BlackLittermanBayesianClient.java
package org.drip.sample.service;
import org.drip.json.parser.Converter;
import org.drip.json.simple.JSONObject;
import org.drip.service.env.EnvManager;
import org.drip.service.json.KeyHoleSkeleton;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 Lakshmi Krishnamurthy
* Copyright (C) 2016 Lakshmi Krishnamurthy
*
* This file is part of DRIP, a free-software/open-source library for buy/side financial/trading model
* libraries targeting analysts and developers
* https://lakshmidrip.github.io/DRIP/
*
* DRIP is composed of four main libraries:
*
* - DRIP Fixed Income - https://lakshmidrip.github.io/DRIP-Fixed-Income/
* - DRIP Asset Allocation - https://lakshmidrip.github.io/DRIP-Asset-Allocation/
* - DRIP Numerical Optimizer - https://lakshmidrip.github.io/DRIP-Numerical-Optimizer/
* - DRIP Statistical Learning - https://lakshmidrip.github.io/DRIP-Statistical-Learning/
*
* - DRIP Fixed Income: Library for Instrument/Trading Conventions, Treasury Futures/Options,
* Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA
* Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV
* Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM
* Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
*
* - DRIP Asset Allocation: Library for model libraries for MPT framework, Black Litterman Strategy
* Incorporator, Holdings Constraint, and Transaction Costs.
*
* - DRIP Numerical Optimizer: Library for Numerical Optimization and Spline Functionality.
*
* - DRIP Statistical Learning: Library for Statistical Evaluation and Machine Learning.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
*
* You may obtain a copy of the License at
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*
* See the License for the specific language governing permissions and
* limitations under the License.
*/
/**
* BudgetConstrainedAllocationClient demonstrates the Invocation and Examination of the JSON-based
* Budget Constrained Portfolio Allocation Service Client.
*
* @author Lakshmi Krishnamurthy
*/
public class BlackLittermanBayesianClient {
@SuppressWarnings ("unchecked") public static final void main (
final String[] astrArgs)
throws Exception
{
EnvManager.InitEnv ("");
double dblTau = 1.0000;
double dblDelta = 2.6;
double dblRiskFreeRate = 0.00;
String[] astrAssetName = new String[] {
"ASSET 1",
"ASSET 2",
"ASSET 3",
"ASSET 4",
"ASSET 5",
"ASSET 6"
};
double[] adblAssetEquilibriumWeight = new double[] {
0.2535,
0.1343,
0.1265,
0.1375,
0.0733,
0.2749
};
double[][] aadblAssetExcessReturnsCovariance = new double[][] {
{0.00273, 0.00208, 0.00159, 0.00049, 0.00117, 0.00071},
{0.00208, 0.00277, 0.00130, 0.00046, 0.00111, 0.00056},
{0.00159, 0.00130, 0.00146, 0.00064, 0.00105, 0.00052},
{0.00049, 0.00046, 0.00064, 0.00061, 0.00066, 0.00037},
{0.00117, 0.00111, 0.00105, 0.00066, 0.00139, 0.00066},
{0.00071, 0.00056, 0.00052, 0.00037, 0.00066, 0.00070}
};
double[][] aadblAssetSpaceViewProjection = new double[][] {
{ 0.00, 0.00, -1.00, 0.00, 1.00, 0.00},
{ 0.00, 1.00, 0.00, 0.00, -1.00, 0.00},
{ -1.00, 1.00, 1.00, 0.00, 0.00, -1.00}
};
double[] adblProjectionExpectedExcessReturns = new double[] {
0.0002,
0.0003,
0.0001
};
double[][] aadblProjectionExcessReturnsCovariance = new double[][] {
{ 0.00075, -0.00053, -0.00033},
{-0.00053, 0.00195, 0.00110},
{-0.00033, 0.00110, 0.00217}
};
JSONObject jsonParameters = new JSONObject();
jsonParameters.put (
"AssetSet",
Converter.Array (astrAssetName)
);
jsonParameters.put (
"AssetSpaceViewProjection",
Converter.Array (aadblAssetSpaceViewProjection)
);
jsonParameters.put (
"AssetEquilibriumWeight",
Converter.Array (adblAssetEquilibriumWeight)
);
jsonParameters.put (
"AssetExcessReturnsCovariance",
Converter.Array (aadblAssetExcessReturnsCovariance)
);
jsonParameters.put (
"ProjectionExpectedExcessReturns",
Converter.Array (adblProjectionExpectedExcessReturns)
);
jsonParameters.put (
"ProjectionExcessReturnsCovariance",
Converter.Array (aadblProjectionExcessReturnsCovariance)
);
jsonParameters.put (
"RiskFreeRate",
dblRiskFreeRate
);
jsonParameters.put (
"Delta",
dblDelta
);
jsonParameters.put (
"Tau",
dblTau
);
JSONObject jsonRequest = new JSONObject();
jsonRequest.put (
"API",
"BLACKLITTERMAN::BAYESIANMETRICS"
);
jsonRequest.put ("Parameters", jsonParameters);
System.out.println ("\n\t|---------------- JSON REQUEST -----------------|\n");
System.out.println (jsonRequest.toJSONString());
System.out.println ("\n\t|---------------- JSON RESPONSE ----------------|\n");
System.out.println (KeyHoleSkeleton.Thunker (jsonRequest.toJSONString()));
}
}