CreditStaticAndMarks.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.  * Copyright (C) 2011 Lakshmi Krishnamurthy
  18.  * 
  19.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  20.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  21.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  22.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  23.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  24.  *      and computational support.
  25.  *  
  26.  *      https://lakshmidrip.github.io/DROP/
  27.  *  
  28.  *  DROP is composed of three modules:
  29.  *  
  30.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  31.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  32.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  33.  * 
  34.  *  DROP Product Core implements libraries for the following:
  35.  *  - Fixed Income Analytics
  36.  *  - Loan Analytics
  37.  *  - Transaction Cost Analytics
  38.  * 
  39.  *  DROP Portfolio Core implements libraries for the following:
  40.  *  - Asset Allocation Analytics
  41.  *  - Asset Liability Management Analytics
  42.  *  - Capital Estimation Analytics
  43.  *  - Exposure Analytics
  44.  *  - Margin Analytics
  45.  *  - XVA Analytics
  46.  * 
  47.  *  DROP Computational Core implements libraries for the following:
  48.  *  - Algorithm Support
  49.  *  - Computation Support
  50.  *  - Function Analysis
  51.  *  - Model Validation
  52.  *  - Numerical Analysis
  53.  *  - Numerical Optimizer
  54.  *  - Spline Builder
  55.  *  - Statistical Learning
  56.  * 
  57.  *  Documentation for DROP is Spread Over:
  58.  * 
  59.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  60.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  61.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  62.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  63.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  64.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  65.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  66.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  67.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  68.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  69.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  70.  * 
  71.  *  Licensed under the Apache License, Version 2.0 (the "License");
  72.  *      you may not use this file except in compliance with the License.
  73.  *   
  74.  *  You may obtain a copy of the License at
  75.  *      http://www.apache.org/licenses/LICENSE-2.0
  76.  *  
  77.  *  Unless required by applicable law or agreed to in writing, software
  78.  *      distributed under the License is distributed on an "AS IS" BASIS,
  79.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  80.  *  
  81.  *  See the License for the specific language governing permissions and
  82.  *      limitations under the License.
  83.  */

  85. /**
  86.  * <i>CreditStaticAndMarks</i> contains functionality to load a variety of Credit and Rates Product reference
  87.  * data and closing marks. It exposes the following functionality:
  88.  * <ul>
  89.  *  <li>
  90.  *      Load the bond reference data, static data, amortization schedule and EOS
  91.  *  </li>
  92.  *  <li>
  93.  *      Build the bond instance entities from the reference data
  94.  *  </li>
  95.  *  <li>
  96.  *      Load the bond, CDS, and Rates product Closing Marks
  97.  *  </li>
  98.  *  <li>
  99.  *      Load and build the Holiday Calendars
  100.  *  </li>
  101.  * </ul>
  102.  *  <br>
  103.  * 
  104.  * CreditStaticAndMarks assumes the appropriate connections are available to load the data.
  105.  *
  106.  *  <br><br>
  107.  *  <ul>
  108.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  109.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationSupportLibrary.md">Computation Support</a></li>
  110.  *      <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>
  111.  *      <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>
  112.  *  </ul>
  113.  * 
  114.  * @author Lakshmi Krishnamurthy
  115.  */

  117. class CreditStaticAndMarks {
  118.     private static final boolean m_bBlog = false;
  119.     private static java.lang.String INVALID_BBG_FIELD_START = "#N/A";

  121.     public static java.lang.String makeSQLClearISINOrCUSIP (
  122.         final java.lang.String[] astrRecord)
  123.     {
  124.         if (null == astrRecord || 0 == astrRecord.length) return null;

  126.         java.lang.String strISIN = astrRecord[1];
  127.         java.lang.String strCUSIP = astrRecord[0];

  129.         if (null == strISIN || strISIN.isEmpty()) return null;

  131.         if (null == strCUSIP || strCUSIP.isEmpty()) return null;

  133.         java.lang.StringBuilder sb = new java.lang.StringBuilder();

  135.         sb.append ("delete from BondRef where ISIN = '").append (strISIN).append ("' or CUSIP = '").append
  136.             (strCUSIP).append ("'");

  138.         return sb.toString();
  139.     }

  141.     private static java.lang.String makeSQLClearMarksForBondDate (
  142.         final java.lang.String[] astrRecord)
  143.     {
  144.         if (null == astrRecord || 0 == astrRecord.length) return null;

  146.         java.lang.String strIDType = astrRecord[6];

  148.         if (null == strIDType || 0 == strIDType.length() || (!"ISIN".equalsIgnoreCase (strIDType) &&
  149.             !"CUSIP".equalsIgnoreCase (strIDType))) {
  150.             System.out.println ("Unknown ID Type: " + strIDType);

  152.             return null;
  153.         }

  155.         java.lang.String strID = astrRecord[1];
  156.         java.lang.String strORAMarkDate = "";

  158.         try {
  159.             strORAMarkDate = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  160.                 (astrRecord[3].trim());
  161.         } catch (java.lang.Exception e) {
  162.             System.out.println ("Bad mark date " + astrRecord[1] + " for " + strIDType + " " + strID);

  164.             return null;
  165.         }

  167.         java.lang.StringBuilder sb = new java.lang.StringBuilder();

  169.         sb.append ("delete from BondMarks where ID = '").append (strID).append ("' and MarkDate = '").append
  170.             (strORAMarkDate).append ("'");

  172.         return sb.toString();
  173.     }

  175.     private static java.lang.String makeSQLBondMarksInsert (
  176.         final java.lang.String[] astrRecord)
  177.     {
  178.         if (null == astrRecord || 0 == astrRecord.length) return null;

  180.         java.lang.String strIDType = astrRecord[6];

  182.         if (null == strIDType || 0 == strIDType.length() || (!"ISIN".equalsIgnoreCase (strIDType) &&
  183.             !"CUSIP".equalsIgnoreCase (strIDType))) {
  184.             System.out.println ("Unknown ID Type: " + strIDType);

  186.             return null;
  187.         }

  189.         java.lang.String strID = astrRecord[1];
  190.         java.lang.String strORAMarkDate = "";

  192.         try {
  193.             strORAMarkDate = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate (astrRecord[3].trim());
  194.         } catch (java.lang.Exception e) {
  195.             System.out.println ("Bad mark date " + astrRecord[1] + " for " + strIDType + " " + strID);

  197.             return null;
  198.         }

  200.         double dblMarkValue = java.lang.Double.NaN;

  202.         try {
  203.             dblMarkValue = java.lang.Double.parseDouble (astrRecord[2].trim());
  204.         } catch (java.lang.Exception e) {
  205.             System.out.println ("Bad mark " + astrRecord[2] + " for " + strIDType + " " + strID);

  207.             return null;
  208.         }

  210.         java.lang.StringBuilder sb = new java.lang.StringBuilder();

  212.         sb.append ("insert into BondMarks values('").append (strIDType).append ("', '").append (strID).append
  213.             ("', '").append (strORAMarkDate).append ("', ").append (dblMarkValue).append (")");

  215.         return sb.toString();
  216.     }

  218.     private static java.lang.String makeSQLClear_FODATA (
  219.         final java.lang.String[] astrValRecord)
  220.     {
  221.         if (null == astrValRecord || 0 == astrValRecord.length) return null;

  223.         java.lang.String strISIN = astrValRecord[40];

  225.         if (null == strISIN || strISIN.isEmpty()) return null;

  227.         return "delete from BondRef where ISIN = '" + strISIN + "'";
  228.     }

  230.     private static java.lang.String makeSQLInsert_FODATA (
  231.         final java.lang.String[] astrValRecord)
  232.     {
  233.         if (null == astrValRecord || 0 == astrValRecord.length) return null;

  235.         java.lang.String strCUSIP = astrValRecord[42];

  237.         if (null == strCUSIP || strCUSIP.isEmpty()) return null;

  239.         java.lang.String strISIN = astrValRecord[40];

  241.         if (null == strISIN || strISIN.isEmpty()) return null;

  243.         java.lang.String strName = astrValRecord[59];

  245.         if (null == strName || strName.isEmpty()) return null;

  247.         java.lang.String strDescription = astrValRecord[59];

  249.         if (null == strDescription || strDescription.isEmpty()) return null;

  251.         java.lang.String strTicker = astrValRecord[3];

  253.         if (null == strTicker || strTicker.isEmpty()) return null;

  255.         double dblCoupon = 0.;

  257.         try {
  258.             dblCoupon = java.lang.Double.parseDouble (astrValRecord[4].trim());
  259.         } catch (java.lang.Exception e) {
  260.             if (m_bBlog) System.out.println ("Bad coupon " + astrValRecord[4] + " for ISIN " + strISIN);
  261.         }

  263.         java.lang.String strOracleMaturity = "";

  265.         try {
  266.             strOracleMaturity = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  267.                 (astrValRecord[5].trim());
  268.         } catch (java.lang.Exception e) {
  269.             System.out.println ("Bad maturity " + astrValRecord[5] + " for ISIN " + strISIN);

  271.             return null;
  272.         }

  274.         java.lang.String strOracleAnnounce = "";

  276.         try {
  277.             strOracleAnnounce = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  278.                 (astrValRecord[29].trim());
  279.         } catch (java.lang.Exception e) {
  280.             if (m_bBlog)
  281.                 System.out.println ("Bad announce date " + astrValRecord[29] + " for ISIN " + strISIN);
  282.         }

  284.         java.lang.String strOracleFirstSettle = "";

  286.         try {
  287.             strOracleFirstSettle = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  288.                 (astrValRecord[31].trim());
  289.         } catch (java.lang.Exception e) {
  290.             System.out.println ("Bad first settle " + astrValRecord[31] + " for ISIN " + strISIN);

  292.             return null;
  293.         }

  295.         java.lang.String strOracleFirstCoupon = "";

  297.         try {
  298.             strOracleFirstCoupon = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  299.                 (astrValRecord[33].trim());
  300.         } catch (java.lang.Exception e) {
  301.         }

  303.         if (null == strOracleFirstCoupon || strOracleFirstCoupon.isEmpty())
  304.             strOracleFirstCoupon = strOracleFirstSettle;

  306.         if (null == strOracleAnnounce || strOracleAnnounce.isEmpty())
  307.             strOracleAnnounce = strOracleFirstCoupon;

  309.         java.lang.String strCurrency = astrValRecord[67];

  311.         if (null == strCurrency || strCurrency.isEmpty()) return null;

  313.         int iCouponFreq = 0;

  315.         try {
  316.             iCouponFreq = (int) java.lang.Double.parseDouble (astrValRecord[12].trim());
  317.         } catch (java.lang.Exception e) {
  318.             if (m_bBlog)
  319.                 System.out.println ("Bad coupon freq " + astrValRecord[12] + " for ISIN " + strISIN);
  320.         }

  322.         java.lang.String strDayCount = org.drip.analytics.support.Helper.GetDayCountFromBBGCode
  323.             (astrValRecord[16]);

  325.         if (null == strDayCount || strDayCount.isEmpty()) return null;

  327.         double dblFloatSpread = 0.;

  329.         try {
  330.             dblFloatSpread = java.lang.Double.parseDouble (astrValRecord[78].trim());
  331.         } catch (java.lang.Exception e) {
  332.             if (m_bBlog)
  333.                 System.out.println ("Bad float spread " + astrValRecord[78] + " for ISIN " + strISIN);
  334.         }

  336.         java.lang.String strRateIndex =
  337.             org.drip.analytics.support.Helper.RateIndexFromCcyAndCouponFreq (strCurrency,
  338.                 iCouponFreq);

  340.         java.lang.String strCalendar = astrValRecord[19];

  342.         if (strCalendar.startsWith (INVALID_BBG_FIELD_START)) strCalendar = "";

  344.         java.lang.String strMoodys = "";
  345.         java.lang.String strSnP = "";
  346.         java.lang.String strFitch = "";
  347.         java.lang.String strIndustrySector = astrValRecord[54];
  348.         java.lang.String strIndustryGroup = astrValRecord[55];
  349.         java.lang.String strSnrSub = astrValRecord[20];
  350.         java.lang.String strIssuer = astrValRecord[0];
  351.         double dblAmountIssued = 0.;

  353.         try {
  354.             dblAmountIssued = java.lang.Double.parseDouble (astrValRecord[21].trim());
  355.         } catch (java.lang.Exception e) {
  356.             if (m_bBlog) System.out.println ("Bad issue amt " + astrValRecord[21] + " for ISIN " + strISIN);
  357.         }

  359.         double dblAmountOutstanding = 0.;

  361.         try {
  362.             dblAmountOutstanding = java.lang.Double.parseDouble (astrValRecord[22].trim());
  363.         } catch (java.lang.Exception e) {
  364.             if (m_bBlog)
  365.                 System.out.println ("Bad outstanding amt " + astrValRecord[22] + " for ISIN " + strISIN);
  366.         }

  368.         java.lang.String strOracleIssue = "";

  370.         try {
  371.             strOracleIssue = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  372.                 (astrValRecord[29].trim());
  373.         } catch (java.lang.Exception e) {
  374.             if (m_bBlog) System.out.println ("Bad issue date " + astrValRecord[29] + " for ISIN " + strISIN);
  375.         }

  377.         java.lang.String strCouponDates = "";
  378.         java.lang.String strCouponFactors = "";
  379.         java.lang.String strNotionalDates = "";
  380.         java.lang.String strNotionalFactors = "";
  381.         java.lang.String strIssuerSPN = "";
  382.         java.lang.String strFloatQuote = "FullCoupon";

  384.         java.lang.StringBuilder sb = new java.lang.StringBuilder();

  386.         sb.append ("INSERT INTO BondRef VALUES (");

  388.         sb.append ("'" + strISIN + "',");

  390.         sb.append ("'" + strCUSIP + "',");

  392.         sb.append ("'" + strName + "',");

  394.         sb.append ("'" + strDescription + "',");

  396.         sb.append ("'" + strTicker + "',");

  398.         sb.append (dblCoupon + ",");

  400.         sb.append ("'" + strOracleMaturity + "',");

  402.         sb.append ("'" + strOracleAnnounce + "',");

  404.         sb.append ("'" + strOracleFirstSettle + "',");

  406.         sb.append ("'" + strOracleFirstCoupon + "',");

  408.         sb.append ("'" + strCurrency + "',");

  410.         sb.append (iCouponFreq + ",");

  412.         sb.append ("'" + strDayCount + "',");

  414.         sb.append (dblFloatSpread + ",");

  416.         sb.append ("'" + strRateIndex + "',");

  418.         sb.append ("'" + strCalendar + "',");

  420.         sb.append ("'" + strMoodys + "',");

  422.         sb.append ("'" + strSnP + "',");

  424.         sb.append ("'" + strFitch + "',");

  426.         sb.append ("'" + strIndustrySector + "',");

  428.         sb.append ("'" + strIndustryGroup + "',");

  430.         sb.append ("'" + strSnrSub + "',");

  432.         sb.append ("'" + strIssuer + "',");

  434.         sb.append (dblAmountIssued + ",");

  436.         sb.append (dblAmountOutstanding + ",");

  438.         sb.append ("'" + strOracleIssue + "',");

  440.         sb.append ("'" + strCouponDates + "',");

  442.         sb.append ("'" + strCouponFactors + "',");

  444.         sb.append ("'" + strNotionalDates + "',");

  446.         sb.append ("'" + strNotionalFactors + "',");

  448.         sb.append ("'" + strIssuerSPN + "',");

  450.         sb.append ("'" + strFloatQuote + "')");

  452.         return sb.toString();
  453.     }

  455.     private static final java.lang.String ClearISINDateTypeFromEOS (
  456.         final java.lang.String[] astrEOS)
  457.     {
  458.         java.lang.String strISIN = astrEOS[1].trim();

  460.         java.lang.String strOracleExerciseStartDate = "";

  462.         try {
  463.             strOracleExerciseStartDate = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  464.                 (astrEOS[2].trim());
  465.         } catch (java.lang.Exception e) {
  466.             System.out.println ("Bad exercise date " + astrEOS[2] + " for ISIN " + strISIN);

  468.             return "";
  469.         }

  471.         java.lang.String strOracleExerciseEndDate = "";

  473.         try {
  474.             strOracleExerciseEndDate = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  475.                 (astrEOS[4].trim());
  476.         } catch (java.lang.Exception e) {
  477.             System.out.println ("Bad exercise date " + astrEOS[4] + " for ISIN " + strISIN);

  479.             return "";
  480.         }

  482.         java.lang.String strCallOrPut = astrEOS[8].trim();

  484.         java.lang.String strEuroOrAmer = astrEOS[9].trim();

  486.         return "delete from EOS where ISIN = '" + strISIN + "' and ExerciseStartDate = '" +
  487.             strOracleExerciseStartDate + "' and ExerciseEndDate = '" + strOracleExerciseEndDate +
  488.                 "' and CallOrPut = '" + strCallOrPut + "' and EuroAmer = '" + strEuroOrAmer + "'";
  489.     }

  491.     private static final java.lang.String InsertIntoEOS (
  492.         final java.lang.String[] astrEOS)
  493.     {
  494.         java.lang.String strISIN = astrEOS[1].trim();

  496.         java.lang.String strOracleExerciseStartDate = "";

  498.         try {
  499.             strOracleExerciseStartDate = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  500.                 (astrEOS[2].trim());
  501.         } catch (java.lang.Exception e) {
  502.             System.out.println ("Bad exercise start " + astrEOS[2] + " for ISIN " + strISIN);

  504.             return null;
  505.         }

  507.         java.lang.String strOracleExerciseEndDate = "";

  509.         try {
  510.             strOracleExerciseEndDate = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  511.                 (astrEOS[4].trim());
  512.         } catch (java.lang.Exception e) {
  513.             System.out.println ("Bad exercise end " + astrEOS[4] + " for ISIN " + strISIN);

  515.             return null;
  516.         }

  518.         double dblExerciseFactor = java.lang.Double.NaN;

  520.         try {
  521.             dblExerciseFactor = java.lang.Double.parseDouble (astrEOS[6].trim());
  522.         } catch (java.lang.Exception e) {
  523.             System.out.println ("Bad exercise factor " + astrEOS[6] + " for ISIN " + strISIN);

  525.             return null;
  526.         }

  528.         java.lang.String strExerciseCallOrPut = astrEOS[8].trim();

  530.         java.lang.String strExerciseEuroOrAmer = astrEOS[9].trim();

  532.         java.lang.String strStrikeType = astrEOS[12].trim();

  534.         int iKnockoutOnDefault = 1;

  536.         try {
  537.             iKnockoutOnDefault = (int) java.lang.Double.parseDouble (astrEOS[13].trim());
  538.         } catch (java.lang.Exception e) {
  539.             System.out.println ("Bad knockout on default " + astrEOS[13] + " for ISIN " + strISIN);

  541.             return null;
  542.         }

  544.         return "insert into EOS values('" + strISIN + "', '" + strOracleExerciseStartDate + "', '" +
  545.             strOracleExerciseEndDate + "', " + dblExerciseFactor + ", '" + strExerciseCallOrPut + "', '" +
  546.                 strExerciseEuroOrAmer + "', '" + strStrikeType + "', " + iKnockoutOnDefault + ", 'N')";
  547.     }

  549.     private static final java.lang.String ClearFromIREOD (
  550.         final java.lang.String[] astrIREOD)
  551.     {
  552.         java.lang.String strType = astrIREOD[3].trim();

  554.         java.lang.String strCurrency = astrIREOD[4].trim();

  556.         java.lang.String strOracleCloseDate = "";

  558.         try {
  559.             strOracleCloseDate = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  560.                 (astrIREOD[1].trim());
  561.         } catch (java.lang.Exception e) {
  562.             System.out.println ("Bad date " + astrIREOD[1] + " for " + strCurrency);

  564.             return null;
  565.         }

  567.         return "delete from IR_EOD where EOD = '" + strOracleCloseDate + "' and Currency = '" +
  568.             strCurrency + "' and Type = '" + strType + "'";
  569.     }

  571.     private static final java.lang.String InsertIntoIREOD (
  572.         final java.lang.String[] astrIREOD)
  573.     {
  574.         java.lang.String strType = astrIREOD[3].trim();

  576.         java.lang.String strCurrency = astrIREOD[4].trim();

  578.         java.lang.String strOracleCloseDate = "";
  579.         double dbl1D = java.lang.Double.NaN;
  580.         double dbl1M = java.lang.Double.NaN;
  581.         double dbl2M = java.lang.Double.NaN;
  582.         double dbl3M = java.lang.Double.NaN;
  583.         double dbl4M = java.lang.Double.NaN;
  584.         double dbl5M = java.lang.Double.NaN;
  585.         double dbl6M = java.lang.Double.NaN;
  586.         double dbl9M = java.lang.Double.NaN;
  587.         double dbl1Y = java.lang.Double.NaN;
  588.         double dbl18M = java.lang.Double.NaN;
  589.         double dbl2Y = java.lang.Double.NaN;
  590.         double dbl3Y = java.lang.Double.NaN;
  591.         double dbl4Y = java.lang.Double.NaN;
  592.         double dbl5Y = java.lang.Double.NaN;
  593.         double dbl6Y = java.lang.Double.NaN;
  594.         double dbl7Y = java.lang.Double.NaN;
  595.         double dbl8Y = java.lang.Double.NaN;
  596.         double dbl9Y = java.lang.Double.NaN;
  597.         double dbl10Y = java.lang.Double.NaN;
  598.         double dbl12Y = java.lang.Double.NaN;
  599.         double dbl15Y = java.lang.Double.NaN;
  600.         double dbl20Y = java.lang.Double.NaN;
  601.         double dbl25Y = java.lang.Double.NaN;
  602.         double dbl30Y = java.lang.Double.NaN;
  603.         double dbl40Y = java.lang.Double.NaN;

  605.         try {
  606.             strOracleCloseDate = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  607.                 (astrIREOD[1].trim());

  609.             dbl1D = java.lang.Double.parseDouble (astrIREOD[5].trim());

  611.             dbl1M = java.lang.Double.parseDouble (astrIREOD[6].trim());

  613.             dbl2M = java.lang.Double.parseDouble (astrIREOD[7].trim());

  615.             dbl3M = java.lang.Double.parseDouble (astrIREOD[8].trim());

  617.             dbl4M = java.lang.Double.parseDouble (astrIREOD[9].trim());

  619.             dbl5M = java.lang.Double.parseDouble (astrIREOD[10].trim());

  621.             dbl6M = java.lang.Double.parseDouble (astrIREOD[11].trim());

  623.             dbl9M = java.lang.Double.parseDouble (astrIREOD[12].trim());

  625.             dbl1Y = java.lang.Double.parseDouble (astrIREOD[13].trim());

  627.             dbl18M = java.lang.Double.parseDouble (astrIREOD[14].trim());

  629.             dbl2Y = java.lang.Double.parseDouble (astrIREOD[15].trim());

  631.             dbl3Y = java.lang.Double.parseDouble (astrIREOD[16].trim());

  633.             dbl4Y = java.lang.Double.parseDouble (astrIREOD[17].trim());

  635.             dbl5Y = java.lang.Double.parseDouble (astrIREOD[18].trim());

  637.             dbl6Y = java.lang.Double.parseDouble (astrIREOD[19].trim());

  639.             dbl7Y = java.lang.Double.parseDouble (astrIREOD[20].trim());

  641.             dbl8Y = java.lang.Double.parseDouble (astrIREOD[21].trim());

  643.             dbl9Y = java.lang.Double.parseDouble (astrIREOD[22].trim());

  645.             dbl10Y = java.lang.Double.parseDouble (astrIREOD[23].trim());

  647.             dbl12Y = java.lang.Double.parseDouble (astrIREOD[24].trim());

  649.             dbl15Y = java.lang.Double.parseDouble (astrIREOD[25].trim());

  651.             dbl20Y = java.lang.Double.parseDouble (astrIREOD[26].trim());

  653.             dbl25Y = java.lang.Double.parseDouble (astrIREOD[27].trim());

  655.             dbl30Y = java.lang.Double.parseDouble (astrIREOD[28].trim());

  657.             dbl40Y = java.lang.Double.parseDouble (astrIREOD[29].trim());
  658.         } catch (java.lang.Exception e) {
  659.             System.out.println ("Bad input marks for ccy " + strCurrency);

  661.             return null;
  662.         }

  664.         java.lang.String str1DType = astrIREOD[30].trim();

  666.         java.lang.String str1MType = astrIREOD[31].trim();

  668.         java.lang.String str2MType = astrIREOD[32].trim();

  670.         java.lang.String str3MType = astrIREOD[33].trim();

  672.         java.lang.String str4MType = astrIREOD[34].trim();

  674.         java.lang.String str5MType = astrIREOD[35].trim();

  676.         java.lang.String str6MType = astrIREOD[36].trim();

  678.         java.lang.String str9MType = astrIREOD[37].trim();

  680.         java.lang.String str1YType = astrIREOD[38].trim();

  682.         java.lang.String str18MType = astrIREOD[39].trim();

  684.         java.lang.String str2YType = astrIREOD[40].trim();

  686.         java.lang.String str3YType = astrIREOD[41].trim();

  688.         java.lang.String str4YType = astrIREOD[42].trim();

  690.         java.lang.String str5YType = astrIREOD[43].trim();

  692.         java.lang.String str6YType = astrIREOD[44].trim();

  694.         java.lang.String str7YType = astrIREOD[45].trim();

  696.         java.lang.String str8YType = astrIREOD[46].trim();

  698.         java.lang.String str9YType = astrIREOD[47].trim();

  700.         java.lang.String str10YType = astrIREOD[48].trim();

  702.         java.lang.String str12YType = astrIREOD[49].trim();

  704.         java.lang.String str15YType = astrIREOD[50].trim();

  706.         java.lang.String str20YType = astrIREOD[51].trim();

  708.         java.lang.String str25YType = astrIREOD[52].trim();

  710.         java.lang.String str30YType = astrIREOD[53].trim();

  712.         java.lang.String str40YType = astrIREOD[54].trim();

  714.         java.lang.StringBuilder sbInsertIREOD = new java.lang.StringBuilder();

  716.         sbInsertIREOD.append ("insert into IR_EOD values(");

  718.         sbInsertIREOD.append ("'").append (strOracleCloseDate).append ("', ");

  720.         sbInsertIREOD.append ("'").append (strType).append ("', ");

  722.         sbInsertIREOD.append ("'").append (strCurrency).append ("', ");

  724.         sbInsertIREOD.append (dbl1D).append (", ");

  726.         sbInsertIREOD.append (dbl1M).append (", ");

  728.         sbInsertIREOD.append (dbl2M).append (", ");

  730.         sbInsertIREOD.append (dbl3M).append (", ");

  732.         sbInsertIREOD.append (dbl4M).append (", ");

  734.         sbInsertIREOD.append (dbl5M).append (", ");

  736.         sbInsertIREOD.append (dbl6M).append (", ");

  738.         sbInsertIREOD.append (dbl9M).append (", ");

  740.         sbInsertIREOD.append (dbl1Y).append (", ");

  742.         sbInsertIREOD.append (dbl18M).append (", ");

  744.         sbInsertIREOD.append (dbl2Y).append (", ");

  746.         sbInsertIREOD.append (dbl3Y).append (", ");

  748.         sbInsertIREOD.append (dbl4Y).append (", ");

  750.         sbInsertIREOD.append (dbl5Y).append (", ");

  752.         sbInsertIREOD.append (dbl6Y).append (", ");

  754.         sbInsertIREOD.append (dbl7Y).append (", ");

  756.         sbInsertIREOD.append (dbl8Y).append (", ");

  758.         sbInsertIREOD.append (dbl9Y).append (", ");

  760.         sbInsertIREOD.append (dbl10Y).append (", ");

  762.         sbInsertIREOD.append (dbl12Y).append (", ");

  764.         sbInsertIREOD.append (dbl15Y).append (", ");

  766.         sbInsertIREOD.append (dbl20Y).append (", ");

  768.         sbInsertIREOD.append (dbl25Y).append (", ");

  770.         sbInsertIREOD.append (dbl30Y).append (", ");

  772.         sbInsertIREOD.append (dbl40Y).append (", ");

  774.         sbInsertIREOD.append ("'").append (str1DType).append ("', ");

  776.         sbInsertIREOD.append ("'").append (str1MType).append ("', ");

  778.         sbInsertIREOD.append ("'").append (str2MType).append ("', ");

  780.         sbInsertIREOD.append ("'").append (str3MType).append ("', ");

  782.         sbInsertIREOD.append ("'").append (str4MType).append ("', ");

  784.         sbInsertIREOD.append ("'").append (str5MType).append ("', ");

  786.         sbInsertIREOD.append ("'").append (str6MType).append ("', ");

  788.         sbInsertIREOD.append ("'").append (str9MType).append ("', ");

  790.         sbInsertIREOD.append ("'").append (str1YType).append ("', ");

  792.         sbInsertIREOD.append ("'").append (str18MType).append ("', ");

  794.         sbInsertIREOD.append ("'").append (str2YType).append ("', ");

  796.         sbInsertIREOD.append ("'").append (str3YType).append ("', ");

  798.         sbInsertIREOD.append ("'").append (str4YType).append ("', ");

  800.         sbInsertIREOD.append ("'").append (str5YType).append ("', ");

  802.         sbInsertIREOD.append ("'").append (str6YType).append ("', ");

  804.         sbInsertIREOD.append ("'").append (str7YType).append ("', ");

  806.         sbInsertIREOD.append ("'").append (str8YType).append ("', ");

  808.         sbInsertIREOD.append ("'").append (str9YType).append ("', ");

  810.         sbInsertIREOD.append ("'").append (str10YType).append ("', ");

  812.         sbInsertIREOD.append ("'").append (str12YType).append ("', ");

  814.         sbInsertIREOD.append ("'").append (str15YType).append ("', ");

  816.         sbInsertIREOD.append ("'").append (str20YType).append ("', ");

  818.         sbInsertIREOD.append ("'").append (str25YType).append ("', ");

  820.         sbInsertIREOD.append ("'").append (str30YType).append ("', ");

  822.         sbInsertIREOD.append ("'").append (str40YType).append ("')");

  824.         return sbInsertIREOD.toString();
  825.     }

  827.     private static final java.lang.String ClearFromCREOD (
  828.         final java.lang.String[] astrCREOD)
  829.     {
  830.         java.lang.String strSPN = astrCREOD[6].trim();

  832.         java.lang.String strOracleCloseDate = "";

  834.         try {
  835.             strOracleCloseDate = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  836.                 (astrCREOD[2].trim());
  837.         } catch (java.lang.Exception e) {
  838.             System.out.println ("Bad date " + astrCREOD[2] + " for " + strSPN);

  840.             return null;
  841.         }

  843.         return "delete from CR_EOD where EOD = '" + strOracleCloseDate + "' and SPN = '" + strSPN + "'";
  844.     }

  846.     private static final java.lang.String InsertIntoCREOD (
  847.         final java.lang.String[] astrCREOD)
  848.     {
  849.         java.lang.String strName = astrCREOD[4].trim();

  851.         java.lang.String strSPN = astrCREOD[6].trim();

  853.         java.lang.String strOracleCloseDate = "";
  854.         double dblRecRate = java.lang.Double.NaN;
  855.         double dblCR3M = java.lang.Double.NaN;
  856.         double dblCR6M = java.lang.Double.NaN;
  857.         double dblCR9M = java.lang.Double.NaN;
  858.         double dblCR1Y = java.lang.Double.NaN;
  859.         double dblCR18M = java.lang.Double.NaN;
  860.         double dblCR2Y = java.lang.Double.NaN;
  861.         double dblCR3Y = java.lang.Double.NaN;
  862.         double dblCR4Y = java.lang.Double.NaN;
  863.         double dblCR5Y = java.lang.Double.NaN;
  864.         double dblCR6Y = java.lang.Double.NaN;
  865.         double dblCR7Y = java.lang.Double.NaN;
  866.         double dblCR8Y = java.lang.Double.NaN;
  867.         double dblCR9Y = java.lang.Double.NaN;
  868.         double dblCR10Y = java.lang.Double.NaN;
  869.         double dblCR11Y = java.lang.Double.NaN;
  870.         double dblCR12Y = java.lang.Double.NaN;
  871.         double dblCR15Y = java.lang.Double.NaN;
  872.         double dblCR20Y = java.lang.Double.NaN;
  873.         double dblCR30Y = java.lang.Double.NaN;
  874.         double dblCR40Y = java.lang.Double.NaN;

  876.         try {
  877.             strOracleCloseDate = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  878.                 (astrCREOD[2].trim());

  880.             dblRecRate = java.lang.Double.parseDouble (astrCREOD[7].trim());

  882.             dblCR3M = java.lang.Double.parseDouble (astrCREOD[8].trim());

  884.             dblCR6M = java.lang.Double.parseDouble (astrCREOD[9].trim());

  886.             dblCR9M = java.lang.Double.parseDouble (astrCREOD[10].trim());

  888.             dblCR1Y = java.lang.Double.parseDouble (astrCREOD[11].trim());

  890.             dblCR18M = java.lang.Double.parseDouble (astrCREOD[12].trim());

  892.             dblCR2Y = java.lang.Double.parseDouble (astrCREOD[13].trim());

  894.             dblCR3Y = java.lang.Double.parseDouble (astrCREOD[14].trim());

  896.             dblCR4Y = java.lang.Double.parseDouble (astrCREOD[15].trim());

  898.             dblCR5Y = java.lang.Double.parseDouble (astrCREOD[16].trim());

  900.             dblCR6Y = java.lang.Double.parseDouble (astrCREOD[17].trim());

  902.             dblCR7Y = java.lang.Double.parseDouble (astrCREOD[18].trim());

  904.             dblCR8Y = java.lang.Double.parseDouble (astrCREOD[19].trim());

  906.             dblCR9Y = java.lang.Double.parseDouble (astrCREOD[20].trim());

  908.             dblCR10Y = java.lang.Double.parseDouble (astrCREOD[21].trim());

  910.             dblCR11Y = java.lang.Double.parseDouble (astrCREOD[22].trim());

  912.             dblCR12Y = java.lang.Double.parseDouble (astrCREOD[23].trim());

  914.             dblCR15Y = java.lang.Double.parseDouble (astrCREOD[26].trim());

  916.             dblCR20Y = java.lang.Double.parseDouble (astrCREOD[31].trim());

  918.             dblCR30Y = java.lang.Double.parseDouble (astrCREOD[37].trim());

  920.             dblCR40Y = java.lang.Double.parseDouble (astrCREOD[39].trim());
  921.         } catch (java.lang.Exception e) {
  922.             System.out.println ("Bad input marks for SPN " + strSPN);

  924.             e.printStackTrace();

  926.             return null;
  927.         }

  929.         java.lang.StringBuilder sb = new java.lang.StringBuilder();

  931.         sb.append ("insert into CR_EOD values(");

  933.         sb.append ("'" + strOracleCloseDate + "', ");

  935.         sb.append ("'" + strName + "', ");

  937.         sb.append ("'" + strSPN + "', ");

  939.         sb.append (dblRecRate + ", ");

  941.         sb.append (dblCR3M + ", ");

  943.         sb.append (dblCR6M + ", ");

  945.         sb.append (dblCR9M + ", ");

  947.         sb.append (dblCR1Y + ", ");

  949.         sb.append (dblCR18M + ", ");

  951.         sb.append (dblCR2Y + ", ");

  953.         sb.append (dblCR3Y + ", ");

  955.         sb.append (dblCR4Y + ", ");

  957.         sb.append (dblCR5Y + ", ");

  959.         sb.append (dblCR6Y + ", ");

  961.         sb.append (dblCR7Y + ", ");

  963.         sb.append (dblCR8Y + ", ");

  965.         sb.append (dblCR9Y + ", ");

  967.         sb.append (dblCR10Y + ", ");

  969.         sb.append (dblCR11Y + ", ");

  971.         sb.append (dblCR12Y + ", ");

  973.         sb.append (dblCR15Y + ", ");

  975.         sb.append (dblCR20Y + ", ");

  977.         sb.append (dblCR30Y + ", ");

  979.         sb.append (dblCR40Y + ")");

  981.         return sb.toString();
  982.     }

  984.     private static java.lang.String makeSQLClearISIN2 (
  985.         final java.lang.String[] astrBondRef2)
  986.     {
  987.         java.lang.String strISIN = astrBondRef2[0];

  989.         if (null == strISIN || strISIN.isEmpty()) return null;

  991.         return "delete from BondRef where ISIN = '" + strISIN + "'";
  992.     }

  994.     private static java.lang.String makeSQLInsert2 (
  995.         final java.lang.String[] astrBondRef2)
  996.     {
  997.         java.lang.String strCUSIP = astrBondRef2[40];

  999.         if (null == strCUSIP || strCUSIP.isEmpty()) return null;

  1001.         java.lang.String strISIN = astrBondRef2[0];

  1003.         if (null == strISIN || strISIN.isEmpty()) return null;

  1005.         java.lang.String strName = astrBondRef2[2];

  1007.         if (null == strName || strName.isEmpty()) return null;

  1009.         java.lang.String strDescription = astrBondRef2[2];

  1011.         if (null == strDescription || strDescription.isEmpty()) return null;

  1013.         System.out.println (astrBondRef2[1]);

  1015.         java.lang.String[] astrTicker = astrBondRef2[1].split (" ");

  1017.         java.lang.String strTicker = astrTicker[0];
  1018.         double dblCoupon = 0.;

  1020.         try {
  1021.             dblCoupon = java.lang.Double.parseDouble (astrBondRef2[11].trim());
  1022.         } catch (java.lang.Exception e) {
  1023.             if (m_bBlog) System.out.println ("Bad coupon " + astrBondRef2[11] + " for ISIN " + strISIN);
  1024.         }

  1026.         java.lang.String strOracleMaturity = "";

  1028.         try {
  1029.             strOracleMaturity = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  1030.                 (astrBondRef2[8].trim());
  1031.         } catch (java.lang.Exception e) {
  1032.             System.out.println ("Bad maturity " + astrBondRef2[8] + " for ISIN " + strISIN);

  1034.             return null;
  1035.         }

  1037.         java.lang.String strOracleFirstSettle = "";

  1039.         try {
  1040.             strOracleFirstSettle = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  1041.                 (astrBondRef2[6].trim());
  1042.         } catch (java.lang.Exception e) {
  1043.             System.out.println ("Bad first settle " + astrBondRef2[6] + " for ISIN " + strISIN);

  1045.             return null;
  1046.         }

  1048.         java.lang.String strOracleFirstCoupon = "";

  1050.         try {
  1051.             strOracleFirstCoupon = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  1052.                 (astrBondRef2[6].trim());
  1053.         } catch (java.lang.Exception e) {
  1054.             System.out.println ("Bad first coupon " + astrBondRef2[6] + " for ISIN " + strISIN);

  1056.             return null;
  1057.         }

  1059.         java.lang.String strOracleAnnounce = strOracleFirstCoupon;

  1061.         java.lang.String strCurrency = astrBondRef2[5];

  1063.         if (null == strCurrency || strCurrency.isEmpty()) return null;

  1065.         int iCouponFreq = 0;

  1067.         java.lang.String strCouponFreq = astrBondRef2[13];

  1069.         if ("A".equalsIgnoreCase (strCouponFreq))
  1070.             iCouponFreq = 1;
  1071.         else if ("M".equalsIgnoreCase (strCouponFreq))
  1072.             iCouponFreq = 12;
  1073.         else if ("Q".equalsIgnoreCase (strCouponFreq))
  1074.             iCouponFreq = 4;
  1075.         else if ("S".equalsIgnoreCase (strCouponFreq))
  1076.             iCouponFreq = 2;

  1078.         java.lang.String strDayCount = astrBondRef2[14];

  1080.         if (null == strDayCount || strDayCount.isEmpty()) return null;

  1082.         double dblFloatSpread = 0.;

  1084.         try {
  1085.             dblFloatSpread = java.lang.Double.parseDouble (astrBondRef2[12].trim());
  1086.         } catch (java.lang.Exception e) {
  1087.             if (m_bBlog)
  1088.                 System.out.println ("Bad float spread " + astrBondRef2[12] + " for ISIN " + strISIN);
  1089.         }

  1091.         java.lang.String strRateIndex = "";
  1092.         java.lang.String strCalendar = astrBondRef2[5];

  1094.         if (strCalendar.startsWith (INVALID_BBG_FIELD_START)) strCalendar = "";

  1096.         java.lang.String strMoodys = "";
  1097.         java.lang.String strSnP = "";
  1098.         java.lang.String strFitch = "";
  1099.         java.lang.String strIndustrySector = "";
  1100.         java.lang.String strIndustryGroup = "";
  1101.         java.lang.String strSnrSub = "";
  1102.         java.lang.String strIssuer = astrBondRef2[2];
  1103.         double dblAmountIssued = 0.;
  1104.         double dblAmountOutstanding = 0.;
  1105.         java.lang.String strOracleIssue = "";

  1107.         try {
  1108.             strOracleIssue = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  1109.                 (astrBondRef2[6].trim());
  1110.         } catch (java.lang.Exception e) {
  1111.             if (m_bBlog) System.out.println ("Bad issue date " + astrBondRef2[6] + " for ISIN " + strISIN);
  1112.         }

  1114.         java.lang.String strCouponDates = "";
  1115.         java.lang.String strCouponFactors = "";
  1116.         java.lang.String strNotionalDates = "";
  1117.         java.lang.String strNotionalFactors = "";
  1118.         java.lang.String strIssuerSPN = astrBondRef2[3];
  1119.         java.lang.String strFloatQuote = "";

  1121.         java.lang.StringBuilder sb = new java.lang.StringBuilder();

  1123.         sb.append ("INSERT INTO BondRef VALUES (");

  1125.         sb.append ("'" + strISIN + "',");

  1127.         sb.append ("'" + strCUSIP + "',");

  1129.         sb.append ("'" + strName + "',");

  1131.         sb.append ("'" + strDescription + "',");

  1133.         sb.append ("'" + strTicker + "',");

  1135.         sb.append (dblCoupon + ",");

  1137.         sb.append ("'" + strOracleMaturity + "',");

  1139.         sb.append ("'" + strOracleAnnounce + "',");

  1141.         sb.append ("'" + strOracleFirstSettle + "',");

  1143.         sb.append ("'" + strOracleFirstCoupon + "',");

  1145.         sb.append ("'" + strCurrency + "',");

  1147.         sb.append (iCouponFreq + ",");

  1149.         sb.append ("'" + strDayCount + "',");

  1151.         sb.append (dblFloatSpread + ",");

  1153.         sb.append ("'" + strRateIndex + "',");

  1155.         sb.append ("'" + strCalendar + "',");

  1157.         sb.append ("'" + strMoodys + "',");

  1159.         sb.append ("'" + strSnP + "',");

  1161.         sb.append ("'" + strFitch + "',");

  1163.         sb.append ("'" + strIndustrySector + "',");

  1165.         sb.append ("'" + strIndustryGroup + "',");

  1167.         sb.append ("'" + strSnrSub + "',");

  1169.         sb.append ("'" + strIssuer + "',");

  1171.         sb.append (dblAmountIssued + ",");

  1173.         sb.append (dblAmountOutstanding + ",");

  1175.         sb.append ("'" + strOracleIssue + "',");

  1177.         sb.append ("'" + strCouponDates + "',");

  1179.         sb.append ("'" + strCouponFactors + "',");

  1181.         sb.append ("'" + strNotionalDates + "',");

  1183.         sb.append ("'" + strNotionalFactors + "',");

  1185.         sb.append ("'" + strIssuerSPN + "',");

  1187.         sb.append ("'" + strFloatQuote + "')");

  1189.         return sb.toString();
  1190.     }

  1192.     private static java.lang.String makeSQLClearAmortScheduleEntry (
  1193.         final java.lang.String[] astrAmortizationSchedule)
  1194.     {
  1195.         if (null == astrAmortizationSchedule || 5 != astrAmortizationSchedule.length) return null;

  1197.         java.lang.String strOracleAmortizationDate = "";

  1199.         java.lang.String strCUSIP = astrAmortizationSchedule[1].trim();

  1201.         if (null == strCUSIP || strCUSIP.isEmpty()) return null;

  1203.         java.lang.StringBuilder sb = new java.lang.StringBuilder();

  1205.         try {
  1206.             strOracleAmortizationDate = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  1207.                 (astrAmortizationSchedule[2].trim());
  1208.         } catch (java.lang.Exception e) {
  1209.             System.out.println ("Bad date " + astrAmortizationSchedule[2] + " for CUSIP " + strCUSIP);

  1211.             return null;
  1212.         }

  1214.         sb.append ("delete from AmortizationSchedule where CUSIP = '").append (strCUSIP).append
  1215.             ("' and AmortDate = '").append (strOracleAmortizationDate).append ("'");

  1217.         return sb.toString();
  1218.     }

  1220.     private static final java.lang.String InsertIntoAmortizationSchedule (
  1221.         final java.lang.String[] astrAmortizationSchedule)
  1222.     {
  1223.         if (null == astrAmortizationSchedule || 5 != astrAmortizationSchedule.length) return null;

  1225.         java.lang.String strCUSIP = astrAmortizationSchedule[1].trim();

  1227.         java.lang.String strOracleAmortizationDate = "";
  1228.         double dblPrincipalPaydown = java.lang.Double.NaN;

  1230.         try {
  1231.             strOracleAmortizationDate = org.drip.analytics.date.DateUtil.MakeOracleDateFromBBGDate
  1232.                 (astrAmortizationSchedule[2].trim());
  1233.         } catch (java.lang.Exception e) {
  1234.             System.out.println ("Bad date " + astrAmortizationSchedule[2] + " for CUSIP " + strCUSIP);

  1236.             return null;
  1237.         }

  1239.         try {
  1240.             dblPrincipalPaydown = java.lang.Double.parseDouble (astrAmortizationSchedule[4].trim());
  1241.         } catch (java.lang.Exception e) {
  1242.             System.out.println ("Bad paydown factor " + astrAmortizationSchedule[4] + " for CUSIP " +
  1243.                 strCUSIP);

  1245.             return null;
  1246.         }

  1248.         return "insert into AmortizationSchedule values('" + strCUSIP + "', '" + strOracleAmortizationDate +
  1249.             "', " + dblPrincipalPaydown + ")";
  1250.     }

  1252.     private static void LoadBondRef()
  1253.         throws java.lang.Exception
  1254.     {
  1255.         /* int iNumBonds = 0;
  1256.         java.lang.String strValDataLine = "";
  1257.         java.io.BufferedReader inValData = null;

  1259.         System.out.println ("Loading BondRef ...");

  1261.         oracle.jdbc.pool.OracleDataSource ds = new oracle.jdbc.pool.OracleDataSource();

  1263.         ds.setDriverType ("thin");

  1265.         ds.setServerName ("localhost");

  1267.         ds.setPortNumber (1521);

  1269.         ds.setDatabaseName ("XE");

  1271.         ds.setUser ("hr");

  1273.         ds.setPassword ("hr");

  1275.         java.sql.Connection con = ds.getConnection();

  1277.         java.sql.Statement stmt = con.createStatement();

  1279.         try {
  1280.             inValData = new java.io.BufferedReader (new java.io.FileReader
  1281.                 ("c:\\Lakshmi\\java\\BondAnal\\Data\\BondStaticRef\\FullTickers_Base\\RefDataSet.csv"));
  1282.         } catch (java.lang.Exception e) {
  1283.             System.out.println ("Cannot open Val Data record file");

  1285.             return;
  1286.         }

  1288.         while (null != (strValDataLine = inValData.readLine())) {
  1289.             int iNumRecord = 0;
  1290.             java.lang.String astrValRecord[] = new java.lang.String[33];

  1292.             java.util.StringTokenizer stValData = new java.util.StringTokenizer (strValDataLine, ",");

  1294.             while (stValData.hasMoreTokens()) {
  1295.                 java.lang.String stValDataField = stValData.nextToken();

  1297.                 astrValRecord[iNumRecord++] = stValDataField;
  1298.             }

  1300.             java.lang.String strSQLClear = makeSQLClearISINOrCUSIP (astrValRecord);

  1302.             if (null != strSQLClear) stmt.executeUpdate (strSQLClear);

  1304.             java.lang.String strSQLInsert = makeSQLInsert (astrValRecord);

  1306.             if (null != strSQLInsert) {
  1307.                 if (m_bBlog) System.out.println ("SQL[" + iNumBonds + "]: " + strSQLInsert);

  1309.                 stmt.executeUpdate (strSQLInsert);
  1310.             }

  1312.             ++iNumBonds;
  1313.         }

  1315.         inValData.close();

  1317.         System.out.println ("Loaded " + iNumBonds + " into BondRef."); */
  1318.     }

  1320.     private static void LoadBondRef2()
  1321.         throws java.lang.Exception
  1322.     {
  1323.         int iNumBonds = 0;
  1324.         java.lang.String strBondRef2Line = "";
  1325.         java.io.BufferedReader inBondRef2 = null;

  1327.         System.out.println ("Loading BondRef2 ...");

  1329.         java.sql.Statement stmt = org.drip.param.config.ConfigLoader.OracleInit
  1330.             ("c:\\Lakshmi\\java\\BondAnal\\Config.xml");

  1332.         try {
  1333.             inBondRef2 = new java.io.BufferedReader (new java.io.FileReader
  1334.                 ("C:\\Lakshmi\\RefDataAndMarks\\17Jan2012\\Bond.csv"));
  1335.         } catch (java.lang.Exception e) {
  1336.             System.out.println ("Cannot open BondRef record file");

  1338.             return;
  1339.         }

  1341.         while (null != (strBondRef2Line = inBondRef2.readLine())) {
  1342.             java.lang.String[] astrBondRef2Record = strBondRef2Line.split (",");

  1344.             java.lang.String strSQLClear = makeSQLClearISIN2 (astrBondRef2Record);

  1346.             if (null != strSQLClear) stmt.executeUpdate (strSQLClear);

  1348.             java.lang.String strSQLInsert = makeSQLInsert2 (astrBondRef2Record);

  1350.             if (null != strSQLInsert) {
  1351.                 if (m_bBlog) System.out.println ("SQL[" + iNumBonds + "]: " + strSQLInsert);

  1353.                 stmt.executeUpdate (strSQLInsert);
  1354.             }

  1356.             ++iNumBonds;
  1357.         }

  1359.         inBondRef2.close();

  1361.         System.out.println ("Loaded " + iNumBonds + " into BondRef2");
  1362.     }

  1364.     private static void LoadBondRef_FODATA()
  1365.         throws java.lang.Exception
  1366.     {
  1367.         int iNumBonds = 0;
  1368.         java.lang.String strBondRefLine = "";
  1369.         java.io.BufferedReader inBondRef = null;

  1371.         System.out.println ("Loading BondRef_FODATA ...");

  1373.         java.sql.Statement stmt = org.drip.param.config.ConfigLoader.OracleInit
  1374.             ("c:\\Lakshmi\\java\\BondAnal\\Config.xml");

  1376.         try {
  1377.             inBondRef = new java.io.BufferedReader (new java.io.FileReader
  1378.                 ("C:\\Lakshmi\\RefDataAndMarks\\17Jan2012\\Bond.csv"));
  1379.         } catch (java.lang.Exception e) {
  1380.             System.out.println ("Cannot open BondRef record file");

  1382.             return;
  1383.         }

  1385.         while (null != (strBondRefLine = inBondRef.readLine())) {
  1386.             java.lang.String[] astrBondRefRecord = strBondRefLine.split (",");

  1388.             java.lang.String strSQLClear = makeSQLClear_FODATA (astrBondRefRecord);

  1390.             if (null != strSQLClear) stmt.executeUpdate (strSQLClear);

  1392.             java.lang.String strSQLInsert = makeSQLInsert_FODATA (astrBondRefRecord);

  1394.             if (null != strSQLInsert) {
  1395.                 if (m_bBlog) System.out.println ("SQL[" + iNumBonds + "]: " + strSQLInsert);

  1397.                 stmt.executeUpdate (strSQLInsert);
  1398.             }

  1400.             ++iNumBonds;
  1401.         }

  1403.         inBondRef.close();

  1405.         System.out.println ("Loaded " + iNumBonds + " into BondRef_FODATA");
  1406.     }

  1408.     private static void LoadBondMarks()
  1409.         throws java.lang.Exception
  1410.     {
  1411.         int iNumMarks = 0;
  1412.         java.lang.String strMarksLine = "";
  1413.         java.io.BufferedReader inMarks = null;

  1415.         System.out.println ("Loading BondMark ...");

  1417.         java.sql.Statement stmt = org.drip.param.config.ConfigLoader.OracleInit
  1418.             ("c:\\Lakshmi\\java\\BondAnal\\Config.xml");

  1420.         try {
  1421.             inMarks = new java.io.BufferedReader (new java.io.FileReader
  1422.                 ("c:\\Lakshmi\\java\\BondAnal\\Data\\BondStaticRef\\Marks\\MatrixPricer_Prices_0715.csv"));
  1423.         } catch (java.lang.Exception e) {
  1424.             System.out.println ("Cannot open marks file");

  1426.             return;
  1427.         }

  1429.         while (null != (strMarksLine = inMarks.readLine())) {
  1430.             int iNumMarksRecord = 0;
  1431.             java.lang.String astrMarks[] = new java.lang.String[9];

  1433.             java.util.StringTokenizer stMarks = new java.util.StringTokenizer (strMarksLine, ",");

  1435.             while (stMarks.hasMoreTokens()) {
  1436.                 java.lang.String strMarks = stMarks.nextToken();

  1438.                 astrMarks[iNumMarksRecord++] = strMarks;
  1439.             }

  1441.             java.lang.String strSQLClearMarks = makeSQLClearMarksForBondDate (astrMarks);

  1443.             if (null != strSQLClearMarks) {
  1444.                 if (m_bBlog) System.out.println ("SQL[" + iNumMarks + "]: " + strSQLClearMarks);

  1446.                 stmt.executeUpdate (strSQLClearMarks);
  1447.             }

  1449.             java.lang.String strSQLInsertMarks = makeSQLBondMarksInsert (astrMarks);

  1451.             if (null != strSQLInsertMarks) {
  1452.                 if (m_bBlog) System.out.println ("SQL[" + iNumMarks + "]: " + strSQLInsertMarks);

  1454.                 stmt.executeUpdate (strSQLInsertMarks);
  1455.             }

  1457.             ++iNumMarks;
  1458.         }

  1460.         inMarks.close();

  1462.         System.out.println ("Loaded " + iNumMarks + " into BondMark.");
  1463.     }

  1465.     private static void LoadHolidayCalendar (
  1466.         final java.lang.String strHolLoc,
  1467.         final java.lang.String strHolLocFile)
  1468.         throws java.lang.Exception
  1469.     {
  1470.         java.lang.String strHolsLine = "";
  1471.         java.io.BufferedReader inHolCal = null;

  1473.         System.out.println ("Loading " + strHolLoc + " from " + strHolLocFile);

  1475.         java.sql.Statement stmt = org.drip.param.config.ConfigLoader.OracleInit
  1476.             ("c:\\Lakshmi\\java\\BondAnal\\Config.xml");

  1478.         try {
  1479.             inHolCal = new java.io.BufferedReader (new java.io.FileReader (strHolLocFile));
  1480.         } catch (java.lang.Exception e) {
  1481.             System.out.println ("Cannot open hol cal file");

  1483.             return;
  1484.         }

  1486.         while (null != (strHolsLine = inHolCal.readLine())) {
  1487.             java.util.StringTokenizer stHolFields = new java.util.StringTokenizer (strHolsLine, "   ");

  1489.             try {
  1490.                 int iFieldNum = 0;
  1491.                 java.lang.String[] astrHolFields = new java.lang.String[2];
  1492.                 astrHolFields[0] = "";
  1493.                 astrHolFields[1] = "";
  1494.                 java.lang.String strORAHoliday = "";

  1496.                 while (stHolFields.hasMoreTokens() && iFieldNum < astrHolFields.length)
  1497.                     astrHolFields[iFieldNum++] = stHolFields.nextToken();

  1499.                 java.lang.String strTextHol = astrHolFields[0].trim();

  1501.                 try {
  1502.                     strORAHoliday = org.drip.analytics.date.DateUtil.MakeOracleDateFromYYYYMMDD (strTextHol);
  1503.                 } catch (java.lang.Exception e) {
  1504.                     java.util.StringTokenizer stTextHol = new java.util.StringTokenizer (strTextHol, " ");

  1506.                     strORAHoliday = org.drip.analytics.date.DateUtil.MakeOracleDateFromYYYYMMDD
  1507.                         (stTextHol.nextToken().trim());
  1508.                 }

  1510.                 java.lang.String strDescription = astrHolFields[1].trim();

  1512.                 if (null != strDescription && !strDescription.isEmpty())
  1513.                     strDescription = strDescription.replaceAll ("'", "");
  1514.                 else
  1515.                     strDescription = "";

  1517.                 stmt.executeUpdate ("delete from Holidays where Location = '" + strHolLoc +
  1518.                     "' and Holiday = '" + strORAHoliday + "'");

  1520.                 stmt.executeUpdate ("insert into Holidays values('" + strHolLoc + "', '" + strORAHoliday +
  1521.                     "', '" + strDescription + "')");
  1522.             } catch (java.lang.Exception e) {
  1523.                 System.out.println (strHolLoc + ": Check line " + strHolsLine);
  1524.             }
  1525.         }

  1527.         inHolCal.close();
  1528.     }

  1530.     private static void LoadHolsToHolderSource (
  1531.         final java.io.BufferedWriter bw,
  1532.         final java.lang.String strHolLoc,
  1533.         final java.lang.String strHolLocFile)
  1534.         throws java.lang.Exception
  1535.     {
  1536.         java.lang.String strHolsLine = "";
  1537.         java.io.BufferedReader inHolCal = null;

  1539.         System.out.println ("Loading " + strHolLoc + " from " + strHolLocFile);

  1541.         try {
  1542.             inHolCal = new java.io.BufferedReader (new java.io.FileReader (strHolLocFile));
  1543.         } catch (java.lang.Exception e) {
  1544.             System.out.println ("Cannot open hol cal file");

  1546.             return;
  1547.         }

  1549.         while (null != (strHolsLine = inHolCal.readLine())) {
  1550.             java.util.StringTokenizer stHolFields = new java.util.StringTokenizer (strHolsLine, "   ");

  1552.             try {
  1553.                 java.lang.String[] astrHolFields = new java.lang.String[2];
  1554.                 java.lang.String strORAHoliday = "";
  1555.                 astrHolFields[0] = "";
  1556.                 astrHolFields[1] = "";
  1557.                 int iFieldNum = 0;

  1559.                 while (stHolFields.hasMoreTokens() && iFieldNum < astrHolFields.length)
  1560.                     astrHolFields[iFieldNum++] = stHolFields.nextToken();

  1562.                 java.lang.String strTextHol = astrHolFields[0].trim();

  1564.                 try {
  1565.                     strORAHoliday = org.drip.analytics.date.DateUtil.MakeOracleDateFromYYYYMMDD (strTextHol);
  1566.                 } catch (java.lang.Exception e) {
  1567.                     java.util.StringTokenizer stTextHol = new java.util.StringTokenizer (strTextHol, " ");

  1569.                     strORAHoliday = org.drip.analytics.date.DateUtil.MakeOracleDateFromYYYYMMDD
  1570.                         (stTextHol.nextToken().trim());
  1571.                 }

  1573.                 java.lang.String strDescription = astrHolFields[1].trim();

  1575.                 if (null != strDescription && !strDescription.isEmpty())
  1576.                     strDescription = strDescription.replaceAll ("'", "");
  1577.                 else
  1578.                     strDescription = "";

  1580.                 java.lang.String strLocHolDates = "lh.addStaticHoliday (\"" + strORAHoliday + "\", \"" +
  1581.                     strDescription + "\");";

  1583.                 if (m_bBlog) System.out.println (strLocHolDates);

  1585.                 bw.write ("\t\t" + strLocHolDates + "\n\n");
  1586.             } catch (java.lang.Exception e) {
  1587.                 System.out.println (strHolLoc + ": Check line " + strHolsLine);
  1588.             }
  1589.         }

  1591.         bw.flush();

  1593.         inHolCal.close();
  1594.     }

  1596.     private static final void LoadHolCals()
  1597.         throws java.lang.Exception
  1598.     {
  1599.         java.lang.String strHolDir = "c:\\Lakshmi\\java\\BondAnal\\Data\\Holidays\\";

  1601.         java.io.File f = new java.io.File (strHolDir);

  1603.         java.lang.String[] astrFile = f.list();

  1605.         for (int i = 0; i < astrFile.length; ++i) {
  1606.             java.util.StringTokenizer stLoc = new java.util.StringTokenizer (astrFile[i], ".");

  1608.             java.lang.String strPrefix = stLoc.nextToken();

  1610.             if (!"holiday".equalsIgnoreCase (strPrefix)) continue;

  1612.             LoadHolidayCalendar (stLoc.nextToken().toUpperCase(), strHolDir + astrFile[i]);
  1613.         }
  1614.     }

  1616.     private static final void AccumulateHolidays()
  1617.         throws java.lang.Exception
  1618.     {
  1619.         java.lang.String strHolDir = "c:\\Lakshmi\\BondAnal\\Data\\Holidays\\";

  1621.         java.io.File f = new java.io.File (strHolDir);

  1623.         java.lang.String[] astrFile = f.list();

  1625.         for (int i = 0; i < astrFile.length; ++i) {
  1626.             java.util.StringTokenizer stLoc = new java.util.StringTokenizer (astrFile[i], ".");

  1628.             java.lang.String strPrefix = stLoc.nextToken();

  1630.             if (!"holiday".equalsIgnoreCase (strPrefix)) continue;

  1632.             java.lang.String strSuffix = stLoc.nextToken().toUpperCase();

  1634.             java.io.BufferedWriter bw = new java.io.BufferedWriter (new java.io.FileWriter
  1635.                 ("c:\\DRIP\\CreditAnalytics\\org\\drip\\analytics\\holset\\" + strSuffix + "Holiday.java"));

  1637.             bw.write ("\npackage org.drip.analytics.holset;\n\n");

  1639.             bw.write
  1640.                 ("/*\n * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-\n */\n");

  1642.             bw.write ("\n/*\n *    GENERATED on " + new java.util.Date().toString() +
  1643.                 " ---- DO NOT DELETE\n */\n");

  1645.             bw.write ("\n/*!\n * Copyright (C) 2013 Lakshmi Krishnamurthy\n");

  1647.             bw.write (" * Copyright (C) 2012 Lakshmi Krishnamurthy\n");

  1649.             bw.write (" * Copyright (C) 2011 Lakshmi Krishnamurthy\n *\n");

  1651.             bw.write (" * This file is part of CreditAnalytics, a free-software/open-source library for\n");

  1653.             bw.write (" *       fixed income analysts and developers - http://www.credit-trader.org\n *\n");

  1655.             bw.write (" * CreditAnalytics is a free, full featured, fixed income credit analytics library,");

  1657.             bw.write (" developed with a special focus\n");

  1659.             bw.write (" *       towards the needs of the bonds and credit products community.\n *\n");

  1661.             bw.write (" *  Licensed under the Apache License, Version 2.0 (the \"License\");\n");

  1663.             bw.write (" *       you may not use this file except in compliance with the License.\n");

  1665.             bw.write (" *\n *  You may obtain a copy of the License at\n");

  1667.             bw.write (" *   http://www.apache.org/licenses/LICENSE-2.0\n *\n");

  1669.             bw.write (" *  Unless required by applicable law or agreed to in writing, software\n");

  1671.             bw.write (" *   distributed under the License is distributed on an \"AS IS\" BASIS,\n");

  1673.             bw.write (" *   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n");

  1675.             bw.write (" *  \n *  See the License for the specific language governing permissions and\n");

  1677.             bw.write (" *   limitations under the License.\n */\n\n");

  1679.             bw.write ("public class " + strSuffix +
  1680.                 "Holiday implements org.drip.analytics.holset.LocationHoliday {\n");

  1682.             bw.write ("\tpublic " + strSuffix + "Holiday()\n\t{\n\t}\n\n");

  1684.             bw.write ("\tpublic java.lang.String getHolidayLoc()\n\t{\n");

  1686.             bw.write ("\t\treturn \"" + strSuffix + "\";\n\t}\n\n");

  1688.             bw.write ("\tpublic org.drip.analytics.holiday.Locale getHolidaySet()\n\t{");

  1690.             bw.write ("\n\t\torg.drip.analytics.holiday.Locale lh = new\n");

  1692.             bw.write ("\t\t\torg.drip.analytics.holiday.Locale();\n\n");

  1694.             LoadHolsToHolderSource (bw, strSuffix, strHolDir + astrFile[i]);

  1696.             bw.write ("\t\tlh.addStandardWeekend();\n\n");

  1698.             bw.write ("\t\treturn lh;\n\t}\n}\n");

  1700.             bw.close();
  1701.         }
  1702.     }

  1704.     private static final void LoadEOS()
  1705.         throws java.lang.Exception
  1706.     {
  1707.         int iNumSchedules = 0;
  1708.         java.lang.String strEOSLine = "";
  1709.         java.io.BufferedReader inEOS = null;

  1711.         java.sql.Statement stmt = org.drip.param.config.ConfigLoader.OracleInit
  1712.             ("c:\\Lakshmi\\BondAnal\\Config.xml");

  1714.         System.out.println ("Loading EOS ...");

  1716.         try {
  1717.             inEOS = new java.io.BufferedReader (new java.io.FileReader
  1718.                 ("C:\\Lakshmi\\RefDataAndMarks\\17Jan2012\\OptionSchedule.csv"));
  1719.         } catch (java.lang.Exception e) {
  1720.             System.out.println ("Cannot open EOS file");

  1722.             return;
  1723.         }

  1725.         while (null != (strEOSLine = inEOS.readLine())) {
  1726.             int iNumRecord = 0;
  1727.             java.lang.String astrEOS[] = new java.lang.String[14];

  1729.             java.util.StringTokenizer stEOS = new java.util.StringTokenizer (strEOSLine, ",");

  1731.             while (stEOS.hasMoreTokens()) {
  1732.                 java.lang.String strEOS = stEOS.nextToken();

  1734.                 astrEOS[iNumRecord++] = strEOS;
  1735.             }

  1737.             java.lang.String strClearEOS = ClearISINDateTypeFromEOS (astrEOS);

  1739.             if (null != strClearEOS && !strClearEOS.isEmpty()) stmt.executeQuery (strClearEOS);

  1741.             java.lang.String strInsertEOS = InsertIntoEOS (astrEOS);

  1743.             if (null != strInsertEOS && !strInsertEOS.isEmpty())
  1744.                 stmt.executeQuery (strInsertEOS);

  1746.             ++iNumSchedules;
  1747.         }

  1749.         inEOS.close();

  1751.         System.out.println ("Loaded " + iNumSchedules + " into EOS.");
  1752.     }

  1754.     private static final void LoadAmortizationSchedule()
  1755.         throws java.lang.Exception
  1756.     {
  1757.         int iNumSchedules = 0;
  1758.         java.lang.String strAmortizationScheduleLine = "";
  1759.         java.io.BufferedReader inAmortizationSchedule = null;

  1761.         java.sql.Statement stmt = org.drip.param.config.ConfigLoader.OracleInit
  1762.             ("c:\\Lakshmi\\java\\BondAnal\\Config.xml");

  1764.         System.out.println ("Loading AmortizationSchedule ...");

  1766.         try {
  1767.             inAmortizationSchedule = new java.io.BufferedReader (new java.io.FileReader
  1768.                 ("C:\\Lakshmi\\RefDataAndMarks\\17Jan2012\\AmortizationSchedule.csv"));
  1769.         } catch (java.lang.Exception e) {
  1770.             System.out.println ("Cannot open AmortizationSchedule file");

  1772.             return;
  1773.         }

  1775.         while (null != (strAmortizationScheduleLine = inAmortizationSchedule.readLine())) {
  1776.             int iNumRecord = 0;
  1777.             java.lang.String astrAmortizationSchedule[] = new java.lang.String[5];

  1779.             java.util.StringTokenizer stAmortizationSchedule = new java.util.StringTokenizer
  1780.                 (strAmortizationScheduleLine, ",");

  1782.             while (stAmortizationSchedule.hasMoreTokens()) {
  1783.                 java.lang.String strAmortizationSchedule = stAmortizationSchedule.nextToken();

  1785.                 astrAmortizationSchedule[iNumRecord++] = strAmortizationSchedule;
  1786.             }

  1788.             java.lang.String strClearAmortizationSchedule = makeSQLClearAmortScheduleEntry
  1789.                 (astrAmortizationSchedule);

  1791.             if (null != strClearAmortizationSchedule && !strClearAmortizationSchedule.isEmpty())
  1792.                 stmt.executeQuery (strClearAmortizationSchedule);

  1794.             java.lang.String strInsertAmortizationSchedule = InsertIntoAmortizationSchedule
  1795.                 (astrAmortizationSchedule);

  1797.             if (null != strInsertAmortizationSchedule && !strInsertAmortizationSchedule.isEmpty())
  1798.                 stmt.executeQuery (strInsertAmortizationSchedule);

  1800.             ++iNumSchedules;
  1801.         }

  1803.         inAmortizationSchedule.close();

  1805.         System.out.println ("Loaded " + iNumSchedules + " into AmortizationSchedule.");
  1806.     }

  1808.     private static final void LoadIREOD()
  1809.         throws java.lang.Exception
  1810.     {
  1811.         int iNumIREOD = 0;
  1812.         java.lang.String strIREODLine = "";
  1813.         java.io.BufferedReader inIREOD = null;

  1815.         System.out.println ("Loading IREOD ...");

  1817.         java.sql.Statement stmt = org.drip.param.config.ConfigLoader.OracleInit
  1818.             ("c:\\Lakshmi\\BondAnal\\Config.xml");

  1820.         try {
  1821.             inIREOD = new java.io.BufferedReader (new java.io.FileReader
  1822.                 ("C:\\Lakshmi\\RefDataAndMarks\\17Jan2012\\EODIRCurves.csv"));
  1823.         } catch (java.lang.Exception e) {
  1824.             System.out.println ("Cannot open IREOD file");

  1826.             return;
  1827.         }

  1829.         while (null != (strIREODLine = inIREOD.readLine())) {
  1830.             int iNumRecord = 0;
  1831.             java.lang.String astrIREOD[] = new java.lang.String[58];

  1833.             java.util.StringTokenizer stIREOD = new java.util.StringTokenizer (strIREODLine, ",");

  1835.             while (stIREOD.hasMoreTokens())
  1836.                 astrIREOD[iNumRecord++] = stIREOD.nextToken();

  1838.             java.lang.String strClearIREOD = ClearFromIREOD (astrIREOD);

  1840.             if (null != strClearIREOD && !strClearIREOD.isEmpty()) stmt.executeQuery (strClearIREOD);

  1842.             java.lang.String strInsertIREOD = InsertIntoIREOD (astrIREOD);

  1844.             if (null != strInsertIREOD && !strInsertIREOD.isEmpty()) stmt.executeQuery (strInsertIREOD);

  1846.             ++iNumIREOD;
  1847.         }

  1849.         inIREOD.close();

  1851.         System.out.println ("Loaded " + iNumIREOD + " into IR_EOD.");
  1852.     }

  1854.     private static final void LoadBondSPN()
  1855.         throws java.lang.Exception
  1856.     {
  1857.         int iNumSPN = 0;
  1858.         java.lang.String strSPNLine = "";
  1859.         java.io.BufferedReader inSPN = null;

  1861.         System.out.println ("Loading SPN ...");

  1863.         java.sql.Statement stmt = org.drip.param.config.ConfigLoader.OracleInit
  1864.             ("c:\\Lakshmi\\java\\BondAnal\\Config.xml");

  1866.         try {
  1867.             inSPN = new java.io.BufferedReader (new java.io.FileReader
  1868.                 ("c:\\Lakshmi\\BondAnal\\Data\\BondStaticRef\\Closes\\Bond.csv"));
  1869.         } catch (java.lang.Exception e) {
  1870.             System.out.println ("Cannot open SPN file");

  1872.             return;
  1873.         }

  1875.         while (null != (strSPNLine = inSPN.readLine())) {
  1876.             java.lang.String[] astrSPN = strSPNLine.split (",");

  1878.             java.lang.String strISIN = astrSPN[0];
  1879.             java.lang.String strSPN = astrSPN[3];

  1881.             if (null != strSPN && !strSPN.isEmpty() && null != strSPN && !strSPN.isEmpty()) {
  1882.                 stmt.executeQuery ("update BondRef set IssuerSPN = '" + strSPN + "' where ISIN = '" + strISIN
  1883.                     + "'");

  1885.                 ++iNumSPN;
  1886.             }
  1887.         }

  1889.         System.out.println ("Loaded " + iNumSPN + " SPNs into BondRef.");

  1891.         inSPN.close();
  1892.     }

  1894.     private static final void LoadCREOD()
  1895.         throws java.lang.Exception
  1896.     {
  1897.         int iNumCREOD = 0;
  1898.         java.lang.String strCREODLine = "";
  1899.         java.io.BufferedReader inCREOD = null;

  1901.         System.out.println ("Loading CREOD ...");

  1903.         java.sql.Statement stmt = org.drip.param.config.ConfigLoader.OracleInit
  1904.             ("c:\\Lakshmi\\BondAnal\\Config.xml");

  1906.         try {
  1907.             inCREOD = new java.io.BufferedReader (new java.io.FileReader
  1908.                 ("c:\\Lakshmi\\BondAnal\\Data\\BondStaticRef\\Closes\\EODCR_2Q_2011.csv"));
  1909.         } catch (java.lang.Exception e) {
  1910.             System.out.println ("Cannot open CREOD file");

  1912.             return;
  1913.         }

  1915.         while (null != (strCREODLine = inCREOD.readLine())) {
  1916.             java.lang.String[] astrCREOD = strCREODLine.split (",");

  1918.             java.lang.String strClearCREOD = ClearFromCREOD (astrCREOD);

  1920.             if (null != strClearCREOD && !strClearCREOD.isEmpty()) stmt.executeQuery (strClearCREOD);

  1922.             java.lang.String strInsertCREOD = InsertIntoCREOD (astrCREOD);

  1924.             if (null != strInsertCREOD && !strInsertCREOD.isEmpty()) {
  1925.                 System.out.println (strInsertCREOD);

  1927.                 stmt.executeQuery (strInsertCREOD);
  1928.             }

  1930.             ++iNumCREOD;
  1931.         }

  1933.         System.out.println ("Loaded " + iNumCREOD + " into CREOD.");

  1935.         inCREOD.close();
  1936.     }

  1938.     public static void main (
  1939.         final java.lang.String[] astrArgs)
  1940.         throws java.lang.Exception
  1941.     {
  1942.         if (0 < astrArgs.length && "-loadbondref2".equalsIgnoreCase (astrArgs[0])) {
  1943.             LoadBondRef2();

  1945.             return;
  1946.         }

  1948.         if (0 < astrArgs.length && "-loadbondref_fodata".equalsIgnoreCase (astrArgs[0])) {
  1949.             LoadBondRef_FODATA();

  1951.             return;
  1952.         }

  1954.         if (0 < astrArgs.length && "-bondmarks".equalsIgnoreCase (astrArgs[0])) {
  1955.             LoadBondMarks();

  1957.             return;
  1958.         }

  1960.         if (0 < astrArgs.length && "-holcals".equalsIgnoreCase (astrArgs[0])) {
  1961.             LoadHolCals();

  1963.             return;
  1964.         }

  1966.         if (0 < astrArgs.length && "-acchols".equalsIgnoreCase (astrArgs[0])) {
  1967.             AccumulateHolidays();

  1969.             return;
  1970.         }

  1972.         if (0 < astrArgs.length && "-eos".equalsIgnoreCase (astrArgs[0])) {
  1973.             LoadEOS();

  1975.             return;
  1976.         }

  1978.         if (0 < astrArgs.length && "-amortsched".equalsIgnoreCase (astrArgs[0])) {
  1979.             LoadAmortizationSchedule();

  1981.             return;
  1982.         }

  1984.         if (0 < astrArgs.length && "-ireod".equalsIgnoreCase (astrArgs[0])) {
  1985.             LoadIREOD();

  1987.             return;
  1988.         }

  1990.         if (0 < astrArgs.length && "-creod".equalsIgnoreCase (astrArgs[0])) {
  1991.             LoadCREOD();

  1993.             return;
  1994.         }

  1996.         if (0 < astrArgs.length && "-spn".equalsIgnoreCase (astrArgs[0])) {
  1997.             LoadBondSPN();

  1999.             return;
  2000.         }

  2002.         LoadBondRef();

  2004.         LoadEOS();

  2006.         LoadBondSPN();
  2007.     }
  2008. }
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