EnvManager.java
package org.drip.service.env;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 Lakshmi Krishnamurthy
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 Lakshmi Krishnamurthy
* Copyright (C) 2016 Lakshmi Krishnamurthy
* Copyright (C) 2015 Lakshmi Krishnamurthy
* Copyright (C) 2014 Lakshmi Krishnamurthy
* Copyright (C) 2013 Lakshmi Krishnamurthy
* Copyright (C) 2012 Lakshmi Krishnamurthy
* Copyright (C) 2011 Lakshmi Krishnamurthy
*
* This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
* asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
* analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
* equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
* numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
* and computational support.
*
* https://lakshmidrip.github.io/DROP/
*
* DROP is composed of three modules:
*
* - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
* - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
* - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
*
* DROP Product Core implements libraries for the following:
* - Fixed Income Analytics
* - Loan Analytics
* - Transaction Cost Analytics
*
* DROP Portfolio Core implements libraries for the following:
* - Asset Allocation Analytics
* - Asset Liability Management Analytics
* - Capital Estimation Analytics
* - Exposure Analytics
* - Margin Analytics
* - XVA Analytics
*
* DROP Computational Core implements libraries for the following:
* - Algorithm Support
* - Computation Support
* - Function Analysis
* - Model Validation
* - Numerical Analysis
* - Numerical Optimizer
* - Spline Builder
* - Statistical Learning
*
* Documentation for DROP is Spread Over:
*
* - Main => https://lakshmidrip.github.io/DROP/
* - Wiki => https://github.com/lakshmiDRIP/DROP/wiki
* - GitHub => https://github.com/lakshmiDRIP/DROP
* - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
* - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
* - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
* - Release Versions => https://lakshmidrip.github.io/DROP/version.html
* - Community Credits => https://lakshmidrip.github.io/DROP/credits.html
* - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues
* - JUnit => https://lakshmidrip.github.io/DROP/junit/index.html
* - Jacoco => https://lakshmidrip.github.io/DROP/jacoco/index.html
*
* 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.
*/
/**
* <i>EnvManager</i> sets the environment/connection parameters, and populates the market parameters for the
* given EOD.
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationSupportLibrary.md">Computation Support</a></li>
* <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>
* <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>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class EnvManager {
private static boolean s_bInvocationCapture = false;
/**
* Initialize the logger, the database connections, the day count parameters, and day count objects.
*
* @param strConfig String representing the full path of the configuration file
* @param bInvocationCapture TRUE - Run the Invocation Capture
*
* @return SQL Statement representing the initialized object.
*/
public static final java.sql.Statement InitEnv (
final java.lang.String strConfig,
final boolean bInvocationCapture)
{
if (s_bInvocationCapture = bInvocationCapture)
{
if (!org.drip.service.env.InvocationManager.Init())
{
System.out.println ("EnvManager::InitEnv => Cannot Initialize Invocation Manager!");
return null;
}
}
if (!org.drip.analytics.support.Logger.Init (strConfig)) {
System.out.println ("EnvManager::InitEnv => Cannot Initialize Logger Manager!");
return null;
}
if (!org.drip.service.env.CacheManager.Init()) {
System.out.println ("EnvManager::InitEnv => Cannot Initialize Cache Manager!");
return null;
}
if (!org.drip.analytics.daycount.Convention.Init (strConfig)) {
System.out.println ("EnvManager::InitEnv => Cannot Initialize Day Count Conventions!");
return null;
}
if (!org.drip.service.env.StandardCDXManager.InitStandardCDXSeries()) {
System.out.println ("EnvManager::InitEnv => Cannot Initialize standard CDX Indexes!");
return null;
}
if (!org.drip.market.definition.OvernightIndexContainer.Init()) {
System.out.println ("EnvManager::InitEnv => Cannot Initialize Overnight Indexes!");
return null;
}
if (!org.drip.market.definition.IBORIndexContainer.Init()) {
System.out.println ("EnvManager::InitEnv => Cannot Initialize IBOR Indexes!");
return null;
}
if (!org.drip.market.exchange.ShortTermFuturesContainer.Init()) {
System.out.println ("EnvManager::InitEnv => Cannot Initialize Short Term Futures!");
return null;
}
if (!org.drip.market.exchange.FuturesOptionsContainer.Init()) {
System.out.println ("EnvManager::InitEnv => Cannot Initialize Short Term Futures Options!");
return null;
}
if (!org.drip.market.otc.IBORFixedFloatContainer.Init()) {
System.out.println
("EnvManager::InitEnv => Cannot Initialize IBOR Fix-Float Convention Settings!");
return null;
}
if (!org.drip.market.otc.IBORFloatFloatContainer.Init()) {
System.out.println
("EnvManager::InitEnv => Cannot Initialize IBOR Float-Float Convention Settings!");
return null;
}
if (!org.drip.market.otc.OvernightFixedFloatContainer.Init()) {
System.out.println
("EnvManager::InitEnv => Cannot Initialize Overnight Fix-Float Convention Settings!");
return null;
}
if (!org.drip.market.exchange.DeliverableSwapFuturesContainer.Init()) {
System.out.println ("EnvManager::InitEnv => Cannot Initialize Deliverable Swap Futures Settings!");
return null;
}
if (!org.drip.market.otc.CrossFloatConventionContainer.Init()) {
System.out.println
("EnvManager::InitEnv => Cannot Initialize Cross-Currency Float-Float Convention Settings!");
return null;
}
if (!org.drip.market.otc.SwapOptionSettlementContainer.Init()) {
System.out.println
("EnvManager::InitEnv => Cannot Initialize the Swap Option Settlement Conventions!");
return null;
}
if (!org.drip.market.otc.CreditIndexConventionContainer.Init()) {
System.out.println ("EnvManager::InitEnv => Cannot Initialize the Credit Index Conventions!");
return null;
}
if (!org.drip.market.exchange.TreasuryFuturesConventionContainer.Init()) {
System.out.println
("EnvManager::InitEnv => Cannot Initialize the Bond Futures Convention Conventions!");
return null;
}
if (!org.drip.market.exchange.TreasuryFuturesOptionContainer.Init()) {
System.out.println
("EnvManager::InitEnv => Cannot Initialize the Bond Futures Option Conventions!");
return null;
}
if (!org.drip.market.definition.FXSettingContainer.Init()) {
System.out.println ("EnvManager::InitEnv => Cannot Initialize the FX Conventions!");
return null;
}
if (!org.drip.market.issue.TreasurySettingContainer.Init()) {
System.out.println ("EnvManager::InitEnv => Cannot Initialize the Treasury Settings!");
return null;
}
if (!org.drip.market.exchange.TreasuryFuturesContractContainer.Init()) {
System.out.println ("EnvManager::InitEnv => Cannot Initialize the Treasury Futures Contract!");
return null;
}
if (!org.drip.simm.common.ISDASettingsContainer.Init()) {
System.out.println ("EnvManager::InitEnv => Cannot Initialize ISDA SIMM 2.0 Specifications!");
return null;
}
if (!org.drip.capital.env.CapitalEstimationContextManager.Init())
{
System.out.println
("EnvManager::InitEnv => Cannot Initialize Capital Estimation Context Manager!");
return null;
}
if (!org.drip.capital.env.SystemicScenarioDesignContextManager.Init())
{
System.out.println ("EnvManager::InitEnv => Cannot Initialize GSST Design Context Manager!");
return null;
}
if (!org.drip.capital.env.SystemicScenarioDefinitionContextManager.Init())
{
System.out.println
("EnvManager::InitEnv => Cannot Initialize GSST Definition Context Manager!");
return null;
}
if (s_bInvocationCapture)
{
if (!org.drip.service.env.InvocationManager.Setup())
{
System.out.println ("EnvManager::InitEnv => Cannot Setup Invocation Manager!");
return null;
}
}
return org.drip.param.config.ConfigLoader.OracleInit (strConfig);
}
/**
* Initialize the Environment Setup
*
* @param strConfig String representing the full path of the configuration file
*
* @return SQL Statement representing the initialized object.
*/
public static final java.sql.Statement InitEnv (
final java.lang.String strConfig)
{
return InitEnv (
strConfig,
true
);
}
/**
* Terminate the Environment Frame Context
*
* @return The Environment Frame Context is Terminated
*/
public static final boolean TerminateEnv()
{
return s_bInvocationCapture ? org.drip.service.env.InvocationManager.Terminate() : true;
}
}