TreasuryAPI.java
package org.drip.service.product;
/*
* -*- 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>TreasuryAPI</i> demonstrates the Details behind the Pricing and the Scenario Runs behind a Treasury
* Bond.
*
* <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/product/README.md">Product Horizon PnL Attribution Decomposition</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class TreasuryAPI {
/**
* Compute the Horizon Change Attribution Details for the Specified Treasury Bond
*
* @param gcFirst First Day Govvie Curve
* @param gcSecond Second Date Govvie Curve
* @param mapRollDownGovvieCurve Map of the Roll Down Govvie Curves
* @param strMaturityTenor Treasury Bond Maturity Tenor
* @param strCode Treasury Bond Code
*
* @return The Horizon Change Attribution Instance
*/
public static final org.drip.historical.attribution.PositionChangeComponents HorizonChangeAttribution (
final org.drip.state.govvie.GovvieCurve gcFirst,
final org.drip.state.govvie.GovvieCurve gcSecond,
final org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.govvie.GovvieCurve>
mapRollDownGovvieCurve,
final java.lang.String strMaturityTenor,
final java.lang.String strCode)
{
if (null == gcFirst || null == mapRollDownGovvieCurve || 0 == mapRollDownGovvieCurve.size())
return null;
double dblFirstGovvieCurveYield = java.lang.Double.NaN;
try {
dblFirstGovvieCurveYield = gcFirst.yield (strMaturityTenor);
} catch (java.lang.Exception e) {
e.printStackTrace();
return null;
}
org.drip.analytics.date.JulianDate dtFirst = gcFirst.epoch();
org.drip.param.market.CurveSurfaceQuoteContainer csqcFirst = new
org.drip.param.market.CurveSurfaceQuoteContainer();
if (!csqcFirst.setGovvieState (gcFirst)) return null;
org.drip.param.market.CurveSurfaceQuoteContainer csqcSecond = new
org.drip.param.market.CurveSurfaceQuoteContainer();
if (!csqcSecond.setGovvieState (gcSecond)) return null;
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.param.market.CurveSurfaceQuoteContainer>
mapCSQCRollDown = new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.param.market.CurveSurfaceQuoteContainer>();
for (java.lang.String strRollDownTenor : mapRollDownGovvieCurve.keySet()) {
org.drip.param.market.CurveSurfaceQuoteContainer csqcRollDown = new
org.drip.param.market.CurveSurfaceQuoteContainer();
org.drip.state.govvie.GovvieCurve gcRollDown = mapRollDownGovvieCurve.get (strRollDownTenor);
if (null == gcRollDown || !csqcRollDown.setGovvieState (gcRollDown)) return null;
mapCSQCRollDown.put (strRollDownTenor, csqcRollDown);
}
try {
return org.drip.historical.engine.HorizonChangeExplainExecutor.GenerateAttribution (new
org.drip.historical.engine.TreasuryBondExplainProcessor
(org.drip.service.template.TreasuryBuilder.FromCode (strCode, dtFirst, dtFirst.addTenor
(strMaturityTenor), dblFirstGovvieCurveYield), "Yield", dblFirstGovvieCurveYield,
dtFirst, gcSecond.epoch(), csqcFirst, csqcSecond, mapCSQCRollDown));
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return null;
}
/**
* Generate the Govvie Curve Horizon Metrics
*
* @param dtFirst The First Date
* @param dtSecond The Second Date
* @param astrGovvieTreasuryInstrumentTenor Array of Govvie Curve Treasury Instrument Maturity Tenors
* @param adblFirstGovvieTreasuryInstrument Array of First Date Govvie Curve Treasury Instrument Quotes
* @param adblSecondGovvieTreasuryInstrument Array of Second Date Govvie Curve Treasury Instrument Quotes
* @param strMaturityTenor Treasury Bond Maturity Tenor
* @param strCode Treasury Bond Code
* @param astrRollDownHorizon Array of the Roll Down Horizon Tenors
* @param iLatentStateType Latent State Type
*
* @return The Govvie Curve Horizon Metrics
*/
public static final org.drip.historical.attribution.PositionChangeComponents HorizonChangeAttribution (
final org.drip.analytics.date.JulianDate dtFirst,
final org.drip.analytics.date.JulianDate dtSecond,
final java.lang.String[] astrGovvieTreasuryInstrumentTenor,
final double[] adblFirstGovvieTreasuryInstrument,
final double[] adblSecondGovvieTreasuryInstrument,
final java.lang.String strMaturityTenor,
final java.lang.String strCode,
final java.lang.String[] astrRollDownHorizon,
final int iLatentStateType)
{
if (null == dtFirst || null == dtSecond || dtFirst.julian() >= dtSecond.julian()) return null;
int iNumGovvieTreasuryInstrument = null == astrGovvieTreasuryInstrumentTenor ? 0 :
astrGovvieTreasuryInstrumentTenor.length;
int iNumFirstGovvieTreasuryInstrument = null == adblFirstGovvieTreasuryInstrument ? 0 :
adblFirstGovvieTreasuryInstrument.length;
int iNumSecondGovvieTreasuryInstrument = null == adblSecondGovvieTreasuryInstrument ? 0 :
adblSecondGovvieTreasuryInstrument.length;
int iNumRollDownHorizon = null == astrRollDownHorizon ? 0 : astrRollDownHorizon .length;
org.drip.analytics.date.JulianDate[] adtFirstEffective = new
org.drip.analytics.date.JulianDate[iNumGovvieTreasuryInstrument];
org.drip.analytics.date.JulianDate[] adtFirstMaturity = new
org.drip.analytics.date.JulianDate[iNumGovvieTreasuryInstrument];
org.drip.analytics.date.JulianDate[] adtSecondEffective = new
org.drip.analytics.date.JulianDate[iNumGovvieTreasuryInstrument];
org.drip.analytics.date.JulianDate[] adtSecondMaturity = new
org.drip.analytics.date.JulianDate[iNumGovvieTreasuryInstrument];
org.drip.analytics.date.JulianDate[] adtRollDownEffective = new
org.drip.analytics.date.JulianDate[iNumGovvieTreasuryInstrument];
org.drip.analytics.date.JulianDate[] adtRollDownMaturity = new
org.drip.analytics.date.JulianDate[iNumGovvieTreasuryInstrument];
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.govvie.GovvieCurve>
mapRollDownGovvieCurve = 0 == iNumRollDownHorizon ? null : new
org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.state.govvie.GovvieCurve>();
if (0 == iNumGovvieTreasuryInstrument || iNumGovvieTreasuryInstrument !=
iNumFirstGovvieTreasuryInstrument || iNumGovvieTreasuryInstrument !=
iNumSecondGovvieTreasuryInstrument)
return null;
for (int i = 0; i < iNumGovvieTreasuryInstrument; ++i) {
adtFirstMaturity[i] = (adtFirstEffective[i] = dtFirst).addTenor
(astrGovvieTreasuryInstrumentTenor[i]);
adtSecondMaturity[i] = (adtSecondEffective[i] = dtSecond).addTenor
(astrGovvieTreasuryInstrumentTenor[i]);
}
org.drip.state.govvie.GovvieCurve gcFirst =
org.drip.service.template.LatentMarketStateBuilder.GovvieCurve (strCode, dtFirst,
adtFirstEffective, adtFirstMaturity, adblFirstGovvieTreasuryInstrument,
adblFirstGovvieTreasuryInstrument, "Yield", iLatentStateType);
org.drip.state.govvie.GovvieCurve gcSecond =
org.drip.service.template.LatentMarketStateBuilder.GovvieCurve (strCode, dtSecond,
adtSecondEffective, adtSecondMaturity, adblSecondGovvieTreasuryInstrument,
adblSecondGovvieTreasuryInstrument, "Yield", iLatentStateType);
org.drip.state.govvie.GovvieCurve gcRollDown =
org.drip.service.template.LatentMarketStateBuilder.GovvieCurve (strCode, dtSecond,
adtSecondEffective, adtSecondMaturity, adblFirstGovvieTreasuryInstrument,
adblFirstGovvieTreasuryInstrument, "Yield", iLatentStateType);
if (null == gcRollDown) return null;
mapRollDownGovvieCurve.put ("Native", gcRollDown);
for (int j = 0; j < iNumRollDownHorizon; ++j) {
org.drip.analytics.date.JulianDate dtRollDown = dtFirst.addTenor (astrRollDownHorizon[j]);
for (int i = 0; i < iNumGovvieTreasuryInstrument; ++i)
adtRollDownMaturity[i] = (adtRollDownEffective[i] = dtRollDown).addTenor
(astrGovvieTreasuryInstrumentTenor[i]);
org.drip.state.govvie.GovvieCurve gcHorizonRollDown =
org.drip.service.template.LatentMarketStateBuilder.GovvieCurve (strCode, dtRollDown,
adtRollDownEffective, adtRollDownMaturity, adblFirstGovvieTreasuryInstrument,
adblFirstGovvieTreasuryInstrument, "Yield", iLatentStateType);
if (null == gcHorizonRollDown) return null;
mapRollDownGovvieCurve.put (astrRollDownHorizon[j], gcHorizonRollDown);
}
return HorizonChangeAttribution (gcFirst, gcSecond, mapRollDownGovvieCurve, strMaturityTenor,
strCode);
}
/**
* Generate the Govvie Curve Horizon Metrics
*
* @param adtSpot Array of the Spot Dates
* @param iHorizonGap The Horizon Gap
* @param astrGovvieTreasuryInstrumentTenor Array of Govvie Curve Treasury Instrument Maturity Tenors
* @param aadblGovvieTreasuryInstrumentQuote Array of Govvie Curve Treasury Instrument Quotes
* @param strMaturityTenor Treasury Bond Maturity Tenor
* @param strCode Treasury Bond Code
* @param astrRollDownHorizon Array of the Roll Down Horizon Tenors
* @param iLatentStateType Latent State Type
*
* @return The Govvie Curve Horizon Metrics
*/
public static final java.util.List<org.drip.historical.attribution.PositionChangeComponents>
HorizonChangeAttribution (
final org.drip.analytics.date.JulianDate[] adtSpot,
final int iHorizonGap,
final java.lang.String[] astrGovvieTreasuryInstrumentTenor,
final double[][] aadblGovvieTreasuryInstrumentQuote,
final java.lang.String strMaturityTenor,
final java.lang.String strCode,
final java.lang.String[] astrRollDownHorizon,
final int iLatentStateType)
{
if (null == adtSpot || 0 >= iHorizonGap || null == aadblGovvieTreasuryInstrumentQuote) return null;
int iNumClose = adtSpot.length;
int iNumRollDownTenor = null == astrRollDownHorizon ? 0 : astrRollDownHorizon.length;
if (0 == iNumClose || iNumClose != aadblGovvieTreasuryInstrumentQuote.length || 0 ==
iNumRollDownTenor)
return null;
java.util.List<org.drip.historical.attribution.PositionChangeComponents> lsPCC = new
java.util.ArrayList<org.drip.historical.attribution.PositionChangeComponents>();
for (int i = iHorizonGap; i < iNumClose; ++i) {
org.drip.historical.attribution.PositionChangeComponents pcc = HorizonChangeAttribution
(adtSpot[i - iHorizonGap], adtSpot[i], astrGovvieTreasuryInstrumentTenor,
aadblGovvieTreasuryInstrumentQuote[i - iHorizonGap],
aadblGovvieTreasuryInstrumentQuote[i], strMaturityTenor, strCode,
astrRollDownHorizon, iLatentStateType);
if (null != pcc) lsPCC.add (pcc);
}
return lsPCC;
}
}