CDXRefData.java

  1. package org.drip.feed.loader;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  14.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  16.  * Copyright (C) 2012 Lakshmi Krishnamurthy
  17.  * 
  18.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  19.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  20.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  21.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  22.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  23.  *      and computational support.
  24.  *  
  25.  *      https://lakshmidrip.github.io/DROP/
  26.  *  
  27.  *  DROP is composed of three modules:
  28.  *  
  29.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  30.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  31.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  32.  * 
  33.  *  DROP Product Core implements libraries for the following:
  34.  *  - Fixed Income Analytics
  35.  *  - Loan Analytics
  36.  *  - Transaction Cost Analytics
  37.  * 
  38.  *  DROP Portfolio Core implements libraries for the following:
  39.  *  - Asset Allocation Analytics
  40.  *  - Asset Liability Management Analytics
  41.  *  - Capital Estimation Analytics
  42.  *  - Exposure Analytics
  43.  *  - Margin Analytics
  44.  *  - XVA Analytics
  45.  * 
  46.  *  DROP Computational Core implements libraries for the following:
  47.  *  - Algorithm Support
  48.  *  - Computation Support
  49.  *  - Function Analysis
  50.  *  - Model Validation
  51.  *  - Numerical Analysis
  52.  *  - Numerical Optimizer
  53.  *  - Spline Builder
  54.  *  - Statistical Learning
  55.  * 
  56.  *  Documentation for DROP is Spread Over:
  57.  * 
  58.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  59.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  60.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  61.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  62.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  63.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  64.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  65.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  66.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  67.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  68.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  69.  * 
  70.  *  Licensed under the Apache License, Version 2.0 (the "License");
  71.  *      you may not use this file except in compliance with the License.
  72.  *   
  73.  *  You may obtain a copy of the License at
  74.  *      http://www.apache.org/licenses/LICENSE-2.0
  75.  *  
  76.  *  Unless required by applicable law or agreed to in writing, software
  77.  *      distributed under the License is distributed on an "AS IS" BASIS,
  78.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  79.  *  
  80.  *  See the License for the specific language governing permissions and
  81.  *      limitations under the License.
  82.  */

  84. /**
  85.  * <i>CDXRefData</i> contains the functionality to load the standard CDX reference data and definitions, and
  86.  * create compile time static classes for these definitions.
  87.  *
  88.  *  <br><br>
  89.  *  <ul>
  90.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  91.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationSupportLibrary.md">Computation Support</a></li>
  92.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/feed/README.md">Load, Transform, and compute Target Metrics across Feeds</a></li>
  93.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/feed/loader/README.md">Reference/Market Data Feed Loader</a></li>
  94.  *  </ul>
  95.  * 
  96.  * @author Lakshmi Krishnamurthy
  97.  */

  99. public class CDXRefData {
  100.     private static final boolean s_bBlog = false;
  101.     private static final boolean s_bSuppressErr = true;
  102.     private static final boolean s_bPrintCDXRefDataDump = false;

  104.     private static final org.drip.product.params.CDXRefDataParams CreateCDXRefDataFromRecord (
  105.         final java.lang.String[] astrArgs,
  106.         final java.io.BufferedWriter bw)
  107.     {
  108.         if (null == astrArgs || 43 != astrArgs.length) System.exit (333);

  110.         java.lang.String strCurveID = org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[0],
  111.             false);

  113.         if (s_bBlog) System.out.println ("Curve ID: " + strCurveID);

  115.         java.lang.String strSPN = org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[1], false);

  117.         if (s_bBlog) System.out.println ("SPN: " + strSPN);

  119.         java.lang.String strIndexLabel = org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[2],
  120.             false);

  122.         if (s_bBlog) System.out.println ("Index Label: " + strIndexLabel);

  124.         java.lang.String strIndexName = org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[3],
  125.             false);

  127.         if (s_bBlog) System.out.println ("Index Name: " + strIndexName);

  129.         java.lang.String strCurveName = org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[4],
  130.             false);

  132.         if (s_bBlog) System.out.println ("Curve Name: " + strCurveName);

  134.         org.drip.analytics.date.JulianDate dtIssueDate =
  135.             org.drip.analytics.date.DateUtil.MakeJulianFromDDMMMYY
  136.                 (org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[5], false), "-");

  138.         if (null == dtIssueDate) {
  139.             System.out.println ("Bad Issue Date for Curve ID " + strCurveID);

  141.             return null;
  142.         }

  144.         if (s_bBlog) System.out.println ("Issue Date: " + dtIssueDate);

  146.         org.drip.analytics.date.JulianDate dtMaturityDate =
  147.             org.drip.analytics.date.DateUtil.MakeJulianFromDDMMMYY
  148.                 (org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[6], false), "-");

  150.         if (null == dtMaturityDate) {
  151.             System.out.println ("Bad Maturity Date for Curve ID " + strCurveID);

  153.             return null;
  154.         }

  156.         if (s_bBlog) System.out.println ("Maturity Date: " + dtMaturityDate);

  158.         double dblCoupon = java.lang.Double.NaN;

  160.         try {
  161.             dblCoupon = 0.0001 * java.lang.Double.parseDouble (astrArgs[7]);
  162.         } catch (java.lang.Exception e) {
  163.             if (!s_bSuppressErr) e.printStackTrace();

  165.             dblCoupon = 0.;
  166.         }

  168.         if (s_bBlog) System.out.println ("Coupon: " + dblCoupon);

  170.         java.lang.String strCurrency = org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[8],
  171.             false);

  173.         if (s_bBlog) System.out.println ("Currency: " + strCurrency);

  175.         java.lang.String strDayCount = org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[9],
  176.             false);

  178.         if (s_bBlog) System.out.println ("DayCount: " + strDayCount);

  180.         java.lang.String strFullFirstStub = org.drip.numerical.common.StringUtil.ProcessInputForNULL
  181.             (astrArgs[10], false);

  183.         boolean bFullFirstStub = "lf".equalsIgnoreCase (strFullFirstStub);

  185.         if (s_bBlog) System.out.println ("Full First Stub: " + bFullFirstStub);

  187.         double dblRecovery = java.lang.Double.NaN;

  189.         try {
  190.             dblRecovery = 0.01 * java.lang.Double.parseDouble (astrArgs[11]);
  191.         } catch (java.lang.Exception e) {
  192.             if (!s_bSuppressErr) e.printStackTrace();

  194.             dblRecovery = 0.;
  195.         }

  197.         if (s_bBlog) System.out.println ("Recovery: " + dblRecovery);

  199.         int iFrequency = 0;

  201.         java.lang.String strFrequency = org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[12],
  202.             false);

  204.         if ("Q".equalsIgnoreCase (strFrequency))
  205.             iFrequency = 4;
  206.         else if ("S".equalsIgnoreCase (strFrequency))
  207.             iFrequency = 2;

  209.         if (s_bBlog) System.out.println ("Frequency: " + iFrequency);

  211.         java.lang.String strRedID = org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[13],
  212.             false);

  214.         if (s_bBlog) System.out.println ("RedID: " + strRedID);

  216.         java.lang.String strIndexClass = org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[14],
  217.             false);

  219.         if (s_bBlog) System.out.println ("Index Class: " + strIndexClass);

  221.         int iIndexSeries = 0;

  223.         try {
  224.             iIndexSeries = java.lang.Integer.parseInt (astrArgs[15]);
  225.         } catch (java.lang.Exception e) {
  226.             if (!s_bSuppressErr) e.printStackTrace();
  227.         }

  229.         if (s_bBlog) System.out.println ("Index Series: " + iIndexSeries);

  231.         java.lang.String strIndexGroupName = org.drip.numerical.common.StringUtil.ProcessInputForNULL
  232.             (astrArgs[16], false);

  234.         if (s_bBlog) System.out.println ("Index Group Name: " + strIndexGroupName);

  236.         java.lang.String strIndexShortName = org.drip.numerical.common.StringUtil.ProcessInputForNULL
  237.             (astrArgs[17], false);

  239.         if (s_bBlog) System.out.println ("Index Short Name: " + strIndexShortName);

  241.         java.lang.String strIndexShortGroupName = org.drip.numerical.common.StringUtil.ProcessInputForNULL
  242.             (astrArgs[18], false);

  244.         if (s_bBlog) System.out.println ("Index Short Group Name: " + strIndexShortGroupName);

  246.         int iIndexVersion = 0;

  248.         try {
  249.             iIndexVersion = java.lang.Integer.parseInt (astrArgs[19]);
  250.         } catch (java.lang.Exception e) {
  251.             if (!s_bSuppressErr) e.printStackTrace();
  252.         }

  254.         if (s_bBlog) System.out.println ("Index Version: " + iIndexVersion);

  256.         int iIndexLifeSpan = 0;

  258.         try {
  259.             iIndexLifeSpan = java.lang.Integer.parseInt (astrArgs[20]);
  260.         } catch (java.lang.Exception e) {
  261.             if (!s_bSuppressErr) e.printStackTrace();
  262.         }

  264.         if (s_bBlog) System.out.println ("Index Life Span: " + iIndexLifeSpan);

  266.         java.lang.String strCurvyCurveID = org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[21],
  267.             false);

  269.         if (s_bBlog) System.out.println ("Curvy Curve ID: " + strCurvyCurveID);

  271.         double dblIndexFactor = java.lang.Double.NaN;

  273.         try {
  274.             dblIndexFactor = 0.01 * java.lang.Double.parseDouble (astrArgs[22]);
  275.         } catch (java.lang.Exception e) {
  276.             if (!s_bSuppressErr) e.printStackTrace();
  277.         }

  279.         if (s_bBlog) System.out.println ("Index Factor: " + dblIndexFactor);

  281.         int iOriginalComponentCount = 0;

  283.         try {
  284.             iOriginalComponentCount = java.lang.Integer.parseInt (astrArgs[23]);
  285.         } catch (java.lang.Exception e) {
  286.             if (!s_bSuppressErr) e.printStackTrace();
  287.         }

  289.         if (s_bBlog) System.out.println ("Original Component Count: " + iOriginalComponentCount);

  291.         int iDefaultedComponentCount = 0;

  293.         try {
  294.             java.lang.Integer.parseInt (astrArgs[24]);
  295.         } catch (java.lang.Exception e) {
  296.             if (!s_bSuppressErr) e.printStackTrace();
  297.         }

  299.         if (s_bBlog) System.out.println ("Defaulted Component Count: " + iDefaultedComponentCount);

  301.         java.lang.String strLocation = org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[26],
  302.             false);

  304.         if (s_bBlog) System.out.println ("Location: " + strLocation);

  306.         boolean bPayAccrued = "1".equalsIgnoreCase (astrArgs[27]);

  308.         if (s_bBlog) System.out.println ("Pay Accrued: " + bPayAccrued);

  310.         boolean bKnockOutOnDefault = "1".equalsIgnoreCase (astrArgs[28]);

  312.         if (s_bBlog) System.out.println ("KO Def: " + bKnockOutOnDefault);

  314.         boolean bQuoteAsCDS = "1".equalsIgnoreCase (astrArgs[33]);

  316.         if (s_bBlog) System.out.println ("Quote As CDS: " + bQuoteAsCDS);

  318.         java.lang.String strBBGTicker = org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[41],
  319.             false);

  321.         if (s_bBlog) System.out.println ("BBG Ticker: " + strBBGTicker);

  323.         java.lang.String strShortName = org.drip.numerical.common.StringUtil.ProcessInputForNULL (astrArgs[42],
  324.             false);

  326.         if (s_bBlog) System.out.println ("Short Name: " + strShortName);

  328.         org.drip.product.params.CDXRefDataParams cdxrd =
  329.             org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder (strCurveID, strSPN,
  330.                 strIndexLabel, strIndexName, strCurveName, dtIssueDate.julian(),
  331.                     dtMaturityDate.julian(), dblCoupon, strCurrency, strDayCount, bFullFirstStub,
  332.                         dblRecovery, iFrequency, strRedID, strIndexClass, iIndexSeries, strIndexGroupName,
  333.                             strIndexShortName, strIndexShortGroupName, iIndexVersion, iIndexLifeSpan,
  334.                                 strCurvyCurveID, dblIndexFactor, iOriginalComponentCount,
  335.                                     iDefaultedComponentCount, strLocation, bPayAccrued, bKnockOutOnDefault,
  336.                                         bQuoteAsCDS, strBBGTicker, strShortName);

  338.         if (s_bBlog) System.out.println ("CDXRD = " + cdxrd);

  340.         if (null == cdxrd) return null;

  342.         java.lang.String strCDXRD = cdxrd.setConstructionString();

  344.         if (s_bPrintCDXRefDataDump) System.out.println (strCDXRD);

  346.         try {
  347.             if (null != bw) {
  348.                 bw.write (strCDXRD);

  350.                 bw.flush();
  351.             }
  352.         } catch (java.lang.Exception e) {
  353.             e.printStackTrace();
  354.         }

  356.         return cdxrd;
  357.     }

  359.     private static final boolean LoadCDXDefinitions (
  360.         final java.lang.String strCDXRefDataFile)
  361.     {
  362.         if (null == strCDXRefDataFile || strCDXRefDataFile.isEmpty()) {
  363.             System.out.println ("Invalid CDX Ref Data File: " + strCDXRefDataFile);

  365.             return false;
  366.         }

  368.         int iNumIndices = 0;
  369.         int iNumFunctions = 0;
  370.         int iNumFailedToLoad = 0;
  371.         int iNumIndicesPerFunction = 100;
  372.         java.io.BufferedWriter bw = null;
  373.         java.lang.String strCDXRefDataLine = "";
  374.         java.io.BufferedReader iobrCDXRefData = null;

  376.         try {
  377.             iobrCDXRefData = new java.io.BufferedReader (new java.io.FileReader (strCDXRefDataFile));
  378.         } catch (java.lang.Exception e) {
  379.             e.printStackTrace();

  381.             return false;
  382.         }

  384.         try {
  385.             bw = new java.io.BufferedWriter (new java.io.FileWriter
  386.                 ("C:\\Lakshmi\\BondAnal\\org\\drip\\product\\creator\\CDXRefDataHolder.java"));

  388.             bw.write ("\npackage org.drip.product.creator;\n\n");

  390.             bw.write
  391.                 ("/*\n * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-\n */\n");

  393.             bw.write ("\n/*\n *    GENERATED on " + new java.util.Date().toString() +
  394.                 " ---- DO NOT DELETE\n */\n");

  396.             bw.write ("\n/*!\n * Copyright (C) 2012 Lakshmi Krishnamurthy\n *\n");

  398.             bw.write (" * This file is part of CreditAnalytics, a free-software/open-source library for\n");

  400.             bw.write
  401.                 (" *        fixed income analysts and developers - http://www.credit-trader.org\n *\n");

  403.             bw.write
  404.                 (" * CreditAnalytics is a free, full featured, fixed income credit analytics library,\n");

  406.             bw.write (" *       developed with a special focus");

  408.             bw.write (" towards the needs of the bonds and credit products community.\n *\n");

  410.             bw.write (" *  Licensed under the Apache License, Version 2.0 (the \"License\");\n");

  412.             bw.write (" *       you may not use this file except in compliance with the License.\n");

  414.             bw.write (" *\n *  You may obtain a copy of the License at\n");

  416.             bw.write (" *   http://www.apache.org/licenses/LICENSE-2.0\n *\n");

  418.             bw.write (" *  Unless required by applicable law or agreed to in writing, software\n");

  420.             bw.write (" *   distributed under the License is distributed on an \"AS IS\" BASIS,\n");

  422.             bw.write (" *   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n");

  424.             bw.write (" *  \n *  See the License for the specific language governing permissions and\n");

  426.             bw.write (" *   limitations under the License.\n */\n\n");

  428.             bw.write ("public class CDXRefDataHolder {\n\tpublic ");

  430.             bw.write ("static org.drip.analytics.support.CaseInsensitiveMap<org.drip.product.creator.CDXRefDataBuilder> ");

  432.             bw.write ("_mapCDXRefData\n\t\t= new ");

  434.             bw.write ("org.drip.analytics.support.AnalyticsHelper.CaseInsensitiveMap<org.drip.product.creator.CDXRefDataBuilder>();");

  436.             bw.write ("\n\n\tpublic static org.drip.analytics.support.CaseInsensitiveMap<");

  438.             bw.write ("java.util.Map<org.drip.analytics.date.JulianDate,\n\t\tjava.lang.Integer>> ");

  440.             bw.write ("_mmCDXRDBFirstCouponSeries = new org.drip.analytics.support.CaseInsensitiveMap<\n\t\t\t");

  442.             bw.write ("java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer>>();\n\n\t");

  444.             bw.write ("public static org.drip.analytics.support.CaseInsensitiveMap<java.util.Map<java.lang.Integer,");

  446.             bw.write ("\n\t\torg.drip.analytics.date.JulianDate>> _mmCDXRDBSeriesFirstCoupon = new ");

  448.             bw.write ("org.drip.analytics.support.CaseInsensitiveMap<\n\t\t\t");

  450.             bw.write ("java.util.Map<java.lang.Integer, org.drip.analytics.date.JulianDate>>();\n\n\t");

  452.             bw.write ("private static final boolean UpdateCDXRefDataMap (\n\t\tfinal java.lang.String ");

  454.             bw.write ("strCDXName,\n\t\tfinal org.drip.product.creator.CDXRefDataBuilder cdxrd)\n\t{\n");

  456.             bw.write ("\t\tif (null == cdxrd) {\n");

  458.             bw.write ("\t\t\tSystem.out.println (\"No CDX ref data for \" + strCDXName);\n\n");

  460.             bw.write ("\t\t\treturn false;\n\t\t}\n\n");

  462.             bw.write ("\t\t_mapCDXRefData.put (strCDXName, cdxrd);\n\n\t\t");

  464.             bw.write ("java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer> ");

  466.             bw.write ("mapFirstCouponSeries =\n\t\t\t_mmCDXRDBFirstCouponSeries.get ");

  468.             bw.write ("(cdxrd._strIndexClass + \".\" + cdxrd._strIndexGroupName);\n\n\t\t");

  470.             bw.write ("if (null == mapFirstCouponSeries)\n\t\t\tmapFirstCouponSeries = new ");

  472.             bw.write ("java.util.TreeMap<org.drip.analytics.date.JulianDate, java.lang.Integer>();\n\n\t\t");

  474.             bw.write ("mapFirstCouponSeries.put (cdxrd._dtMaturity.subtractTenor (cdxrd._iIndexLifeSpan + ");

  476.             bw.write ("\"Y\"),\n\t\t\tcdxrd._iIndexSeries);");

  478.             bw.write ("\n\n\t\t_mmCDXRDBFirstCouponSeries.put (cdxrd._strIndexClass + \".\" + ");

  480.             bw.write ("cdxrd._strIndexGroupName,\n\t\t\tmapFirstCouponSeries);\n\n");

  482.             bw.write ("\t\tjava.util.Map<java.lang.Integer, org.drip.analytics.date.JulianDate> ");

  484.             bw.write ("mapSeriesFirstCoupon = \n\t\t\t");

  486.             bw.write ("_mmCDXRDBSeriesFirstCoupon.get (cdxrd._strIndexClass + \".\" + ");

  488.             bw.write ("cdxrd._strIndexGroupName);\n\n");

  490.             bw.write ("\t\tif (null == mapSeriesFirstCoupon)\n");

  492.             bw.write ("\t\t\tmapSeriesFirstCoupon = new java.util.TreeMap<java.lang.Integer, ");

  494.             bw.write ("org.drip.analytics.date.JulianDate>();\n\n");

  496.             bw.write ("\t\tmapSeriesFirstCoupon.put (cdxrd._iIndexSeries, cdxrd._dtMaturity.subtractTenor ");

  498.             bw.write ("(cdxrd._iIndexLifeSpan\n\t\t\t+ \"Y\"));\n\n");

  500.             bw.write ("\t\t_mmCDXRDBSeriesFirstCoupon.put (cdxrd._strIndexClass + \".\" + ");

  502.             bw.write ("cdxrd._strIndexGroupName,\n\t\t\tmapSeriesFirstCoupon);\n\n");

  504.             bw.write ("\t\treturn true;\n\t}\n");

  506.             bw.write ("\n\tprivate static final boolean InitCDXRefDataSet" + ++iNumFunctions + "()\n\t{\n");

  508.             while (null != (strCDXRefDataLine = iobrCDXRefData.readLine())) {
  509.                 ++iNumIndices;

  511.                 java.lang.String[] astrCDXRefDataRecord = strCDXRefDataLine.split (",");

  513.                 org.drip.product.params.CDXRefDataParams cdxrd = CreateCDXRefDataFromRecord
  514.                     (astrCDXRefDataRecord, bw);

  516.                 if (null == cdxrd)
  517.                     System.out.println (++iNumFailedToLoad + " / " + iNumIndices + " failed to load!");

  519.                 if (0 == (iNumIndices % iNumIndicesPerFunction)) {
  520.                     bw.write ("\t\treturn true;\n\t}\n\n\tprivate ");

  522.                     bw.write ("static final boolean InitCDXRefDataSet" + ++iNumFunctions + "()\n\t{\n");
  523.                 }
  524.             }

  526.             bw.write ("\t\treturn true;\n\t}\n\n\t");

  528.             bw.write ("public static final boolean InitFullCDXRefDataSet()\n\t{\n");

  530.             for (int i = 1 ; i <= iNumFunctions; ++i)
  531.                 bw.write ("\t\tif (!InitCDXRefDataSet" + i + "()) return false;\n\n");

  533.             bw.write ("\t\treturn true;\n\t}\n}\n");

  535.             bw.close();

  537.             iobrCDXRefData.close();
  538.         } catch (java.lang.Exception e) {
  539.             e.printStackTrace();

  541.             return false;
  542.         }

  544.         System.out.println (iNumFailedToLoad + " / " + iNumIndices + " failed to load!");

  546.         return true;
  547.     }

  549.     public static void main (
  550.         final java.lang.String[] astrArgs)
  551.     {
  552.         LoadCDXDefinitions ("C:\\Lakshmi\\RefDataAndMarks\\CDXRefData1Raw.csv");
  553.     }
  554. }
Created with JaCoCo 0.7.9.201702052155