DateProcessor.java

  1. package org.drip.service.json;

  2. /*
  3.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  4.  */

  5. /*!
  6.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  7.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  8.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  11.  *
  12.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  13.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  14.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  15.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  16.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  17.  *      and computational support.
  18.  *  
  19.  *      https://lakshmidrip.github.io/DROP/
  20.  *  
  21.  *  DROP is composed of three modules:
  22.  *  
  23.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  24.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  25.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  26.  *
  27.  *  DROP Product Core implements libraries for the following:
  28.  *  - Fixed Income Analytics
  29.  *  - Loan Analytics
  30.  *  - Transaction Cost Analytics
  31.  *
  32.  *  DROP Portfolio Core implements libraries for the following:
  33.  *  - Asset Allocation Analytics
  34.  *  - Asset Liability Management Analytics
  35.  *  - Capital Estimation Analytics
  36.  *  - Exposure Analytics
  37.  *  - Margin Analytics
  38.  *  - XVA Analytics
  39.  *
  40.  *  DROP Computational Core implements libraries for the following:
  41.  *  - Algorithm Support
  42.  *  - Computation Support
  43.  *  - Function Analysis
  44.  *  - Model Validation
  45.  *  - Numerical Analysis
  46.  *  - Numerical Optimizer
  47.  *  - Spline Builder
  48.  *  - Statistical Learning
  49.  *
  50.  *  Documentation for DROP is Spread Over:
  51.  *
  52.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  53.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  54.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  55.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  56.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  57.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  58.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  59.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  60.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  61.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  62.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  63.  *
  64.  *  Licensed under the Apache License, Version 2.0 (the "License");
  65.  *      you may not use this file except in compliance with the License.
  66.  *  
  67.  *  You may obtain a copy of the License at
  68.  *      http://www.apache.org/licenses/LICENSE-2.0
  69.  *  
  70.  *  Unless required by applicable law or agreed to in writing, software
  71.  *      distributed under the License is distributed on an "AS IS" BASIS,
  72.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  73.  *  
  74.  *  See the License for the specific language governing permissions and
  75.  *      limitations under the License.
  76.  */

  77. /**
  78.  * <i>DateProcessor</i> Sets Up and Executes a JSON Based In/Out Date Related Service.
  79.  *
  80.  * <br><br>
  81.  *  <ul>
  82.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  83.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationSupportLibrary.md">Computation Support</a></li>
  84.  *      <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>
  85.  *      <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>
  86.  *  </ul>
  87.  * <br><br>
  88.  *
  89.  * @author Lakshmi Krishnamurthy
  90.  */

  91. public class DateProcessor {

  92.     /**
  93.      * JSON Based in/out Date Holiday Check Thunker
  94.      *
  95.      * @param jsonParameter JSON Date Request Parameters
  96.      *
  97.      * @return JSON Date Holiday Check Response
  98.      */

  99.     @SuppressWarnings ("unchecked") static final org.drip.json.simple.JSONObject IsHoliday (
  100.         final org.drip.json.simple.JSONObject jsonParameter)
  101.     {
  102.         org.drip.analytics.date.JulianDate dt = org.drip.json.parser.Converter.DateEntry (jsonParameter,
  103.             "Date");

  104.         if (null == dt) return null;

  105.         boolean bIsHoliday = false;

  106.         try {
  107.             bIsHoliday = org.drip.analytics.daycount.Convention.IsHoliday (dt.julian(),
  108.                 org.drip.json.parser.Converter.StringEntry (jsonParameter, "Calendar"));
  109.         } catch (java.lang.Exception e) {
  110.             e.printStackTrace();

  111.             return null;
  112.         }

  113.         org.drip.json.simple.JSONObject jsonResponse = new org.drip.json.simple.JSONObject();

  114.         jsonResponse.put ("IsHoliday", bIsHoliday);

  115.         return jsonResponse;
  116.     }

  117.     /**
  118.      * JSON Based in/out Date Adjustment Thunker
  119.      *
  120.      * @param jsonParameter JSON Date Request Parameters
  121.      *
  122.      * @return JSON Date Adjustment Response
  123.      */

  124.     @SuppressWarnings ("unchecked") static final org.drip.json.simple.JSONObject AdjustBusinessDays (
  125.         final org.drip.json.simple.JSONObject jsonParameter)
  126.     {
  127.         org.drip.analytics.date.JulianDate dt = org.drip.json.parser.Converter.DateEntry (jsonParameter,
  128.             "Date");

  129.         if (null == dt) return null;

  130.         java.lang.String strCalendar = org.drip.json.parser.Converter.StringEntry (jsonParameter,
  131.             "Calendar");

  132.         int iDaysToAdjust = 0;

  133.         try {
  134.             iDaysToAdjust = org.drip.json.parser.Converter.IntegerEntry (jsonParameter, "DaysToAdjust");
  135.         } catch (java.lang.Exception e) {
  136.             e.printStackTrace();

  137.             return null;
  138.         }

  139.         org.drip.analytics.date.JulianDate dtOut = dt.addBusDays (iDaysToAdjust, strCalendar);

  140.         if (null == dtOut) return null;

  141.         org.drip.json.simple.JSONObject jsonResponse = new org.drip.json.simple.JSONObject();

  142.         jsonResponse.put ("DateOut", dtOut.toString());

  143.         return jsonResponse;
  144.     }

  145.     /**
  146.      * JSON Based in/out Date Offset Thunker
  147.      *
  148.      * @param jsonParameter JSON Date Request Parameters
  149.      *
  150.      * @return JSON Date Offset Response
  151.      */

  152.     @SuppressWarnings ("unchecked") static final org.drip.json.simple.JSONObject AddDays (
  153.         final org.drip.json.simple.JSONObject jsonParameter)
  154.     {
  155.         org.drip.analytics.date.JulianDate dt = org.drip.json.parser.Converter.DateEntry (jsonParameter,
  156.             "Date");

  157.         if (null == dt) return null;

  158.         int iDaysToAdd = 0;

  159.         try {
  160.             iDaysToAdd = org.drip.json.parser.Converter.IntegerEntry (jsonParameter, "DaysToAdd");
  161.         } catch (java.lang.Exception e) {
  162.             e.printStackTrace();

  163.             return null;
  164.         }

  165.         org.drip.analytics.date.JulianDate dtOut = dt.addDays (iDaysToAdd);

  166.         if (null == dtOut) return null;

  167.         org.drip.json.simple.JSONObject jsonResponse = new org.drip.json.simple.JSONObject();

  168.         jsonResponse.put ("DateOut", dtOut.toString());

  169.         return jsonResponse;
  170.     }
  171. }