.Integer> bucketKeySet =
org.drip.simm.equity.EQSettingsContainer21.BucketMap().keySet();
try
{
for (int bucketIndex : bucketKeySet)
{
bucketVegaSettingsMap.put (
"" + bucketIndex,
org.drip.simm.parameters.BucketVegaSettings.ISDA_EQ_21 (bucketIndex)
);
}
return new RiskMeasureSensitivitySettings (
bucketVegaSettingsMap,
org.drip.simm.equity.EQSettingsContainer21.CrossBucketCorrelation()
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.0 Equity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
*
* @param vegaDurationDays The Vega Duration Days
*
* @return ISDA 2.0 Equity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_EQ_CURVATURE_20 (
final int vegaDurationDays)
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketCurvatureSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Set<java.lang.Integer> bucketKeySet =
org.drip.simm.equity.EQSettingsContainer20.BucketMap().keySet();
try
{
for (int bucketIndex : bucketKeySet)
{
bucketCurvatureSettingsMap.put (
"" + bucketIndex,
org.drip.simm.parameters.BucketCurvatureSettings.ISDA_EQ_20 (
bucketIndex,
vegaDurationDays
)
);
}
return new RiskMeasureSensitivitySettings (
bucketCurvatureSettingsMap,
org.drip.simm.equity.EQSettingsContainer20.CrossBucketCorrelation()
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.1 Equity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
*
* @param vegaDurationDays The Vega Duration Days
*
* @return ISDA 2.1 Equity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_EQ_CURVATURE_21 (
final int vegaDurationDays)
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketCurvatureSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Set<java.lang.Integer> bucketKeySet =
org.drip.simm.equity.EQSettingsContainer21.BucketMap().keySet();
try
{
for (int bucketIndex : bucketKeySet)
{
bucketCurvatureSettingsMap.put (
"" + bucketIndex,
org.drip.simm.parameters.BucketCurvatureSettings.ISDA_EQ_21 (
bucketIndex,
vegaDurationDays
)
);
}
return new RiskMeasureSensitivitySettings (
bucketCurvatureSettingsMap,
org.drip.simm.equity.EQSettingsContainer21.CrossBucketCorrelation()
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.0 Commodity DELTA Standard Instance of RiskMeasureSensitivitySettings
*
* @return ISDA 2.0 Commodity DELTA Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_CT_DELTA_20()
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketDeltaSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Set<java.lang.Integer> bucketKeySet =
org.drip.simm.commodity.CTSettingsContainer20.BucketMap().keySet();
try
{
for (int bucketIndex : bucketKeySet)
{
bucketDeltaSettingsMap.put (
"" + bucketIndex,
org.drip.simm.parameters.BucketSensitivitySettings.ISDA_CT_20 (bucketIndex)
);
}
return new RiskMeasureSensitivitySettings (
bucketDeltaSettingsMap,
org.drip.simm.commodity.CTSettingsContainer20.CrossBucketCorrelation()
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.1 Commodity DELTA Standard Instance of RiskMeasureSensitivitySettings
*
* @return ISDA 2.1 Commodity DELTA Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_CT_DELTA_21()
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketDeltaSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Set<java.lang.Integer> bucketKeySet =
org.drip.simm.commodity.CTSettingsContainer20.BucketMap().keySet();
try
{
for (int bucketIndex : bucketKeySet)
{
bucketDeltaSettingsMap.put (
"" + bucketIndex,
org.drip.simm.parameters.BucketSensitivitySettings.ISDA_CT_21 (bucketIndex)
);
}
return new RiskMeasureSensitivitySettings (
bucketDeltaSettingsMap,
org.drip.simm.commodity.CTSettingsContainer21.CrossBucketCorrelation()
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.0 Commodity VEGA Standard Instance of RiskMeasureSensitivitySettings
*
* @return ISDA 2.0 Commodity VEGA Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_CT_VEGA_20()
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketVegaSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Map<java.lang.Integer, org.drip.simm.commodity.CTBucket> bucketMap =
org.drip.simm.commodity.CTSettingsContainer20.BucketMap();
java.util.Set<java.lang.Integer> bucketKeySet = bucketMap.keySet();
try
{
for (int bucketIndex : bucketKeySet)
{
bucketVegaSettingsMap.put (
"" + bucketIndex,
org.drip.simm.parameters.BucketVegaSettings.ISDA_CT_20 (bucketIndex)
);
}
return new RiskMeasureSensitivitySettings (
bucketVegaSettingsMap,
org.drip.simm.commodity.CTSettingsContainer20.CrossBucketCorrelation()
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.1 Commodity VEGA Standard Instance of RiskMeasureSensitivitySettings
*
* @return ISDA 2.1 Commodity VEGA Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_CT_VEGA_21()
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketVegaSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Map<java.lang.Integer, org.drip.simm.commodity.CTBucket> bucketMap =
org.drip.simm.commodity.CTSettingsContainer21.BucketMap();
java.util.Set<java.lang.Integer> bucketKeySet = bucketMap.keySet();
try
{
for (int bucketIndex : bucketKeySet)
{
bucketVegaSettingsMap.put (
"" + bucketIndex,
org.drip.simm.parameters.BucketVegaSettings.ISDA_CT_21 (bucketIndex)
);
}
return new RiskMeasureSensitivitySettings (
bucketVegaSettingsMap,
org.drip.simm.commodity.CTSettingsContainer21.CrossBucketCorrelation()
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.0 Commodity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
*
* @param vegaDurationDays The Vega Duration Days
*
* @return ISDA 2.0 Commodity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_CT_CURVATURE_20 (
final int vegaDurationDays)
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketCurvatureSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Set<java.lang.Integer> bucketKeySet =
org.drip.simm.commodity.CTSettingsContainer20.BucketMap().keySet();
try
{
for (int bucketIndex : bucketKeySet)
{
bucketCurvatureSettingsMap.put (
"" + bucketIndex,
org.drip.simm.parameters.BucketCurvatureSettings.ISDA_CT_20 (
bucketIndex,
vegaDurationDays
)
);
}
return new RiskMeasureSensitivitySettings (
bucketCurvatureSettingsMap,
org.drip.simm.commodity.CTSettingsContainer20.CrossBucketCorrelation()
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.1 Commodity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
*
* @param vegaDurationDays The Vega Duration Days
*
* @return ISDA 2.1 Commodity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_CT_CURVATURE_21 (
final int vegaDurationDays)
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketCurvatureSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Set<java.lang.Integer> bucketKeySet =
org.drip.simm.commodity.CTSettingsContainer21.BucketMap().keySet();
try
{
for (int bucketIndex : bucketKeySet)
{
bucketCurvatureSettingsMap.put (
"" + bucketIndex,
org.drip.simm.parameters.BucketCurvatureSettings.ISDA_CT_21 (
bucketIndex,
vegaDurationDays
)
);
}
return new RiskMeasureSensitivitySettings (
bucketCurvatureSettingsMap,
org.drip.simm.commodity.CTSettingsContainer21.CrossBucketCorrelation()
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.0 FX DELTA Standard Instance of RiskMeasureSensitivitySettings
*
* @return ISDA 2.0 FX DELTA Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_FX_DELTA_20()
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketDeltaSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Map<java.lang.Integer, java.lang.Double> fxConcentrationCategoryDeltaMap =
org.drip.simm.fx.FXRiskThresholdContainer20.CategoryDeltaMap();
java.util.Set<java.lang.Integer> fxConcentrationCategoryDeltaKey =
fxConcentrationCategoryDeltaMap.keySet();
java.util.List<java.lang.String> deltaCategoryList = new java.util.ArrayList<java.lang.String>();
int fxConcentrationCategoryDeltaCount = fxConcentrationCategoryDeltaKey.size();
double[][] crossBucketCorrelationMatrix = new
double[fxConcentrationCategoryDeltaCount][fxConcentrationCategoryDeltaCount];
try
{
for (int deltaCategoryIndex : fxConcentrationCategoryDeltaKey)
{
deltaCategoryList.add ("" + deltaCategoryIndex);
bucketDeltaSettingsMap.put (
"" + deltaCategoryIndex,
org.drip.simm.parameters.BucketSensitivitySettings.ISDA_FX_20 (deltaCategoryIndex)
);
for (int categoryIndexInner : fxConcentrationCategoryDeltaKey)
{
crossBucketCorrelationMatrix[deltaCategoryIndex - 1][categoryIndexInner - 1] =
deltaCategoryIndex == categoryIndexInner ? 1. :
org.drip.simm.fx.FXSystemics20.CORRELATION;
}
}
return new RiskMeasureSensitivitySettings (
bucketDeltaSettingsMap,
new org.drip.measure.stochastic.LabelCorrelation (
deltaCategoryList,
crossBucketCorrelationMatrix
)
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.1 FX DELTA Standard Instance of RiskMeasureSensitivitySettings
*
* @return ISDA 2.1 FX DELTA Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_FX_DELTA_21()
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketDeltaSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Map<java.lang.Integer, java.lang.Double> fxConcentrationCategoryDeltaMap =
org.drip.simm.fx.FXRiskThresholdContainer21.CategoryDeltaMap();
java.util.Set<java.lang.Integer> fxConcentrationCategoryDeltaKey =
fxConcentrationCategoryDeltaMap.keySet();
java.util.List<java.lang.String> deltaCategoryList = new java.util.ArrayList<java.lang.String>();
int fxConcentrationCategoryDeltaCount = fxConcentrationCategoryDeltaKey.size();
double[][] crossBucketCorrelationMatrix = new
double[fxConcentrationCategoryDeltaCount][fxConcentrationCategoryDeltaCount];
try
{
for (int deltaCategoryIndex : fxConcentrationCategoryDeltaKey)
{
deltaCategoryList.add ("" + deltaCategoryIndex);
bucketDeltaSettingsMap.put (
"" + deltaCategoryIndex,
org.drip.simm.parameters.BucketSensitivitySettings.ISDA_FX_21 (deltaCategoryIndex)
);
for (int categoryIndexInner : fxConcentrationCategoryDeltaKey)
{
crossBucketCorrelationMatrix[deltaCategoryIndex - 1][categoryIndexInner - 1] =
deltaCategoryIndex == categoryIndexInner ? 1. :
org.drip.simm.fx.FXSystemics21.CORRELATION;
}
}
return new RiskMeasureSensitivitySettings (
bucketDeltaSettingsMap,
new org.drip.measure.stochastic.LabelCorrelation (
deltaCategoryList,
crossBucketCorrelationMatrix
)
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.0 FX VEGA Standard Instance of RiskMeasureSensitivitySettings
*
* @return ISDA 2.0 FX VEGA Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_FX_VEGA_20()
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketVegaSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Map<java.lang.String, java.lang.Double> fxConcentrationCategoryVegaMap =
org.drip.simm.fx.FXRiskThresholdContainer20.CategoryVegaMap();
java.util.Set<java.lang.String> fxConcentrationCategoryVegaKey =
fxConcentrationCategoryVegaMap.keySet();
java.util.List<java.lang.String> vegaCategoryList = new java.util.ArrayList<java.lang.String>();
int fxConcentrationCategoryVegaCount = fxConcentrationCategoryVegaKey.size();
int vegaCategoryIndexOuter = 0;
double[][] crossBucketCorrelationMatrix = new
double[fxConcentrationCategoryVegaCount][fxConcentrationCategoryVegaCount];
try
{
for (java.lang.String vegaCategoryOuter : fxConcentrationCategoryVegaKey)
{
vegaCategoryList.add (vegaCategoryOuter);
bucketVegaSettingsMap.put (
vegaCategoryOuter,
org.drip.simm.parameters.BucketVegaSettings.ISDA_FX_20 (vegaCategoryOuter)
);
for (int vegaCategoryIndexInner = 0;
vegaCategoryIndexInner < fxConcentrationCategoryVegaCount;
++vegaCategoryIndexInner)
{
crossBucketCorrelationMatrix[vegaCategoryIndexOuter][vegaCategoryIndexInner] =
vegaCategoryIndexOuter == vegaCategoryIndexInner ? 1. :
org.drip.simm.fx.FXSystemics20.CORRELATION;
}
++vegaCategoryIndexOuter;
}
return new RiskMeasureSensitivitySettings (
bucketVegaSettingsMap,
new org.drip.measure.stochastic.LabelCorrelation (
vegaCategoryList,
crossBucketCorrelationMatrix
)
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.1 FX VEGA Standard Instance of RiskMeasureSensitivitySettings
*
* @return ISDA 2.1 FX VEGA Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_FX_VEGA_21()
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketVegaSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Map<java.lang.String, java.lang.Double> fxConcentrationCategoryVegaMap =
org.drip.simm.fx.FXRiskThresholdContainer21.CategoryVegaMap();
java.util.Set<java.lang.String> fxConcentrationCategoryVegaKey =
fxConcentrationCategoryVegaMap.keySet();
java.util.List<java.lang.String> vegaCategoryList = new java.util.ArrayList<java.lang.String>();
int fxConcentrationCategoryVegaCount = fxConcentrationCategoryVegaKey.size();
int vegaCategoryIndexOuter = 0;
double[][] crossBucketCorrelationMatrix = new
double[fxConcentrationCategoryVegaCount][fxConcentrationCategoryVegaCount];
try
{
for (java.lang.String vegaCategoryOuter : fxConcentrationCategoryVegaKey)
{
vegaCategoryList.add (vegaCategoryOuter);
bucketVegaSettingsMap.put (
vegaCategoryOuter,
org.drip.simm.parameters.BucketVegaSettings.ISDA_FX_21 (vegaCategoryOuter)
);
for (int vegaCategoryIndexInner = 0;
vegaCategoryIndexInner < fxConcentrationCategoryVegaCount;
++vegaCategoryIndexInner)
{
crossBucketCorrelationMatrix[vegaCategoryIndexOuter][vegaCategoryIndexInner] =
vegaCategoryIndexOuter == vegaCategoryIndexInner ? 1. :
org.drip.simm.fx.FXSystemics21.CORRELATION;
}
++vegaCategoryIndexOuter;
}
return new RiskMeasureSensitivitySettings (
bucketVegaSettingsMap,
new org.drip.measure.stochastic.LabelCorrelation (
vegaCategoryList,
crossBucketCorrelationMatrix
)
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.0 FX Curvature Standard Instance of RiskMeasureSensitivitySettings
*
* @param vegaDurationDays The Vega Duration Days
*
* @return ISDA 2.0 FX Curvature Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_FX_CURVATURE_20 (
final int vegaDurationDays)
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketCurvatureSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Map<java.lang.String, java.lang.Double> fxConcentrationCategoryCurvatureMap =
org.drip.simm.fx.FXRiskThresholdContainer20.CategoryVegaMap();
java.util.Set<java.lang.String> fxConcentrationCategoryCurvatureKey =
fxConcentrationCategoryCurvatureMap.keySet();
java.util.List<java.lang.String> curvatureCategoryList = new java.util.ArrayList<java.lang.String>();
int fxConcentrationCategoryCurvatureCount = fxConcentrationCategoryCurvatureKey.size();
int curvatureCategoryIndexOuter = 0;
double[][] crossBucketCorrelationMatrix = new
double[fxConcentrationCategoryCurvatureCount][fxConcentrationCategoryCurvatureCount];
try
{
for (java.lang.String curvatureCategoryOuter : fxConcentrationCategoryCurvatureKey)
{
curvatureCategoryList.add (curvatureCategoryOuter);
bucketCurvatureSettingsMap.put (
curvatureCategoryOuter,
org.drip.simm.parameters.BucketCurvatureSettings.ISDA_FX_20 (
curvatureCategoryOuter,
vegaDurationDays
)
);
for (int curvatureCategoryIndexInner = 0;
curvatureCategoryIndexInner < fxConcentrationCategoryCurvatureCount;
++curvatureCategoryIndexInner)
{
crossBucketCorrelationMatrix[curvatureCategoryIndexOuter][curvatureCategoryIndexInner] =
curvatureCategoryIndexOuter == curvatureCategoryIndexInner ? 1. :
org.drip.simm.fx.FXSystemics20.CORRELATION;
}
++curvatureCategoryIndexOuter;
}
return new RiskMeasureSensitivitySettings (
bucketCurvatureSettingsMap,
new org.drip.measure.stochastic.LabelCorrelation (
curvatureCategoryList,
crossBucketCorrelationMatrix
)
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* Construct an ISDA 2.1 FX Curvature Standard Instance of RiskMeasureSensitivitySettings
*
* @param vegaDurationDays The Vega Duration Days
*
* @return ISDA 2.1 FX Curvature Standard Instance of RiskMeasureSensitivitySettings
*/
public static final RiskMeasureSensitivitySettings ISDA_FX_CURVATURE_21 (
final int vegaDurationDays)
{
java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketCurvatureSettingsMap = new java.util.HashMap<java.lang.String,
org.drip.simm.parameters.BucketSensitivitySettings>();
java.util.Map<java.lang.String, java.lang.Double> fxConcentrationCategoryCurvatureMap =
org.drip.simm.fx.FXRiskThresholdContainer21.CategoryVegaMap();
java.util.Set<java.lang.String> fxConcentrationCategoryCurvatureKey =
fxConcentrationCategoryCurvatureMap.keySet();
java.util.List<java.lang.String> curvatureCategoryList = new java.util.ArrayList<java.lang.String>();
int fxConcentrationCategoryCurvatureCount = fxConcentrationCategoryCurvatureKey.size();
int curvatureCategoryIndexOuter = 0;
double[][] crossBucketCorrelationMatrix = new
double[fxConcentrationCategoryCurvatureCount][fxConcentrationCategoryCurvatureCount];
try
{
for (java.lang.String curvatureCategoryOuter : fxConcentrationCategoryCurvatureKey)
{
curvatureCategoryList.add (curvatureCategoryOuter);
bucketCurvatureSettingsMap.put (
curvatureCategoryOuter,
org.drip.simm.parameters.BucketCurvatureSettings.ISDA_FX_21 (
curvatureCategoryOuter,
vegaDurationDays
)
);
for (int curvatureCategoryIndexInner = 0;
curvatureCategoryIndexInner < fxConcentrationCategoryCurvatureCount;
++curvatureCategoryIndexInner)
{
crossBucketCorrelationMatrix[curvatureCategoryIndexOuter][curvatureCategoryIndexInner] =
curvatureCategoryIndexOuter == curvatureCategoryIndexInner ? 1. :
org.drip.simm.fx.FXSystemics21.CORRELATION;
}
++curvatureCategoryIndexOuter;
}
return new RiskMeasureSensitivitySettings (
bucketCurvatureSettingsMap,
new org.drip.measure.stochastic.LabelCorrelation (
curvatureCategoryList,
crossBucketCorrelationMatrix
)
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* RiskMeasureSensitivitySettings Constructor
*
* @param bucketSettingsMap The Bucket Sensitivity Settings Map
* @param crossBucketCorrelation The Cross Bucket Correlation
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public RiskMeasureSensitivitySettings (
final java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketSettingsMap,
final org.drip.measure.stochastic.LabelCorrelation crossBucketCorrelation)
throws java.lang.Exception
{
if (null == (_bucketSettingsMap = bucketSettingsMap) || 0 == _bucketSettingsMap.size() ||
null == (_crossBucketCorrelation = crossBucketCorrelation))
{
throw new java.lang.Exception ("RiskMeasureSensitivitySettings Constructor => Invalid Inputs");
}
}
/**
* Retrieve the Cross Bucket Correlation
*
* @return The Cross Bucket Correlation
*/
public org.drip.measure.stochastic.LabelCorrelation crossBucketCorrelation()
{
return _crossBucketCorrelation;
}
/**
* Retrieve the Bucket Sensitivity Settings Map
*
* @return The Bucket Sensitivity Settings Map
*/
public java.util.Map<java.lang.String, org.drip.simm.parameters.BucketSensitivitySettings>
bucketSettingsMap()
{
return _bucketSettingsMap;
}
}