EnvManager.java

  1. package org.drip.service.env;

  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>EnvManager</i> sets the environment/connection parameters, and populates the market parameters for the
  87.  * given EOD.
  88.  * 
  89.  * <br><br>
  90.  *  <ul>
  91.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  92.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationSupportLibrary.md">Computation Support</a></li>
  93.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/service/README.md">Environment, Product/Definition Containers, and Scenario/State Manipulation APIs</a></li>
  94.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/service/env/README.md">Library Module Loader Environment Manager</a></li>
  95.  *  </ul>
  96.  * <br><br>
  97.  * 
  98.  * @author Lakshmi Krishnamurthy
  99.  */

  101. public class EnvManager {
  102.     private static boolean s_bInvocationCapture = false;

  104.     /**
  105.      * Initialize the logger, the database connections, the day count parameters, and day count objects.
  106.      * 
  107.      * @param strConfig String representing the full path of the configuration file
  108.      * @param bInvocationCapture TRUE - Run the Invocation Capture
  109.      * 
  110.      * @return SQL Statement representing the initialized object.
  111.      */

  113.     public static final java.sql.Statement InitEnv (
  114.         final java.lang.String strConfig,
  115.         final boolean bInvocationCapture)
  116.     {
  117.         if (s_bInvocationCapture = bInvocationCapture)
  118.         {
  119.             if (!org.drip.service.env.InvocationManager.Init())
  120.             {
  121.                 System.out.println ("EnvManager::InitEnv => Cannot Initialize Invocation Manager!");

  123.                 return null;
  124.             }
  125.         }

  127.         if (!org.drip.analytics.support.Logger.Init (strConfig)) {
  128.             System.out.println ("EnvManager::InitEnv => Cannot Initialize Logger Manager!");

  130.             return null;
  131.         }

  133.         if (!org.drip.service.env.CacheManager.Init()) {
  134.             System.out.println ("EnvManager::InitEnv => Cannot Initialize Cache Manager!");

  136.             return null;
  137.         }

  139.         if (!org.drip.analytics.daycount.Convention.Init (strConfig)) {
  140.             System.out.println ("EnvManager::InitEnv => Cannot Initialize Day Count Conventions!");

  142.             return null;
  143.         }

  145.         if (!org.drip.service.env.StandardCDXManager.InitStandardCDXSeries()) {
  146.             System.out.println ("EnvManager::InitEnv => Cannot Initialize standard CDX Indexes!");

  148.             return null;
  149.         }

  151.         if (!org.drip.market.definition.OvernightIndexContainer.Init()) {
  152.             System.out.println ("EnvManager::InitEnv => Cannot Initialize Overnight Indexes!");

  154.             return null;
  155.         }

  157.         if (!org.drip.market.definition.IBORIndexContainer.Init()) {
  158.             System.out.println ("EnvManager::InitEnv => Cannot Initialize IBOR Indexes!");

  160.             return null;
  161.         }

  163.         if (!org.drip.market.exchange.ShortTermFuturesContainer.Init()) {
  164.             System.out.println ("EnvManager::InitEnv => Cannot Initialize Short Term Futures!");

  166.             return null;
  167.         }

  169.         if (!org.drip.market.exchange.FuturesOptionsContainer.Init()) {
  170.             System.out.println ("EnvManager::InitEnv => Cannot Initialize Short Term Futures Options!");

  172.             return null;
  173.         }

  175.         if (!org.drip.market.otc.IBORFixedFloatContainer.Init()) {
  176.             System.out.println
  177.                 ("EnvManager::InitEnv => Cannot Initialize IBOR Fix-Float Convention Settings!");

  179.             return null;
  180.         }

  182.         if (!org.drip.market.otc.IBORFloatFloatContainer.Init()) {
  183.             System.out.println
  184.                 ("EnvManager::InitEnv => Cannot Initialize IBOR Float-Float Convention Settings!");

  186.             return null;
  187.         }

  189.         if (!org.drip.market.otc.OvernightFixedFloatContainer.Init()) {
  190.             System.out.println
  191.                 ("EnvManager::InitEnv => Cannot Initialize Overnight Fix-Float Convention Settings!");

  193.             return null;
  194.         }

  196.         if (!org.drip.market.exchange.DeliverableSwapFuturesContainer.Init()) {
  197.             System.out.println ("EnvManager::InitEnv => Cannot Initialize Deliverable Swap Futures Settings!");

  199.             return null;
  200.         }

  202.         if (!org.drip.market.otc.CrossFloatConventionContainer.Init()) {
  203.             System.out.println
  204.                 ("EnvManager::InitEnv => Cannot Initialize Cross-Currency Float-Float Convention Settings!");

  206.             return null;
  207.         }

  209.         if (!org.drip.market.otc.SwapOptionSettlementContainer.Init()) {
  210.             System.out.println
  211.                 ("EnvManager::InitEnv => Cannot Initialize the Swap Option Settlement Conventions!");

  213.             return null;
  214.         }

  216.         if (!org.drip.market.otc.CreditIndexConventionContainer.Init()) {
  217.             System.out.println ("EnvManager::InitEnv => Cannot Initialize the Credit Index Conventions!");

  219.             return null;
  220.         }

  222.         if (!org.drip.market.exchange.TreasuryFuturesConventionContainer.Init()) {
  223.             System.out.println
  224.                 ("EnvManager::InitEnv => Cannot Initialize the Bond Futures Convention Conventions!");

  226.             return null;
  227.         }

  229.         if (!org.drip.market.exchange.TreasuryFuturesOptionContainer.Init()) {
  230.             System.out.println
  231.                 ("EnvManager::InitEnv => Cannot Initialize the Bond Futures Option Conventions!");

  233.             return null;
  234.         }

  236.         if (!org.drip.market.definition.FXSettingContainer.Init()) {
  237.             System.out.println ("EnvManager::InitEnv => Cannot Initialize the FX Conventions!");

  239.             return null;
  240.         }

  242.         if (!org.drip.market.issue.TreasurySettingContainer.Init()) {
  243.             System.out.println ("EnvManager::InitEnv => Cannot Initialize the Treasury Settings!");

  245.             return null;
  246.         }

  248.         if (!org.drip.market.exchange.TreasuryFuturesContractContainer.Init()) {
  249.             System.out.println ("EnvManager::InitEnv => Cannot Initialize the Treasury Futures Contract!");

  251.             return null;
  252.         }

  254.         if (!org.drip.simm.common.ISDASettingsContainer.Init()) {
  255.             System.out.println ("EnvManager::InitEnv => Cannot Initialize ISDA SIMM 2.0 Specifications!");

  257.             return null;
  258.         }

  260.         if (!org.drip.capital.env.CapitalEstimationContextManager.Init())
  261.         {
  262.             System.out.println
  263.                 ("EnvManager::InitEnv => Cannot Initialize Capital Estimation Context Manager!");

  265.             return null;
  266.         }

  268.         if (!org.drip.capital.env.SystemicScenarioDesignContextManager.Init())
  269.         {
  270.             System.out.println ("EnvManager::InitEnv => Cannot Initialize GSST Design Context Manager!");

  272.             return null;
  273.         }

  275.         if (!org.drip.capital.env.SystemicScenarioDefinitionContextManager.Init())
  276.         {
  277.             System.out.println
  278.                 ("EnvManager::InitEnv => Cannot Initialize GSST Definition Context Manager!");

  280.             return null;
  281.         }

  283.         if (s_bInvocationCapture)
  284.         {
  285.             if (!org.drip.service.env.InvocationManager.Setup())
  286.             {
  287.                 System.out.println ("EnvManager::InitEnv => Cannot Setup Invocation Manager!");

  289.                 return null;
  290.             }
  291.         }

  293.         return org.drip.param.config.ConfigLoader.OracleInit (strConfig);
  294.     }

  296.     /**
  297.      * Initialize the Environment Setup
  298.      * 
  299.      * @param strConfig String representing the full path of the configuration file
  300.      * 
  301.      * @return SQL Statement representing the initialized object.
  302.      */

  304.     public static final java.sql.Statement InitEnv (
  305.         final java.lang.String strConfig)
  306.     {
  307.         return InitEnv (
  308.             strConfig,
  309.             true
  310.         );
  311.     }

  313.     /**
  314.      * Terminate the Environment Frame Context
  315.      * 
  316.      * @return The Environment Frame Context is Terminated
  317.      */

  319.     public static final boolean TerminateEnv()
  320.     {
  321.         return s_bInvocationCapture ? org.drip.service.env.InvocationManager.Terminate() : true;
  322.     }
  323. }
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