KeyHoleSkeleton.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
* Copyright (C) 2015 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>KeyHoleSkeleton</i> forwards the JSON Request to the Appropriate Processor and retrieves the Response
* JSON.
*
* <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 KeyHoleSkeleton {
/**
* JSON Based in/out Generic Thunker
*
* @param jsonInput JSON Request
*
* @return JSON Response
*/
public static final org.drip.json.simple.JSONObject Thunker (
final org.drip.json.simple.JSONObject jsonInput)
{
if (null == jsonInput || !jsonInput.containsKey ("API") || !jsonInput.containsKey ("Parameters"))
return null;
java.lang.Object objAPIName = jsonInput.get ("API");
if (!(objAPIName instanceof java.lang.String)) return null;
java.lang.String strAPIName = (java.lang.String) objAPIName;
org.drip.service.env.EnvManager.InitEnv ("");
java.lang.Object objParameter = jsonInput.get ("Parameters");
if (null == objParameter) return null;
org.drip.json.simple.JSONObject jsonParameter = (org.drip.json.simple.JSONObject)
org.drip.json.simple.JSONValue.parse (objParameter.toString());
if ("DATE::ISHOLIDAY".equalsIgnoreCase (strAPIName))
return org.drip.service.json.DateProcessor.IsHoliday (jsonParameter);
if ("DATE::ADDDAYS".equalsIgnoreCase (strAPIName))
return org.drip.service.json.DateProcessor.AddDays (jsonParameter);
if ("DATE::ADJUSTBUSINESSDAYS".equalsIgnoreCase (strAPIName))
return org.drip.service.json.DateProcessor.AdjustBusinessDays (jsonParameter);
if ("FUNDINGSTATE".equalsIgnoreCase (strAPIName))
return org.drip.service.json.LatentStateProcessor.FundingCurveThunker (jsonParameter);
if ("CREDITSTATE".equalsIgnoreCase (strAPIName))
return org.drip.service.json.LatentStateProcessor.CreditCurveThunker (jsonParameter);
if ("DEPOSIT::SECULARMETRICS".equalsIgnoreCase (strAPIName)) return null;
if ("DEPOSIT::CURVEMETRICS".equalsIgnoreCase (strAPIName))
return org.drip.service.json.DepositProcessor.CurveMetrics (jsonParameter);
if ("BOND::SECULARMETRICS".equalsIgnoreCase (strAPIName))
return org.drip.service.json.BondProcessor.SecularMetrics (jsonParameter);
if ("BOND::CURVEMETRICS".equalsIgnoreCase (strAPIName))
return org.drip.service.json.BondProcessor.CurveMetrics (jsonParameter);
if ("BOND::CASHFLOWS".equalsIgnoreCase (strAPIName))
return org.drip.service.json.BondProcessor.CashFlows (jsonParameter);
if ("FORWARDRATEFUTURES::SECULARMETRICS".equalsIgnoreCase (strAPIName)) return null;
if ("FORWARDRATEFUTURES::CURVEMETRICS".equalsIgnoreCase (strAPIName))
return org.drip.service.json.ForwardRateFuturesProcessor.CurveMetrics (jsonParameter);
if ("FIXFLOAT::SECULARMETRICS".equalsIgnoreCase (strAPIName))
return org.drip.service.json.FixFloatProcessor.CurveMetrics (jsonParameter);
if ("CREDITDEFAULTSWAP::SECULARMETRICS".equalsIgnoreCase (strAPIName)) return null;
if ("CREDITDEFAULTSWAP::CURVEMETRICS".equalsIgnoreCase (strAPIName))
return org.drip.service.json.CreditDefaultSwapProcessor.CurveMetrics (jsonParameter);
if ("FIXEDASSETBACKED::SECULARMETRICS".equalsIgnoreCase (strAPIName))
return org.drip.service.json.FixedAssetBackedProcessor.SecularMetrics (jsonParameter);
if ("PORTFOLIOALLOCATION::BUDGETCONSTRAINEDMEANVARIANCE".equalsIgnoreCase (strAPIName))
return org.drip.json.assetallocation.PortfolioConstructionProcessor.BudgetConstrainedAllocator
(jsonParameter);
if ("PORTFOLIOALLOCATION::RETURNSCONSTRAINEDMEANVARIANCE".equalsIgnoreCase (strAPIName))
return org.drip.json.assetallocation.PortfolioConstructionProcessor.ReturnsConstrainedAllocator
(jsonParameter);
if ("PREPAYASSETBACKED::SECULARMETRICS".equalsIgnoreCase (strAPIName))
return org.drip.service.json.PrepayAssetBackedProcessor.SecularMetrics (jsonParameter);
if ("TREASURYBOND::SECULARMETRICS".equalsIgnoreCase (strAPIName))
return org.drip.service.json.TreasuryBondProcessor.SecularMetrics (jsonParameter);
if ("BLACKLITTERMAN::BAYESIANMETRICS".equalsIgnoreCase (strAPIName))
return org.drip.json.assetallocation.BlackLittermanProcessor.Estimate (jsonParameter);
return null;
}
/**
* JSON String Based in/out Generic Thunker
*
* @param strJSONRequest JSON String Request
*
* @return JSON String Response
*/
public static final java.lang.String Thunker (
final java.lang.String strJSONRequest)
{
if (null == strJSONRequest || strJSONRequest.isEmpty()) return null;
java.lang.Object objInput = org.drip.json.simple.JSONValue.parse (strJSONRequest);
if (null == objInput || !(objInput instanceof org.drip.json.simple.JSONObject)) return null;
org.drip.json.simple.JSONObject jsonResponse = Thunker ((org.drip.json.simple.JSONObject) objInput);
return null == jsonResponse ? null : jsonResponse.toJSONString();
}
}