PrepayAssetBackedClient.java

package org.drip.sample.service;

import org.drip.analytics.date.*;
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.
 */

/**
 * PrepayAssetBackedClient demonstrates the Invocation and Examination of the JSON-based Pre-payable
 *  Constant Payment Asset Backed Loan Service Client.
 *
 * @author Lakshmi Krishnamurthy
 */

public class PrepayAssetBackedClient {

    @SuppressWarnings ("unchecked") public static void main (
        final String[] astrArgs)
        throws Exception
    {
        EnvManager.InitEnv ("");

        double dblBeginPrincipalFactor = 1.;
        double dblCouponRate = 0.1189;
        double dblServiceFeeRate = 0.00;
        double dblCPR = 0.01;
        double dblBondNotional = 147544.28;
        String strDayCount = "Act/365";
        String strCurrency = "USD";
        int iNumPayment = 48;
        int iPayFrequency = 12;
        double dblFixedMonthlyAmount = 3941.98;

        JulianDate dtEffective = DateUtil.CreateFromYMD (
            2015,
            DateUtil.OCTOBER,
            22
        );

        JulianDate dtSettle = DateUtil.CreateFromYMD (
            2015,
            DateUtil.DECEMBER,
            1
        );

        JSONObject jsonParameters = new JSONObject();

        jsonParameters.put ("Name", "FPMG 11.89 2019");

        jsonParameters.put ("SettleDate", dtSettle.toString());

        jsonParameters.put ("EffectiveDate", dtEffective.toString());

        jsonParameters.put ("BeginPrincipalFactor", dblBeginPrincipalFactor);

        jsonParameters.put ("CouponRate", dblCouponRate);

        jsonParameters.put ("ServiceFeeRate", dblServiceFeeRate);

        jsonParameters.put ("CPR", dblCPR);

        jsonParameters.put ("BondNotional", dblBondNotional);

        jsonParameters.put ("DayCount", strDayCount);

        jsonParameters.put ("NumPayment", iNumPayment);

        jsonParameters.put ("Currency", strCurrency);

        jsonParameters.put ("PayFrequency", iPayFrequency);

        jsonParameters.put ("FixedMonthlyAmount", dblFixedMonthlyAmount);

        JSONObject jsonRequest = new JSONObject();

        jsonRequest.put ("API", "PREPAYASSETBACKED::SECULARMETRICS");

        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()));
    }
}