PrepayAssetBackedProcessor.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>PrepayAssetBackedProcessor</i> Sets Up and Executes a JSON Based In/Out Product Pre-payable Asset
* Backed Loan Processor.
*
* <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 PrepayAssetBackedProcessor {
/**
* JSON Based in/out Pre-Payable Asset Backed Loan Secular Metrics Thunker
*
* @param jsonParameter JSON Pre-Payable Asset Backed Loan Request Parameters
*
* @return JSON Pre-Payable Asset Backed Loan Secular Metrics Response
*/
@SuppressWarnings ("unchecked") static final org.drip.json.simple.JSONObject SecularMetrics (
final org.drip.json.simple.JSONObject jsonParameter)
{
java.lang.String strBondName = org.drip.json.parser.Converter.StringEntry (jsonParameter, "Name");
java.lang.String strCurrency = org.drip.json.parser.Converter.StringEntry (jsonParameter,
"Currency");
java.lang.String strDayCount = org.drip.json.parser.Converter.StringEntry (jsonParameter,
"DayCount");
org.drip.analytics.date.JulianDate dtEffective = org.drip.json.parser.Converter.DateEntry
(jsonParameter, "EffectiveDate");
if (null == dtEffective) return null;
int iEffectiveDate = dtEffective.julian();
org.drip.analytics.date.JulianDate dtSettle = org.drip.json.parser.Converter.DateEntry
(jsonParameter, "SettleDate");
if (null == dtSettle) return null;
int iSettleDate = dtSettle.julian();
int iNumPayment = -1;
int iPayFrequency = -1;
double dblCleanPrice = 1.;
double dblCPR = java.lang.Double.NaN;
double dblCouponRate = java.lang.Double.NaN;
double dblBondNotional = java.lang.Double.NaN;
double dblServiceFeeRate = java.lang.Double.NaN;
double dblFixedMonthlyAmount = java.lang.Double.NaN;
double dblBeginPrincipalFactor = java.lang.Double.NaN;
try {
dblCPR = org.drip.json.parser.Converter.DoubleEntry (jsonParameter, "CPR");
iNumPayment = org.drip.json.parser.Converter.IntegerEntry (jsonParameter, "NumPayment");
dblCouponRate = org.drip.json.parser.Converter.DoubleEntry (jsonParameter, "CouponRate");
iPayFrequency = org.drip.json.parser.Converter.IntegerEntry (jsonParameter, "PayFrequency");
dblBondNotional = org.drip.json.parser.Converter.DoubleEntry (jsonParameter, "BondNotional");
dblServiceFeeRate = org.drip.json.parser.Converter.DoubleEntry (jsonParameter, "ServiceFeeRate");
dblFixedMonthlyAmount = org.drip.json.parser.Converter.DoubleEntry (jsonParameter,
"FixedMonthlyAmount");
dblBeginPrincipalFactor = org.drip.json.parser.Converter.DoubleEntry (jsonParameter,
"BeginPrincipalFactor");
} catch (java.lang.Exception e) {
e.printStackTrace();
return null;
}
org.drip.product.definition.Bond fpmb = org.drip.product.creator.ConstantPaymentBondBuilder.Prepay
(strBondName, dtEffective, strCurrency, iNumPayment, strDayCount, iPayFrequency, dblCouponRate,
dblServiceFeeRate, dblCPR, dblFixedMonthlyAmount, dblBondNotional);
if (null == fpmb || fpmb.maturityDate().julian() <= iSettleDate) return null;
org.drip.json.simple.JSONObject jsonResponse = new org.drip.json.simple.JSONObject();
org.drip.json.simple.JSONArray jsonCouponFlowArray = new org.drip.json.simple.JSONArray();
for (org.drip.analytics.cashflow.CompositePeriod cp : fpmb.couponPeriods()) {
org.drip.json.simple.JSONObject jsonCouponFlow = new org.drip.json.simple.JSONObject();
org.drip.analytics.output.CompositePeriodCouponMetrics cpcm = cp.couponMetrics (iEffectiveDate,
null);
if (null == cpcm) return null;
double dblPeriodCouponRate = cpcm.rate();
jsonCouponFlow.put ("FeeRate", dblServiceFeeRate);
jsonCouponFlow.put ("CouponRate", dblPeriodCouponRate);
jsonCouponFlow.put ("PrincipalFactor", dblBeginPrincipalFactor);
try {
double dblEndPrincipalFactor = fpmb.notional (cp.endDate());
double dblYieldDF = org.drip.analytics.support.Helper.Yield2DF (iPayFrequency, dblCouponRate,
org.drip.analytics.daycount.Convention.YearFraction (dtEffective.julian(), cp.endDate(),
"30/360", false, null, strCurrency));
jsonCouponFlow.put ("StartDate", new org.drip.analytics.date.JulianDate
(cp.startDate()).toString());
jsonCouponFlow.put ("EndDate", new org.drip.analytics.date.JulianDate
(cp.endDate()).toString());
jsonCouponFlow.put ("PayDate", new org.drip.analytics.date.JulianDate
(cp.payDate()).toString());
double dblCouponDCF = cp.couponDCF();
jsonCouponFlow.put ("AccrualDays", dblCouponDCF * 365.);
jsonCouponFlow.put ("AccrualFraction", dblCouponDCF);
double dblCouponAmount = dblBeginPrincipalFactor * dblPeriodCouponRate * dblCouponDCF *
dblBondNotional;
double dblFeeAmount = dblBeginPrincipalFactor * dblServiceFeeRate * dblCouponDCF *
dblBondNotional;
double dblPrincipalAmount = (dblBeginPrincipalFactor - dblEndPrincipalFactor) *
dblBondNotional;
double dblTotalAmount = dblPrincipalAmount + dblCouponAmount;
dblBeginPrincipalFactor = dblEndPrincipalFactor;
double dblBeginNotional = dblBeginPrincipalFactor * dblBondNotional;
jsonCouponFlow.put ("BeginPrincipal", dblBeginNotional);
jsonCouponFlow.put ("Notional", dblBeginNotional);
jsonCouponFlow.put ("EndPrincipal", dblEndPrincipalFactor * dblBondNotional);
jsonCouponFlow.put ("PrincipalAmount", dblPrincipalAmount);
jsonCouponFlow.put ("CouponAmount", dblCouponAmount);
jsonCouponFlow.put ("TotalAmount", dblTotalAmount);
jsonCouponFlow.put ("DiscountFactor", dblYieldDF);
jsonCouponFlow.put ("FeeAmount", dblFeeAmount);
jsonCouponFlow.put ("SurvivalFactor", 1.);
} catch (java.lang.Exception e) {
e.printStackTrace();
return null;
}
jsonCouponFlowArray.add (jsonCouponFlow);
}
jsonResponse.put ("CouponFlow", jsonCouponFlowArray);
jsonResponse.put ("CleanPrice", 100. * dblCleanPrice);
jsonResponse.put ("Face", dblBondNotional);
org.drip.analytics.date.JulianDate dtPreviousCouponDate = fpmb.previousCouponDate (dtSettle);
if (null != dtPreviousCouponDate) {
jsonResponse.put ("AccrualDays", dtPreviousCouponDate.julian() - iSettleDate);
jsonResponse.put ("PreviousCouponDate", dtPreviousCouponDate.toString());
}
org.drip.param.valuation.ValuationParams valParams = org.drip.param.valuation.ValuationParams.Spot
(iSettleDate);
try {
double dblAccruedAmount = fpmb.accrued (iSettleDate, null) * dblBondNotional;
double dblCurrentPrincipal = fpmb.notional (dtPreviousCouponDate.julian()) * dblBondNotional;
double dblRisk = fpmb.yield01FromPrice (valParams, null, null, dblCleanPrice);
jsonResponse.put ("Accrued", dblAccruedAmount);
jsonResponse.put ("Convexity", fpmb.convexityFromPrice (valParams, null, null, dblCleanPrice));
jsonResponse.put ("CurrentPrincipal", dblCurrentPrincipal);
jsonResponse.put ("DV01", dblRisk * dblBondNotional);
jsonResponse.put ("ModifiedDuration", fpmb.modifiedDurationFromPrice (valParams, null, null,
dblCleanPrice));
jsonResponse.put ("Notional", dblBondNotional);
jsonResponse.put ("NPV", dblCurrentPrincipal + dblAccruedAmount);
jsonResponse.put ("Risk", dblRisk);
jsonResponse.put ("SettleDate", dtSettle.toString());
jsonResponse.put ("Total", dblCurrentPrincipal + dblAccruedAmount);
jsonResponse.put ("Yield", fpmb.yieldFromPrice (valParams, null, null, dblCleanPrice));
jsonResponse.put ("Yield01", dblRisk);
jsonResponse.put ("Y01", dblRisk);
} catch (java.lang.Exception e) {
e.printStackTrace();
return null;
}
org.drip.state.discount.MergedDiscountForwardCurve dcFunding =
org.drip.service.json.LatentStateProcessor.FundingCurve (jsonParameter);
if (null == dcFunding) return jsonResponse;
org.drip.param.market.CurveSurfaceQuoteContainer csqc = new
org.drip.param.market.CurveSurfaceQuoteContainer();
if (!csqc.setFundingState (dcFunding)) return jsonResponse;
try {
jsonResponse.put ("DiscountedPrice", fpmb.priceFromDiscountMargin (valParams, csqc, null, 0.));
} catch (java.lang.Exception e) {
}
if (!csqc.setCreditState (org.drip.service.json.LatentStateProcessor.CreditCurve (jsonParameter,
dcFunding)))
return jsonResponse;
try {
jsonResponse.put ("DiscountedCreditPrice", fpmb.priceFromCreditBasis (valParams, csqc, null,
0.));
} catch (java.lang.Exception e) {
}
return jsonResponse;
}
}