Adiabat.java
package org.drip.xva.topology;
/*
* -*- 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>Adiabat</i> represents the Directed Graph of all the Encompassing Funding Groups inside of a Closed
* System (i.e., Adiabat). The References are:
*
* <br><br>
* <ul>
* <li>
* Albanese, C., L. Andersen, and, S. Iabichino (2015): The FVA Puzzle: Accounting, Risk Management,
* and Collateral Trading https://papers.ssrn.com/sol3/paper.cfm?abstract_id_2517301
* <b>eSSRN</b>
* </li>
* <li>
* Burgard, C., and M. Kjaer (2014): PDE Representations of Derivatives with Bilateral Counter-party
* Risk and Funding Costs <i>Journal of Credit Risk</i> <b>7 (3)</b> 1-19
* </li>
* <li>
* Burgard, C., and M. Kjaer (2014): In the Balance <i>Risk</i> <b>24 (11)</b> 72-75
* </li>
* <li>
* Gregory, J. (2009): Being Two-faced over Counter-party Credit Risk <i>Risk</i> <b>20 (2)</b>
* 86-90
* </li>
* <li>
* Piterbarg, V. (2010): Funding Beyond Discounting: Collateral Agreements and Derivatives Pricing
* <i>Risk</i> <b>21 (2)</b> 97-102
* </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/XVAAnalyticsLibrary.md">XVA Analytics Library</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/xva/README.md">Valuation Adjustments that account for Collateral, CC Credit/Debt and Funding Overhead</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/xva/topology/README.md">Collateral, Credit/Debt, Funding Topologies</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class Adiabat extends org.drip.xva.proto.ObjectSpecification
{
private java.util.Map<java.lang.String, org.drip.xva.topology.FundingGroup> _fundingGroupMap = null;
/**
* Adiabat Constructor
*
* @param id BookGraph ID
* @param name BookGraph Name
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public Adiabat (
final java.lang.String id,
final java.lang.String name)
throws java.lang.Exception
{
super (
id,
name
);
_fundingGroupMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.xva.topology.FundingGroup>();
}
/**
* Retrieve the Funding Group Map
*
* @return The Funding Group Map
*/
public java.util.Map<java.lang.String, org.drip.xva.topology.FundingGroup> fundingGroupMap()
{
return _fundingGroupMap;
}
/**
* Add the specified Funding Group
*
* @param fundingGroup The Funding Group
*
* @return TRUE - The Funding Group successfully set
*/
public boolean addFundingGroup (
final org.drip.xva.topology.FundingGroup fundingGroup)
{
if (null == fundingGroup)
{
return false;
}
_fundingGroupMap.put (
fundingGroup.id(),
fundingGroup
);
return true;
}
/**
* Indicate if the Funding Group identified by the ID exists
*
* @param fundingGroupID The Funding Group ID
*
* @return TRUE - The Funding Group Exists
*/
public boolean containsFundingGroup (
final java.lang.String fundingGroupID)
{
return null == fundingGroupID || fundingGroupID.isEmpty() ? false : _fundingGroupMap.containsKey
(fundingGroupID);
}
/**
* Retrieve the Funding Group identified by the ID
*
* @param fundingGroupID The Funding Group ID
*
* @return TRUE - The Funding Group
*/
public org.drip.xva.topology.FundingGroup fundingGroup (
final java.lang.String fundingGroupID)
{
return containsFundingGroup (fundingGroupID) ? _fundingGroupMap.get (fundingGroupID) : null;
}
/**
* Retrieve the Overnight Label Map
*
* @return The Overnight Label Map
*/
public java.util.Map<java.lang.String, org.drip.state.identifier.OvernightLabel> overnightLabelMap()
{
java.util.Map<java.lang.String, org.drip.state.identifier.OvernightLabel> overnightLabelMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.OvernightLabel>();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.FundingGroup> fundingGroupEntry :
_fundingGroupMap.entrySet())
{
java.util.Map<java.lang.String, org.drip.xva.topology.CreditDebtGroup> creditDebtGroupMap =
fundingGroupEntry.getValue().creditDebtGroupMap();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.CreditDebtGroup>
creditDebtGroupEntry : creditDebtGroupMap.entrySet())
{
java.util.Map<java.lang.String, org.drip.xva.topology.CollateralGroup> collateralGroupMap =
creditDebtGroupEntry.getValue().collateralGroupMap();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.CollateralGroup>
collateralGroupMapEntry : collateralGroupMap.entrySet())
{
org.drip.state.identifier.OvernightLabel overnightLabel =
collateralGroupMapEntry.getValue().overnightLabel();
java.lang.String overnightLabelFQN = overnightLabel.fullyQualifiedName();
if (!overnightLabelMap.containsKey (overnightLabelFQN))
{
overnightLabelMap.put (
overnightLabelFQN,
overnightLabel
);
}
}
}
}
return overnightLabelMap;
}
/**
* Retrieve the CSA Label Map
*
* @return The CSA Label Map
*/
public java.util.Map<java.lang.String, org.drip.state.identifier.CSALabel> csaLabelMap()
{
java.util.Map<java.lang.String, org.drip.state.identifier.CSALabel> csaLabelMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.CSALabel>();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.FundingGroup> fundingGroupEntry :
_fundingGroupMap.entrySet())
{
java.util.Map<java.lang.String, org.drip.xva.topology.CreditDebtGroup> creditDebtGroupMap =
fundingGroupEntry.getValue().creditDebtGroupMap();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.CreditDebtGroup>
creditDebtGroupEntry : creditDebtGroupMap.entrySet())
{
java.util.Map<java.lang.String, org.drip.xva.topology.CollateralGroup> collateralGroupMap =
creditDebtGroupEntry.getValue().collateralGroupMap();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.CollateralGroup>
collateralGroupMapEntry : collateralGroupMap.entrySet())
{
org.drip.state.identifier.CSALabel csaLabel =
collateralGroupMapEntry.getValue().csaLabel();
java.lang.String csaLabelFQN = csaLabel.fullyQualifiedName();
if (!csaLabelMap.containsKey (csaLabelFQN))
{
csaLabelMap.put (
csaLabelFQN,
csaLabel
);
}
}
}
}
return csaLabelMap;
}
/**
* Retrieve the Dealer Hazard Label Map
*
* @return The Dealer Hazard Label Map
*/
public java.util.Map<java.lang.String, org.drip.state.identifier.EntityHazardLabel>
dealerHazardLabelMap()
{
java.util.Map<java.lang.String, org.drip.state.identifier.EntityHazardLabel> dealerHazardLabelMap =
new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityHazardLabel>();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.FundingGroup> fundingGroupEntry :
_fundingGroupMap.entrySet())
{
java.util.Map<java.lang.String, org.drip.xva.topology.CreditDebtGroup> creditDebtGroupMap =
fundingGroupEntry.getValue().creditDebtGroupMap();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.CreditDebtGroup>
creditDebtGroupMapEntry : creditDebtGroupMap.entrySet())
{
org.drip.state.identifier.EntityHazardLabel dealerHazardLabel =
creditDebtGroupMapEntry.getValue().dealerHazardLabel();
java.lang.String dealerHazardLabelFQN = dealerHazardLabel.fullyQualifiedName();
if (!dealerHazardLabelMap.containsKey (dealerHazardLabelFQN))
{
dealerHazardLabelMap.put (
dealerHazardLabelFQN,
dealerHazardLabel
);
}
}
}
return dealerHazardLabelMap;
}
/**
* Retrieve the Client Hazard Label Map
*
* @return The Client Hazard Label Map
*/
public java.util.Map<java.lang.String, org.drip.state.identifier.EntityHazardLabel>
clientHazardLabelMap()
{
java.util.Map<java.lang.String, org.drip.state.identifier.EntityHazardLabel> clientHazardLabelMap =
new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityHazardLabel>();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.FundingGroup> fundingGroupEntry :
_fundingGroupMap.entrySet())
{
java.util.Map<java.lang.String, org.drip.xva.topology.CreditDebtGroup> creditDebtGroupMap =
fundingGroupEntry.getValue().creditDebtGroupMap();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.CreditDebtGroup>
creditDebtGroupMapEntry : creditDebtGroupMap.entrySet())
{
org.drip.state.identifier.EntityHazardLabel clientHazardLabel =
creditDebtGroupMapEntry.getValue().clientPartyHazardLabel();
java.lang.String clientHazardLabelFQN = clientHazardLabel.fullyQualifiedName();
if (!clientHazardLabelMap.containsKey (clientHazardLabelFQN))
{
clientHazardLabelMap.put (
clientHazardLabelFQN,
clientHazardLabel
);
}
}
}
return clientHazardLabelMap;
}
/**
* Retrieve the Dealer Senior Recovery Label Map
*
* @return The Dealer Senior Recovery Label Map
*/
public java.util.Map<java.lang.String, org.drip.state.identifier.EntityRecoveryLabel>
dealerSeniorRecoveryLabelMap()
{
java.util.Map<java.lang.String, org.drip.state.identifier.EntityRecoveryLabel>
dealerSeniorRecoveryLabelMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityRecoveryLabel>();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.FundingGroup> fundingGroupEntry :
_fundingGroupMap.entrySet())
{
java.util.Map<java.lang.String, org.drip.xva.topology.CreditDebtGroup> creditDebtGroupMap =
fundingGroupEntry.getValue().creditDebtGroupMap();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.CreditDebtGroup>
creditDebtGroupMapEntry : creditDebtGroupMap.entrySet())
{
org.drip.state.identifier.EntityRecoveryLabel dealerSeniorRecoveryLabel =
creditDebtGroupMapEntry.getValue().dealerSeniorRecoveryLabel();
java.lang.String dealerSeniorRecoveryLabelFQN =
dealerSeniorRecoveryLabel.fullyQualifiedName();
if (!dealerSeniorRecoveryLabelMap.containsKey (dealerSeniorRecoveryLabelFQN))
{
dealerSeniorRecoveryLabelMap.put (
dealerSeniorRecoveryLabelFQN,
dealerSeniorRecoveryLabel
);
}
}
}
return dealerSeniorRecoveryLabelMap;
}
/**
* Retrieve the Client Recovery Label Map
*
* @return The Client Recovery Label Map
*/
public java.util.Map<java.lang.String, org.drip.state.identifier.EntityRecoveryLabel>
clientRecoveryLabelMap()
{
java.util.Map<java.lang.String, org.drip.state.identifier.EntityRecoveryLabel> clientRecoveryLabelMap
= new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityRecoveryLabel>();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.FundingGroup> fundingGroupEntry :
_fundingGroupMap.entrySet())
{
java.util.Map<java.lang.String, org.drip.xva.topology.CreditDebtGroup> creditDebtGroupMap =
fundingGroupEntry.getValue().creditDebtGroupMap();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.CreditDebtGroup>
creditDebtGroupMapEntry : creditDebtGroupMap.entrySet())
{
org.drip.state.identifier.EntityRecoveryLabel clientRecoveryLabel =
creditDebtGroupMapEntry.getValue().clientRecoveryLabel();
java.lang.String clientRecoveryLabelFQN = clientRecoveryLabel.fullyQualifiedName();
if (!clientRecoveryLabelMap.containsKey (clientRecoveryLabelFQN))
{
clientRecoveryLabelMap.put (
clientRecoveryLabelFQN,
clientRecoveryLabel
);
}
}
}
return clientRecoveryLabelMap;
}
/**
* Retrieve the Dealer Subordinate Recovery Label Map
*
* @return The Dealer Subordinate Recovery Label Map
*/
public java.util.Map<java.lang.String, org.drip.state.identifier.EntityRecoveryLabel>
dealerSubordinateRecoveryLabelMap()
{
java.util.Map<java.lang.String, org.drip.state.identifier.EntityRecoveryLabel>
dealerSubordinateRecoveryLabelMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityRecoveryLabel>();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.FundingGroup> fundingGroupEntry :
_fundingGroupMap.entrySet())
{
java.util.Map<java.lang.String, org.drip.xva.topology.CreditDebtGroup> creditDebtGroupMap =
fundingGroupEntry.getValue().creditDebtGroupMap();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.CreditDebtGroup>
creditDebtGroupMapEntry : creditDebtGroupMap.entrySet())
{
org.drip.state.identifier.EntityRecoveryLabel dealerSubordinateRecoveryLabel =
creditDebtGroupMapEntry.getValue().dealerSubordinateRecoveryLabel();
java.lang.String dealerSubordinateRecoveryLabelFQN =
dealerSubordinateRecoveryLabel.fullyQualifiedName();
if (!dealerSubordinateRecoveryLabelMap.containsKey (dealerSubordinateRecoveryLabelFQN))
{
dealerSubordinateRecoveryLabelMap.put (
dealerSubordinateRecoveryLabelFQN,
dealerSubordinateRecoveryLabel
);
}
}
}
return dealerSubordinateRecoveryLabelMap;
}
/**
* Retrieve the Dealer Senior Funding Label Map
*
* @return The Dealer Senior Funding Label Map
*/
public java.util.Map<java.lang.String, org.drip.state.identifier.EntityFundingLabel>
dealerSeniorFundingLabelMap()
{
java.util.Map<java.lang.String, org.drip.state.identifier.EntityFundingLabel>
dealerSeniorFundingLabelMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityFundingLabel>();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.FundingGroup> fundingGroupMapEntry :
_fundingGroupMap.entrySet())
{
org.drip.state.identifier.EntityFundingLabel dealerSeniorFundingLabel =
fundingGroupMapEntry.getValue().dealerSeniorFundingLabel();
java.lang.String dealerSeniorFundingLabelFQN = dealerSeniorFundingLabel.fullyQualifiedName();
if (!dealerSeniorFundingLabelMap.containsKey (dealerSeniorFundingLabelFQN))
{
dealerSeniorFundingLabelMap.put (
dealerSeniorFundingLabelFQN,
dealerSeniorFundingLabel
);
}
}
return dealerSeniorFundingLabelMap;
}
/**
* Retrieve the Client Funding Label Map
*
* @return The Client Funding Label Map
*/
public java.util.Map<java.lang.String, org.drip.state.identifier.EntityFundingLabel>
clientFundingLabelMap()
{
java.util.Map<java.lang.String, org.drip.state.identifier.EntityFundingLabel> clientFundingLabelMap =
new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityFundingLabel>();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.FundingGroup> fundingGroupMapEntry :
_fundingGroupMap.entrySet())
{
org.drip.state.identifier.EntityFundingLabel clientFundingLabel =
fundingGroupMapEntry.getValue().clientFundingLabel();
java.lang.String clientFundingLabelFQN = clientFundingLabel.fullyQualifiedName();
if (!clientFundingLabelMap.containsKey (clientFundingLabelFQN))
{
clientFundingLabelMap.put (
clientFundingLabelFQN,
clientFundingLabel
);
}
}
return clientFundingLabelMap;
}
/**
* Retrieve the Dealer Subordinate Funding Label Map
*
* @return The Dealer Subordinate Funding Label Map
*/
public java.util.Map<java.lang.String, org.drip.state.identifier.EntityFundingLabel>
dealerSubordinateFundingLabelMap()
{
java.util.Map<java.lang.String, org.drip.state.identifier.EntityFundingLabel>
dealerSubordinateFundingLabelMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityFundingLabel>();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.FundingGroup> fundingGroupMapEntry :
_fundingGroupMap.entrySet())
{
org.drip.state.identifier.EntityFundingLabel dealerSubordinateFundingLabel =
fundingGroupMapEntry.getValue().dealerSubordinateFundingLabel();
if (null != dealerSubordinateFundingLabel)
{
java.lang.String dealerSubordinateFundingLabelFQN =
dealerSubordinateFundingLabel.fullyQualifiedName();
if (!dealerSubordinateFundingLabelMap.containsKey (dealerSubordinateFundingLabelFQN))
{
dealerSubordinateFundingLabelMap.put (
dealerSubordinateFundingLabelFQN,
dealerSubordinateFundingLabel
);
}
}
}
return dealerSubordinateFundingLabelMap;
}
/**
* Generate the Adiabat Dependent Market Parameters
*
* @return The Adiabat Dependent Market Parameters
*/
public org.drip.xva.topology.AdiabatMarketParams marketParams()
{
java.util.Map<java.lang.String, org.drip.state.identifier.CSALabel> csaLabelMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.CSALabel>();
java.util.Map<java.lang.String, org.drip.state.identifier.OvernightLabel> overnightLabelMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.OvernightLabel>();
java.util.Map<java.lang.String, org.drip.state.identifier.EntityHazardLabel> dealerHazardLabelMap =
new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityHazardLabel>();
java.util.Map<java.lang.String, org.drip.state.identifier.EntityHazardLabel> clientHazardLabelMap =
new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityHazardLabel>();
java.util.Map<java.lang.String, org.drip.state.identifier.EntityRecoveryLabel>
dealerSeniorRecoveryLabelMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityRecoveryLabel>();
java.util.Map<java.lang.String, org.drip.state.identifier.EntityRecoveryLabel> clientRecoveryLabelMap
= new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityRecoveryLabel>();
java.util.Map<java.lang.String, org.drip.state.identifier.EntityRecoveryLabel>
dealerSubordinateRecoveryLabelMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityRecoveryLabel>();
java.util.Map<java.lang.String, org.drip.state.identifier.EntityFundingLabel>
dealerSeniorFundingLabelMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityFundingLabel>();
java.util.Map<java.lang.String, org.drip.state.identifier.EntityFundingLabel> clientFundingLabelMap =
new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityFundingLabel>();
java.util.Map<java.lang.String, org.drip.state.identifier.EntityFundingLabel>
dealerSubordinateFundingLabelMap = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.identifier.EntityFundingLabel>();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.FundingGroup> fundingGroupEntry :
_fundingGroupMap.entrySet())
{
org.drip.state.identifier.EntityFundingLabel dealerSeniorFundingLabel =
fundingGroupEntry.getValue().dealerSeniorFundingLabel();
java.lang.String dealerSeniorFundingLabelFQN = dealerSeniorFundingLabel.fullyQualifiedName();
if (!dealerSeniorFundingLabelMap.containsKey (dealerSeniorFundingLabelFQN))
{
dealerSeniorFundingLabelMap.put (
dealerSeniorFundingLabelFQN,
dealerSeniorFundingLabel
);
}
org.drip.state.identifier.EntityFundingLabel clientFundingLabel =
fundingGroupEntry.getValue().clientFundingLabel();
java.lang.String clientFundingLabelFQN = clientFundingLabel.fullyQualifiedName();
if (!clientFundingLabelMap.containsKey (clientFundingLabelFQN))
{
clientFundingLabelMap.put (
clientFundingLabelFQN,
clientFundingLabel
);
}
org.drip.state.identifier.EntityFundingLabel dealerSubordinateFundingLabel =
fundingGroupEntry.getValue().dealerSubordinateFundingLabel();
if (null != dealerSubordinateFundingLabel)
{
java.lang.String dealerSubordinateFundingLabelFQN =
dealerSubordinateFundingLabel.fullyQualifiedName();
if (!dealerSubordinateFundingLabelMap.containsKey (dealerSubordinateFundingLabelFQN))
{
dealerSubordinateFundingLabelMap.put (
dealerSubordinateFundingLabelFQN,
dealerSubordinateFundingLabel
);
}
}
java.util.Map<java.lang.String, org.drip.xva.topology.CreditDebtGroup> creditDebtGroupMap =
fundingGroupEntry.getValue().creditDebtGroupMap();
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.CreditDebtGroup>
creditDebtGroupEntry : creditDebtGroupMap.entrySet())
{
java.util.Map<java.lang.String, org.drip.xva.topology.CollateralGroup> collateralGroupMap =
creditDebtGroupEntry.getValue().collateralGroupMap();
org.drip.state.identifier.EntityHazardLabel dealerHazardLabel =
creditDebtGroupEntry.getValue().dealerHazardLabel();
java.lang.String dealerHazardLabelFQN = dealerHazardLabel.fullyQualifiedName();
if (!dealerHazardLabelMap.containsKey (dealerHazardLabelFQN))
{
dealerHazardLabelMap.put (
dealerHazardLabelFQN,
dealerHazardLabel
);
}
org.drip.state.identifier.EntityHazardLabel clientHazardLabel =
creditDebtGroupEntry.getValue().clientPartyHazardLabel();
java.lang.String clientHazardLabelFQN = clientHazardLabel.fullyQualifiedName();
if (!clientHazardLabelMap.containsKey (clientHazardLabelFQN))
{
clientHazardLabelMap.put (
clientHazardLabelFQN,
clientHazardLabel
);
}
org.drip.state.identifier.EntityRecoveryLabel dealerSeniorRecoveryLabel =
creditDebtGroupEntry.getValue().dealerSeniorRecoveryLabel();
java.lang.String dealerSeniorRecoveryLabelFQN =
dealerSeniorRecoveryLabel.fullyQualifiedName();
if (!dealerSeniorRecoveryLabelMap.containsKey (dealerSeniorRecoveryLabelFQN))
{
dealerSeniorRecoveryLabelMap.put (
dealerSeniorRecoveryLabelFQN,
dealerSeniorRecoveryLabel
);
}
org.drip.state.identifier.EntityRecoveryLabel clientRecoveryLabel =
creditDebtGroupEntry.getValue().clientRecoveryLabel();
java.lang.String clientRecoveryLabelFQN = clientRecoveryLabel.fullyQualifiedName();
if (!clientRecoveryLabelMap.containsKey (clientRecoveryLabelFQN))
{
clientRecoveryLabelMap.put (
clientRecoveryLabelFQN,
clientRecoveryLabel
);
}
org.drip.state.identifier.EntityRecoveryLabel dealerSubordinateRecoveryLabel =
creditDebtGroupEntry.getValue().dealerSubordinateRecoveryLabel();
if (null != dealerSubordinateRecoveryLabel)
{
java.lang.String dealerSubordinateRecoveryLabelFQN =
dealerSubordinateRecoveryLabel.fullyQualifiedName();
if (!dealerSubordinateRecoveryLabelMap.containsKey (dealerSubordinateRecoveryLabelFQN))
{
dealerSubordinateRecoveryLabelMap.put (
dealerSubordinateRecoveryLabelFQN,
dealerSubordinateRecoveryLabel
);
}
}
for (java.util.Map.Entry<java.lang.String, org.drip.xva.topology.CollateralGroup>
collateralGroupMapEntry : collateralGroupMap.entrySet())
{
org.drip.state.identifier.OvernightLabel overnightLabel =
collateralGroupMapEntry.getValue().overnightLabel();
java.lang.String overnightLabelFQN = overnightLabel.fullyQualifiedName();
if (!overnightLabelMap.containsKey (overnightLabelFQN))
{
overnightLabelMap.put (
overnightLabelFQN,
overnightLabel
);
}
org.drip.state.identifier.CSALabel csaLabel =
collateralGroupMapEntry.getValue().csaLabel();
java.lang.String csaLabelFQN = csaLabel.fullyQualifiedName();
if (!csaLabelMap.containsKey (csaLabelFQN))
{
csaLabelMap.put (
csaLabelFQN,
csaLabel
);
}
}
}
}
try {
return new org.drip.xva.topology.AdiabatMarketParams (
overnightLabelMap,
csaLabelMap,
dealerHazardLabelMap,
clientHazardLabelMap,
dealerSeniorRecoveryLabelMap,
clientRecoveryLabelMap,
dealerSubordinateRecoveryLabelMap,
dealerSeniorFundingLabelMap,
clientFundingLabelMap,
dealerSubordinateFundingLabelMap
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
}