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();
- }
- }