DateProcessor.java
- package org.drip.service.json;
- /*
- * -*- 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
- *
- * 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>DateProcessor</i> Sets Up and Executes a JSON Based In/Out Date Related Service.
- *
- * <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/json/README.md">JSON Based Valuation Request Service</a></li>
- * </ul>
- * <br><br>
- *
- * @author Lakshmi Krishnamurthy
- */
- public class DateProcessor {
- /**
- * JSON Based in/out Date Holiday Check Thunker
- *
- * @param jsonParameter JSON Date Request Parameters
- *
- * @return JSON Date Holiday Check Response
- */
- @SuppressWarnings ("unchecked") static final org.drip.json.simple.JSONObject IsHoliday (
- final org.drip.json.simple.JSONObject jsonParameter)
- {
- org.drip.analytics.date.JulianDate dt = org.drip.json.parser.Converter.DateEntry (jsonParameter,
- "Date");
- if (null == dt) return null;
- boolean bIsHoliday = false;
- try {
- bIsHoliday = org.drip.analytics.daycount.Convention.IsHoliday (dt.julian(),
- org.drip.json.parser.Converter.StringEntry (jsonParameter, "Calendar"));
- } catch (java.lang.Exception e) {
- e.printStackTrace();
- return null;
- }
- org.drip.json.simple.JSONObject jsonResponse = new org.drip.json.simple.JSONObject();
- jsonResponse.put ("IsHoliday", bIsHoliday);
- return jsonResponse;
- }
- /**
- * JSON Based in/out Date Adjustment Thunker
- *
- * @param jsonParameter JSON Date Request Parameters
- *
- * @return JSON Date Adjustment Response
- */
- @SuppressWarnings ("unchecked") static final org.drip.json.simple.JSONObject AdjustBusinessDays (
- final org.drip.json.simple.JSONObject jsonParameter)
- {
- org.drip.analytics.date.JulianDate dt = org.drip.json.parser.Converter.DateEntry (jsonParameter,
- "Date");
- if (null == dt) return null;
- java.lang.String strCalendar = org.drip.json.parser.Converter.StringEntry (jsonParameter,
- "Calendar");
- int iDaysToAdjust = 0;
- try {
- iDaysToAdjust = org.drip.json.parser.Converter.IntegerEntry (jsonParameter, "DaysToAdjust");
- } catch (java.lang.Exception e) {
- e.printStackTrace();
- return null;
- }
- org.drip.analytics.date.JulianDate dtOut = dt.addBusDays (iDaysToAdjust, strCalendar);
- if (null == dtOut) return null;
- org.drip.json.simple.JSONObject jsonResponse = new org.drip.json.simple.JSONObject();
- jsonResponse.put ("DateOut", dtOut.toString());
- return jsonResponse;
- }
- /**
- * JSON Based in/out Date Offset Thunker
- *
- * @param jsonParameter JSON Date Request Parameters
- *
- * @return JSON Date Offset Response
- */
- @SuppressWarnings ("unchecked") static final org.drip.json.simple.JSONObject AddDays (
- final org.drip.json.simple.JSONObject jsonParameter)
- {
- org.drip.analytics.date.JulianDate dt = org.drip.json.parser.Converter.DateEntry (jsonParameter,
- "Date");
- if (null == dt) return null;
- int iDaysToAdd = 0;
- try {
- iDaysToAdd = org.drip.json.parser.Converter.IntegerEntry (jsonParameter, "DaysToAdd");
- } catch (java.lang.Exception e) {
- e.printStackTrace();
- return null;
- }
- org.drip.analytics.date.JulianDate dtOut = dt.addDays (iDaysToAdd);
- if (null == dtOut) return null;
- org.drip.json.simple.JSONObject jsonResponse = new org.drip.json.simple.JSONObject();
- jsonResponse.put ("DateOut", dtOut.toString());
- return jsonResponse;
- }
- }