merge develop to main

Dockerfile

@@ -7,5 +7,5 @@ RUN mvn -f /usr/src/app/pom.xml clean package spring-boot:repackage
 
 # Run Stage: Copy fat-jar and define Entrypoint
 FROM openjdk:17 as RunStage
-COPY --from=BuildStage /usr/src/app/target/finmath-smart-derivative-contract-1.0.7-SNAPSHOT.jar /usr/app/finmath-smart-derivative-contract-1.0.7-SNAPSHOT.jar
-ENTRYPOINT ["java", "-jar", "/usr/app/finmath-smart-derivative-contract-1.0.7-SNAPSHOT.jar"]
+COPY --from=BuildStage /usr/src/app/target/finmath-smart-derivative-contract-1.1.1-SNAPSHOT.jar /usr/app/finmath-smart-derivative-contract-1.1.1-SNAPSHOT.jar
+ENTRYPOINT ["java", "-jar", "/usr/app/finmath-smart-derivative-contract-1.1.1-SNAPSHOT.jar"]

pom.xml

@@ -661,6 +661,14 @@
                     <imageName>docker.io/finmath/${project.artifactId}:${project.version}</imageName>
                     <jvmArguments>--add-opens java.base/java.time=ALL-UNNAMED</jvmArguments>
                 </configuration>
+                <executions>
+                    <execution>
+                        <id>build-info</id>
+                        <goals>
+                            <goal>build-info</goal>
+                        </goals>
+                    </execution>
+                </executions>
             </plugin>
             <plugin>
                 <groupId>org.apache.maven.plugins</groupId>
@@ -974,6 +982,10 @@
         <!--            <id>finmath-site</id>-->
         <!--            <url>scp://www.finmath.net/var/www/vhosts/finmath.net/httpdocs/finmath-smart-derivative-contract/</url>-->
         <!--        </site>-->
+        <repository>
+            <id>gitlab</id>
+            <url>https://gitlab.com/api/v4/projects/33978063/packages/maven</url>
+        </repository>
         <snapshotRepository>
             <id>gitlab</id>
             <url>https://gitlab.com/api/v4/projects/33978063/packages/maven</url>

src/main/java/net/finmath/smartcontract/product/SmartDerivativeContractDescriptor.java

@@ -96,6 +96,7 @@ public SmartDerivativeContractDescriptor(String dltTradeId, String dltAddress, S
 		Validate.isTrue(marginAccountInitialByPartyID.size() == 2, "Number of margin accounts values must be 2.");
 		Validate.isTrue(penaltyFeeInitialByPartyID.size() == 2, "Number of penalty fee values must be 2.");
 		Validate.notNull(underlying, "Underlying must not be null.");
+		Validate.notNull(tradeType, "TradeType must not be null.");
 	}
 
 	public String getDltTradeId() {

src/main/java/net/finmath/smartcontract/product/xml/SDCXMLParser.java

@@ -10,16 +10,17 @@
 import net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationDataItem;
 import org.slf4j.Logger;
 import org.slf4j.LoggerFactory;
+import org.springframework.core.io.ClassPathResource;
 import org.w3c.dom.Document;
 import org.w3c.dom.Node;
 import org.xml.sax.SAXException;
 
+import javax.xml.XMLConstants;
 import javax.xml.parsers.DocumentBuilderFactory;
 import javax.xml.parsers.ParserConfigurationException;
-import java.io.ByteArrayInputStream;
-import java.io.IOException;
-import java.io.StringReader;
-import java.io.StringWriter;
+import javax.xml.validation.Schema;
+import javax.xml.validation.SchemaFactory;
+import java.io.*;
 import java.math.BigDecimal;
 import java.nio.charset.StandardCharsets;
 import java.time.LocalDateTime;
@@ -124,16 +125,19 @@ public static <T> T unmarshalXml(String xml, Class<T> t) {
 
 	/**
 	 * Generic object-to-XML-string converter for all annotated classes
-	 * @param t object to be converted to an XML string
-	 * @return XML formatted String
+	 *
+	 * @param t   object to be converted to an XML string
 	 * @param <T> generic Type, which has the correct XML bind annotations
+	 * @return XML formatted String
 	 */
 	public static <T> String marshalClassToXMLString(T t) {
 		try {
 			JAXBContext jaxbContextSettlement = JAXBContext.newInstance(t.getClass());
 			Marshaller jaxbMarshaller = jaxbContextSettlement.createMarshaller();
-			if (t instanceof Smartderivativecontract)
+			if (t instanceof Smartderivativecontract){
 				jaxbMarshaller.setProperty(Marshaller.JAXB_SCHEMA_LOCATION, "uri:sdc smartderivativecontract.xsd");
+				jaxbMarshaller.setSchema(getSDCSchema());
+			}
 			StringWriter writer = new StringWriter();
 			jaxbMarshaller.marshal(t, writer);
 			return writer.toString();
@@ -143,15 +147,28 @@ public static <T> String marshalClassToXMLString(T t) {
 		}
 	}
 
+	private static Schema getSDCSchema() {
+		final String schemaPath = "net.finmath.smartcontract.product.xml/smartderivativecontract.xsd";
+		final SchemaFactory schemaFactory = SchemaFactory.newInstance(XMLConstants.W3C_XML_SCHEMA_NS_URI);
+		Schema sdcmlSchema;
+		try {
+			sdcmlSchema = schemaFactory.newSchema((new ClassPathResource(schemaPath)).getURL());
+		} catch (SAXException | IOException e) {
+			throw new SDCException(ExceptionId.SDC_JAXB_ERROR, "", 400);
+		}
+		return sdcmlSchema;
+	}
+
 	/**
 	 * this version of an SDC-object-to-XML-string conversion includes text replacements to get rid of XML namespace tags like "fpml:dataDocument"
+	 *
 	 * @param smartderivativecontract SDC product data object which will be transformed into an XML string
 	 * @return formatted xml string
 	 */
 	public static String marshalSDCToXMLString(Smartderivativecontract smartderivativecontract) {
 		//TODO took over an old implementation, please review
 		return marshalClassToXMLString(smartderivativecontract)
-				.replaceAll("<fpml:dataDocument fpmlVersion=\"5-9\">", "<dataDocument fpmlVersion=\"5-9\" xmlns=\"http://www.fpml.org/FpML-5/confirmation\">")
-				.replaceAll("fpml:", "");
+				.replace("<fpml:dataDocument fpmlVersion=\"5-9\">", "<dataDocument fpmlVersion=\"5-9\" xmlns=\"http://www.fpml.org/FpML-5/confirmation\">")
+				.replace("fpml:", "");
 	}
 }

src/main/java/net/finmath/smartcontract/valuation/service/config/ValuationConfig.java

@@ -3,6 +3,7 @@
 import org.springframework.boot.context.properties.ConfigurationProperties;
 import org.springframework.context.annotation.Configuration;
 
+import java.util.Map;
 
 @Configuration
 @ConfigurationProperties(prefix = "valuation")
@@ -12,6 +13,8 @@ public class ValuationConfig {
 	private String liveMarketDataProvider;
 	private String internalMarketDataProvider;
 	private String productFixingType;
+	private String fpmlSchemaPath;
+	private Map<String, String> marketDataProviderToTemplate;
 
 	public boolean isLiveMarketData() {
 		return liveMarketData;
@@ -52,4 +55,20 @@ public String getProductFixingType() {
 	public void setProductFixingType(String productFixingType) {
 		this.productFixingType = productFixingType;
 	}
+
+	public String getFpmlSchemaPath() {
+		return fpmlSchemaPath;
+	}
+
+	public void setFpmlSchemaPath(String fpmlSchemaPath) {
+		this.fpmlSchemaPath = fpmlSchemaPath;
+	}
+
+	public Map<String, String> getMarketDataProviderToTemplate() {
+		return marketDataProviderToTemplate;
+	}
+
+	public void setMarketDataProviderToTemplate(Map<String, String> marketDataProviderToTemplate) {
+		this.marketDataProviderToTemplate = marketDataProviderToTemplate;
+	}
 }

src/main/java/net/finmath/smartcontract/valuation/service/controllers/PlainSwapEditorController.java

@@ -17,11 +17,13 @@
 import net.finmath.smartcontract.valuation.marketdata.generators.WebSocketConnector;
 import net.finmath.smartcontract.valuation.marketdata.generators.legacy.LiveFeedAdapter;
 import net.finmath.smartcontract.valuation.marketdata.generators.legacy.ReactiveMarketDataUpdater;
+import net.finmath.smartcontract.valuation.service.config.ValuationConfig;
 import net.finmath.smartcontract.valuation.service.utils.ResourceGovernor;
 import net.finmath.util.TriFunction;
 import org.slf4j.Logger;
 import org.slf4j.LoggerFactory;
 import org.springframework.beans.factory.annotation.Value;
+import org.springframework.boot.info.BuildProperties;
 import org.springframework.core.io.Resource;
 import org.springframework.http.HttpStatus;
 import org.springframework.http.ProblemDetail;
@@ -69,19 +71,24 @@ public class PlainSwapEditorController implements PlainSwapEditorApi {
 		}
 		return rootFinder.getBestPoint();
 	};
-	private final String schemaPath = "schemas/sdc-schemas/sdcml-contract.xsd";
+	private final String schemaPath;
 	//may be changed to allow for different versions of the schema
 
 	@Value("${hostname:localhost:8080}")
 	private String hostname;
 	private final DatabaseConnector databaseConnector;
 	private final ResourceGovernor resourceGovernor;
 	private final ObjectMapper objectMapper;
+	private final ValuationConfig valuationConfig;
+	private final BuildProperties buildProperties;
 
-	public PlainSwapEditorController(DatabaseConnector databaseConnector, ResourceGovernor resourceGovernor, ObjectMapper objectMapper) {
+	public PlainSwapEditorController(DatabaseConnector databaseConnector, ResourceGovernor resourceGovernor, ObjectMapper objectMapper, ValuationConfig valuationConfig, ValuationConfig valuationConfig1, BuildProperties buildProperties) {
 		this.databaseConnector = databaseConnector;
 		this.resourceGovernor = resourceGovernor;
 		this.objectMapper = objectMapper;
+		this.schemaPath = valuationConfig.getFpmlSchemaPath();
+		this.valuationConfig = valuationConfig1;
+		this.buildProperties = buildProperties;
 	}
 
 	/**
@@ -94,9 +101,11 @@ public PlainSwapEditorController(DatabaseConnector databaseConnector, ResourceGo
 	public ResponseEntity<String> generatePlainSwapSdcml(PlainSwapOperationRequest plainSwapOperationRequest) {
 
 		try {
+			String currentGenerator = identifyCurrentGenerator(plainSwapOperationRequest.getMarketDataProvider());
 			return ResponseEntity.ok(new PlainSwapEditorHandler(plainSwapOperationRequest,
-					plainSwapOperationRequest.getCurrentGenerator(),
-					schemaPath).getContractAsXmlString());
+					currentGenerator,
+					schemaPath,
+					buildProperties.getVersion()).getContractAsXmlString());
 		} catch (JAXBException | IOException | DatatypeConfigurationException | SAXException e) {
             /*
             You may see this recurring snippet of code in other controller methods as well. Its goal is to report the stack
@@ -127,9 +136,11 @@ public ResponseEntity<ValueResult> evaluateFromPlainSwapEditor(PlainSwapOperatio
 
 		String sdcmlBody;
 		try {
+			String currentGenerator = identifyCurrentGenerator(plainSwapOperationRequest.getMarketDataProvider());
 			sdcmlBody = new PlainSwapEditorHandler(plainSwapOperationRequest,
-					plainSwapOperationRequest.getCurrentGenerator(),
-					schemaPath).getContractAsXmlString();
+					currentGenerator,
+					schemaPath,
+					buildProperties.getVersion()).getContractAsXmlString();
 		} catch (JAXBException | IOException | DatatypeConfigurationException | SAXException e) {
 			ProblemDetail pd = ProblemDetail.forStatusAndDetail(HttpStatus.INTERNAL_SERVER_ERROR,
 					ErrorDetails.JAXB_ERROR_DETAIL);
@@ -192,9 +203,11 @@ public ResponseEntity<List<CashflowPeriod>> getFixedSchedule(PlainSwapOperationR
 			throw new ErrorResponseException(HttpStatus.INTERNAL_SERVER_ERROR, pd, e);
 		}
 		try {
+			String currentGenerator = identifyCurrentGenerator(plainSwapOperationRequest.getMarketDataProvider());
 			return ResponseEntity.ok(new PlainSwapEditorHandler(plainSwapOperationRequest,
-					plainSwapOperationRequest.getCurrentGenerator(),
-					schemaPath).getSchedule(
+					currentGenerator,
+					schemaPath,
+					buildProperties.getVersion()).getSchedule(
 					PlainSwapEditorHandler.LegSelector.FIXED_LEG, marketData));
 		} catch (JAXBException | IOException | DatatypeConfigurationException | SAXException e) {
 			ProblemDetail pd = ProblemDetail.forStatusAndDetail(HttpStatus.INTERNAL_SERVER_ERROR,
@@ -236,9 +249,11 @@ public ResponseEntity<List<CashflowPeriod>> getFloatingSchedule(PlainSwapOperati
 			throw new ErrorResponseException(HttpStatus.INTERNAL_SERVER_ERROR, pd, e);
 		}
 		try {
+			String currentGenerator = identifyCurrentGenerator(plainSwapOperationRequest.getMarketDataProvider());
 			return ResponseEntity.ok(new PlainSwapEditorHandler(plainSwapOperationRequest,
-					plainSwapOperationRequest.getCurrentGenerator(),
-					schemaPath).getSchedule(
+					currentGenerator,
+					schemaPath,
+					buildProperties.getVersion()).getSchedule(
 					PlainSwapEditorHandler.LegSelector.FLOATING_LEG, marketData));
 		} catch (JAXBException | IOException | DatatypeConfigurationException | SAXException e) {
 			ProblemDetail pd = ProblemDetail.forStatusAndDetail(HttpStatus.INTERNAL_SERVER_ERROR,
@@ -301,9 +316,11 @@ public ResponseEntity<ValueResult> refreshMarketData(PlainSwapOperationRequest p
 				.getPrincipal()).getUsername();
 		SmartDerivativeContractDescriptor sdc;
 		try {
+			String currentGenerator = identifyCurrentGenerator(plainSwapOperationRequest.getMarketDataProvider());
 			sdc = SDCXMLParser.parse(new PlainSwapEditorHandler(plainSwapOperationRequest,
-					plainSwapOperationRequest.getCurrentGenerator(),
-					schemaPath).getContractAsXmlString());
+					currentGenerator,
+					schemaPath,
+					buildProperties.getVersion()).getContractAsXmlString());
 		} catch (IOException e) {
 			ProblemDetail pd = ProblemDetail.forStatusAndDetail(HttpStatus.INTERNAL_SERVER_ERROR,
 					ErrorDetails.STORAGE_ERROR_DETAIL);
@@ -443,9 +460,10 @@ public ResponseEntity<Double> getParRate(PlainSwapOperationRequest plainSwapOper
 			DoubleUnaryOperator swapValue = swapRate -> {
 				plainSwapOperationRequest.fixedRate(swapRate);
 				try {
+					String currentGenerator = identifyCurrentGenerator(plainSwapOperationRequest.getMarketDataProvider());
 					return (new MarginCalculator()).getValue(marketDataString, new PlainSwapEditorHandler(
 									plainSwapOperationRequest.notionalAmount(1E15),
-									plainSwapOperationRequest.getCurrentGenerator(), schemaPath).getContractAsXmlString())
+									currentGenerator, schemaPath, buildProperties.getVersion()).getContractAsXmlString())
 							.getValue().doubleValue();
 				} catch (Exception e) {
 					ProblemDetail pd = ProblemDetail.forStatusAndDetail(HttpStatus.INTERNAL_SERVER_ERROR,
@@ -697,4 +715,10 @@ private static final class ErrorTypeURI {
 		static final String STORAGE_ERROR_URI = "/storage-error";
 
 	}
+
+	private String identifyCurrentGenerator(String marketDataProvider){
+		String template = valuationConfig.getMarketDataProviderToTemplate().get(marketDataProvider);
+		logger.info("identifyCurrentGenerator - provided marketDataProvider '{}' has the following product xml template '{}'", marketDataProvider, template);
+		return template;
+	}
 }