Features:

Bug Fixes/Re-organization: - Spaces Tensor R^d Combinatorial Vector - Iterator (1) - Spaces Tensor R^d Combinatorial Vector - Left Dimension Edge (2, 3) - Spaces Tensor R^d Combinatorial Vector - Right Dimension Edge (4, 5) - Spaces Tensor R^d Combinatorial Vector - Left Dimension (6, 7) - Spaces Tensor R^d Combinatorial Vector - Right Dimension (8, 9) - Spaces Tensor R^d Combinatorial Vector - Hyper Volume (10, 11) - Spaces Tensor R^1 Continuous Vector (12, 13) - Spaces Tensor R^1 Continuous Vector - Left Edge (14, 15) - Spaces Tensor R^1 Continuous Vector - Right Edge (16, 17) - Spaces Tensor R^1 Continuous Vector - Standard (18) - Spaces Tensor R^1 Continuous Vector - Constructor (19, 20) - Spaces Tensor R^1 Continuous Vector - Validate Instance (21) - Spaces Tensor R^1 Continuous Vector - Cardinality (22) - Spaces Tensor R^1 Continuous Vector - Match (23) - Spaces Tensor R^1 Continuous Vector - Subset (24) - Spaces Tensor R^1 Continuous Vector - Is Predictor Bounded (25) - Spaces Tensor R^1 Continuous Vector - Hyper-Volume (26) - SIMM Commodity CT Bucket (27, 28) - SIMM Commodity CT Bucket - Number (29, 30) - SIMM Commodity CT Bucket - Entity (31, 32) - SIMM Commodity CT Bucket - Delta Risk Weight (33, 34) - SIMM Commodity CT Bucket - Member Correlation (35, 36) - SIMM Commodity CT Bucket - Constructor (37, 38, 39) - SIMM Commodity CT Risk Threshold Container 2.0 #1 (40, 41) - SIMM Commodity CT Risk Threshold Container 2.0 - Delta Vega Map (42, 43) - SIMM Commodity CT Risk Threshold Container 2.0 #2 (44) - SIMM Commodity CT Risk Threshold Container 2.0 - Contains Bucket (45) - SIMM Commodity CT Risk Threshold Container 2.0 - Bucket Set (46) - SIMM Commodity CT Risk Threshold Container 2.0 - Init #1 (47, 48) - SIMM Commodity CT Risk Threshold Container 2.0 - Init #2 (49, 50, 51) - SIMM Commodity CT Risk Threshold Container 2.0 - Init #3 (52, 53) - SIMM Commodity CT Risk Threshold Container 2.1 #1 (54, 55) - SIMM Commodity CT Risk Threshold Container 2.1 - Delta Vega Map (56, 57) - SIMM Commodity CT Risk Threshold Container 2.1 #2 (58) - SIMM Commodity CT Risk Threshold Container 2.1 - Contains Bucket (59) - SIMM Commodity CT Risk Threshold Container 2.1 - Bucket Set (60) Samples: IdeaDRIP:
lakshmiDRIP · Jun 3, 2024 · b4aed3e · b4aed3e
1 parent a4550d5
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diff --git a/ReleaseNotes/11_22_2023.txt b/ReleaseNotes/11_22_2023.txt
@@ -0,0 +1,46 @@
+
+Features:
+
+Bug Fixes/Re-organization:
+
+	- Spaces Tensor R^d Combinatorial Vector - Iterator (1)
+	- Spaces Tensor R^d Combinatorial Vector - Left Dimension Edge (2, 3)
+	- Spaces Tensor R^d Combinatorial Vector - Right Dimension Edge (4, 5)
+	- Spaces Tensor R^d Combinatorial Vector - Left Dimension (6, 7)
+	- Spaces Tensor R^d Combinatorial Vector - Right Dimension (8, 9)
+	- Spaces Tensor R^d Combinatorial Vector - Hyper Volume (10, 11)
+	- Spaces Tensor R^1 Continuous Vector (12, 13)
+	- Spaces Tensor R^1 Continuous Vector - Left Edge (14, 15)
+	- Spaces Tensor R^1 Continuous Vector - Right Edge (16, 17)
+	- Spaces Tensor R^1 Continuous Vector - Standard (18)
+	- Spaces Tensor R^1 Continuous Vector - Constructor (19, 20)
+	- Spaces Tensor R^1 Continuous Vector - Validate Instance (21)
+	- Spaces Tensor R^1 Continuous Vector - Cardinality (22)
+	- Spaces Tensor R^1 Continuous Vector - Match (23)
+	- Spaces Tensor R^1 Continuous Vector - Subset (24)
+	- Spaces Tensor R^1 Continuous Vector - Is Predictor Bounded (25)
+	- Spaces Tensor R^1 Continuous Vector - Hyper-Volume (26)
+	- SIMM Commodity CT Bucket (27, 28)
+	- SIMM Commodity CT Bucket - Number (29, 30)
+	- SIMM Commodity CT Bucket - Entity (31, 32)
+	- SIMM Commodity CT Bucket - Delta Risk Weight (33, 34)
+	- SIMM Commodity CT Bucket - Member Correlation (35, 36)
+	- SIMM Commodity CT Bucket - Constructor (37, 38, 39)
+	- SIMM Commodity CT Risk Threshold Container 2.0 #1 (40, 41)
+	- SIMM Commodity CT Risk Threshold Container 2.0 - Delta Vega Map (42, 43)
+	- SIMM Commodity CT Risk Threshold Container 2.0 #2 (44)
+	- SIMM Commodity CT Risk Threshold Container 2.0 - Contains Bucket (45)
+	- SIMM Commodity CT Risk Threshold Container 2.0 - Bucket Set (46)
+	- SIMM Commodity CT Risk Threshold Container 2.0 - Init #1 (47, 48)
+	- SIMM Commodity CT Risk Threshold Container 2.0 - Init #2 (49, 50, 51)
+	- SIMM Commodity CT Risk Threshold Container 2.0 - Init #3 (52, 53)
+	- SIMM Commodity CT Risk Threshold Container 2.1 #1 (54, 55)
+	- SIMM Commodity CT Risk Threshold Container 2.1 - Delta Vega Map (56, 57)
+	- SIMM Commodity CT Risk Threshold Container 2.1 #2 (58)
+	- SIMM Commodity CT Risk Threshold Container 2.1 - Contains Bucket (59)
+	- SIMM Commodity CT Risk Threshold Container 2.1 - Bucket Set (60)
+
+
+Samples:
+
+IdeaDRIP:
diff --git a/ScheduleSheet.xlsx b/ScheduleSheet.xlsx
diff --git a/src/main/java/org/drip/simm/commodity/CTBucket.java b/src/main/java/org/drip/simm/commodity/CTBucket.java
@@ -8,6 +8,9 @@
  */
 
 /*!
+ * Copyright (C) 2025 Lakshmi Krishnamurthy
+ * Copyright (C) 2024 Lakshmi Krishnamurthy
+ * Copyright (C) 2023 Lakshmi Krishnamurthy
  * Copyright (C) 2022 Lakshmi Krishnamurthy
  * Copyright (C) 2021 Lakshmi Krishnamurthy
  * Copyright (C) 2020 Lakshmi Krishnamurthy
@@ -81,7 +84,7 @@
 
 /**
  * <i>CTBucket</i> holds the ISDA SIMM Commodity, Risk Weight, and Member Correlation for each Commodity
- * Bucket. The References are:
+ * 	Bucket. The References are:
  * 
  * <br><br>
  *  <ul>
@@ -108,15 +111,25 @@
  *  			https://www.isda.org/a/oFiDE/isda-simm-v2.pdf
  *  	</li>
  *  </ul>
- * 
- * <br><br>
+ *
+ * 	It provides the following Functionality:
+ *
  *  <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/commodity/README.md">Commodity Risk Factor Calibration Settings</a></li>
+ * 		<li><i>CTBucket</i> Constructor</li>
+ * 		<li>Retrieve the SIMM Bucket Number</li>
+ * 		<li>Retrieve the SIMM Bucket Entity</li>
+ * 		<li>Retrieve the SIMM Delta Risk Weight</li>
+ * 		<li>Retrieve the SIMM Member Correlation</li>
  *  </ul>
- * <br><br>
+ *
+ *	<br>
+ *  <table style="border:1px solid black;margin-left:auto;margin-right:auto;">
+ *		<tr><td><b>Module </b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></td></tr>
+ *		<tr><td><b>Library</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></td></tr>
+ *		<tr><td><b>Project</b></td> <td><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></td></tr>
+ *		<tr><td><b>Package</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/commodity/README.md">Commodity Risk Factor Calibration Settings</a></td></tr>
+ *  </table>
+ *	<br>
  * 
  * @author Lakshmi Krishnamurthy
  */
@@ -129,7 +142,7 @@ public class CTBucket
 	private double _memberCorrelation = Double.NaN;
 
 	/**
-	 * CTBucket Constructor
+	 * <i>CTBucket</i> Constructor
 	 * 
 	 * @param number Bucket Number
 	 * @param entity Bucket Commodity Entity
@@ -147,17 +160,10 @@ public CTBucket (
 		throws java.lang.Exception
 	{
 		if (null == (_entity = entity) || _entity.isEmpty() ||
-			!NumberUtil.IsValid (
-				_deltaRiskWeight = deltaRiskWeight
-			) ||
-			!NumberUtil.IsValid (
-				_memberCorrelation = memberCorrelation
-			)
-		)
+			!NumberUtil.IsValid (_deltaRiskWeight = deltaRiskWeight) ||
+			!NumberUtil.IsValid (_memberCorrelation = memberCorrelation))
 		{
-			throw new Exception (
-				"CTBucket Constructor => Invalid Inputs"
-			);
+			throw new Exception ("CTBucket Constructor => Invalid Inputs");
 		}
 
 		_number = number;

diff --git a/src/main/java/org/drip/simm/commodity/CTRiskThresholdContainer20.java b/src/main/java/org/drip/simm/commodity/CTRiskThresholdContainer20.java
@@ -12,6 +12,9 @@
  */
 
 /*!
+ * Copyright (C) 2025 Lakshmi Krishnamurthy
+ * Copyright (C) 2024 Lakshmi Krishnamurthy
+ * Copyright (C) 2023 Lakshmi Krishnamurthy
  * Copyright (C) 2022 Lakshmi Krishnamurthy
  * Copyright (C) 2021 Lakshmi Krishnamurthy
  * Copyright (C) 2020 Lakshmi Krishnamurthy
@@ -85,7 +88,7 @@
 
 /**
  * <i>CTRiskThresholdContainer20</i> holds the ISDA SIMM 2.0 Commodity Risk Thresholds - the Commodity
- * Buckets and the Delta/Vega Limits defined for the Concentration Thresholds. The References are:
+ * 	Buckets and the Delta/Vega Limits defined for the Concentration Thresholds. The References are:
  * 
  * <br><br>
  *  <ul>
@@ -112,15 +115,25 @@
  *  			https://www.isda.org/a/oFiDE/isda-simm-v2.pdf
  *  	</li>
  *  </ul>
- * 
- * <br><br>
+ *
+ * 	It provides the following Functionality:
+ *
  *  <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/commodity/README.md">Commodity Risk Factor Calibration Settings</a></li>
+ * 		<li>Initialize the Commodity Risk Threshold Container</li>
+ * 		<li>Retrieve the Commodity Risk Threshold Bucket Set</li>
+ * 		<li>Indicate if the Bucket Number is available in the Commodity Risk Threshold Container</li>
+ * 		<li>Retrieve the Threshold indicated by the Bucket Number</li>
+ * 		<li>Retrieve the Delta Vega Threshold Map</li>
  *  </ul>
- * <br><br>
+ *
+ *	<br>
+ *  <table style="border:1px solid black;margin-left:auto;margin-right:auto;">
+ *		<tr><td><b>Module </b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></td></tr>
+ *		<tr><td><b>Library</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></td></tr>
+ *		<tr><td><b>Project</b></td> <td><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></td></tr>
+ *		<tr><td><b>Package</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/commodity/README.md">Commodity Risk Factor Calibration Settings</a></td></tr>
+ *  </table>
+ *	<br>
  * 
  * @author Lakshmi Krishnamurthy
  */
@@ -138,146 +151,41 @@ public class CTRiskThresholdContainer20
 
 	public static final boolean Init()
 	{
-		try
-		{
-			s_DeltaVegaThresholdMap.put (
-				1,
-				new DeltaVegaThreshold (
-					1400.,
-					250.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				2,
-				new DeltaVegaThreshold (
-					20000.,
-					2000.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				3,
-				new DeltaVegaThreshold (
-					3500.,
-					510.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				4,
-				new DeltaVegaThreshold (
-					3500.,
-					510.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				5,
-				new DeltaVegaThreshold (
-					3500.,
-					510.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				6,
-				new DeltaVegaThreshold (
-					6400.,
-					1900.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				7,
-				new DeltaVegaThreshold (
-					6400.,
-					1900.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				8,
-				new DeltaVegaThreshold (
-					2500.,
-					870.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				9,
-				new DeltaVegaThreshold (
-					2500.,
-					870.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				10,
-				new DeltaVegaThreshold (
-					300.,
-					220.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				11,
-				new DeltaVegaThreshold (
-					2900.,
-					450.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				12,
-				new DeltaVegaThreshold (
-					7600.,
-					740.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				13,
-				new DeltaVegaThreshold (
-					3900.,
-					370.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				14,
-				new DeltaVegaThreshold (
-					3900.,
-					370.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				15,
-				new DeltaVegaThreshold (
-					3900.,
-					370.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				16,
-				new DeltaVegaThreshold (
-					300.,
-					220.
-				)
-			);
-
-			s_DeltaVegaThresholdMap.put (
-				17,
-				new DeltaVegaThreshold (
-					12000.,
-					430.
-				)
-			);
-		}
-		catch (Exception e)
-		{
+		try {
+			s_DeltaVegaThresholdMap.put (1, new DeltaVegaThreshold (1400., 250.));
+
+			s_DeltaVegaThresholdMap.put (2, new DeltaVegaThreshold (20000., 2000.));
+
+			s_DeltaVegaThresholdMap.put (3, new DeltaVegaThreshold (3500., 510.));
+
+			s_DeltaVegaThresholdMap.put (4, new DeltaVegaThreshold (3500., 510.));
+
+			s_DeltaVegaThresholdMap.put (5, new DeltaVegaThreshold (3500., 510.));
+
+			s_DeltaVegaThresholdMap.put (6, new DeltaVegaThreshold (6400., 1900.));
+
+			s_DeltaVegaThresholdMap.put (7, new DeltaVegaThreshold (6400., 1900.));
+
+			s_DeltaVegaThresholdMap.put (8, new DeltaVegaThreshold (2500., 870.));
+
+			s_DeltaVegaThresholdMap.put (9, new DeltaVegaThreshold (2500., 870.));
+
+			s_DeltaVegaThresholdMap.put (10, new DeltaVegaThreshold (300., 220.));
+
+			s_DeltaVegaThresholdMap.put (11, new DeltaVegaThreshold (2900., 450.));
+
+			s_DeltaVegaThresholdMap.put (12, new DeltaVegaThreshold (7600., 740.));
+
+			s_DeltaVegaThresholdMap.put (13, new DeltaVegaThreshold (3900., 370.));
+
+			s_DeltaVegaThresholdMap.put (14, new DeltaVegaThreshold (3900., 370.));
+
+			s_DeltaVegaThresholdMap.put (15, new DeltaVegaThreshold (3900., 370.));
+
+			s_DeltaVegaThresholdMap.put (16, new DeltaVegaThreshold (300., 220.));
+
+			s_DeltaVegaThresholdMap.put (17, new DeltaVegaThreshold (12000., 430.));
+		} catch (Exception e) {
 			e.printStackTrace();
 
 			return false;
@@ -308,9 +216,7 @@ public static final Set<Integer> BucketSet()
 	public static final boolean ContainsBucket (
 		final int bucketNumber)
 	{
-		return s_DeltaVegaThresholdMap.containsKey (
-			bucketNumber
-		);
+		return s_DeltaVegaThresholdMap.containsKey (bucketNumber);
 	}
 
 	/**
@@ -324,11 +230,7 @@ public static final boolean ContainsBucket (
 	public static final DeltaVegaThreshold Threshold (
 		final int bucketNumber)
 	{
-		return ContainsBucket (
-			bucketNumber
-		) ? s_DeltaVegaThresholdMap.get (
-			bucketNumber
-		) : null;
+		return ContainsBucket (bucketNumber) ? s_DeltaVegaThresholdMap.get (bucketNumber) : null;
 	}
 
 	/**