package org.gridgain.examples.montecarlo;

import java.util.*;
import org.apache.log4j.*;
import org.gridgain.grid.*;
import org.gridgain.grid.gridify.aop.spring.*;
import org.gridgain.grid.gridify.*;

public final class CreditRiskExample {
    /**
     * Ensure singleton.
     */
    private CreditRiskExample() {
        // No-op.
    }

    /**
     * Method creates portfolio and calculates credit risks.
     *
     * @param args Command line arguments, none required.
     * @throws Exception If example execution failed.
     */
    public static void main(String[] args) throws Exception {
        // Start GridGain instance with default configuration.
        GridFactory.start();

        try {
            // Create portfolio.
            Credit[] portfolio = new Credit[5000];

            Random rnd = new Random();

            // Generate some test portfolio items.
            for (int i = 0; i < portfolio.length; i++) {
                portfolio[i] = new Credit(
                    50000 * rnd.nextDouble(), // Credit amount.
                    rnd.nextInt(1000), // Credit term in days.
                    rnd.nextDouble() / 10, // APR.
                    rnd.nextDouble() / 20 + 0.02 // EDF.
                );
            }

            // Forecast horizon in days.
            final int horizon = 365;

            // Percentile.
            double percentile = 0.95;

            // Number of Monte-Carlo iterations.
            int iter = 10000;

            // Instance of credit risk manager.
            CreditRiskManager riskMgr = new CreditRiskManager();

            // Mark the stopwatch.
            long start = System.currentTimeMillis();

            // Calculate credit risk and print it out.
            // As you can see the grid enabling is completely hidden from the caller
            // and it is fully transparent to him. In fact, the caller is never directly
            // aware if method was executed just locally on the 100s of grid nodes.
            // Credit risk crdRisk is the minimal amount that creditor has to have
            // available to cover possible defaults.
            double crdRisk = riskMgr.calculateCreditRiskMonteCarlo(portfolio, horizon, iter, percentile);

            System.out.println("Credit risk [crdRisk=" + crdRisk + ", duration=" +
                (System.currentTimeMillis() - start) + "ms.]");
        }
        // We specifically don't do any error handling here to
        // simplify the example. Real application may want to
        // add error handling and application specific recovery.
        finally {
            // Stop GridGain instance.
            GridFactory.stop(true);
        }
    }
}