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Project to support the implementation a of smart derivative contract.
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package net.finmath.smartcontract.demo;


import javafx.application.Platform;
import javafx.embed.swing.JFXPanel;
import javafx.scene.Group;
import javafx.scene.Scene;
import javafx.scene.layout.FlowPane;
import net.finmath.marketdata.products.Swap;
import net.finmath.plots.*;
import net.finmath.smartcontract.product.IRSwapGenerator;
import net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationDataset;
import net.finmath.smartcontract.valuation.marketdata.curvecalibration.CalibrationParserDataItems;
import net.finmath.smartcontract.valuation.oracle.SmartDerivativeContractSettlementOracle;
import net.finmath.smartcontract.valuation.oracle.interestrates.ValuationOraclePlainSwap;

import javax.swing.*;
import java.awt.*;
import java.awt.geom.Ellipse2D;
import java.text.DecimalFormat;
import java.time.LocalDate;
import java.time.LocalDateTime;
import java.time.format.DateTimeFormatter;
import java.util.ArrayList;
import java.util.List;
import java.util.Map;
import java.util.stream.Collectors;

/**
 * Visualization of the settlement using Smart Derivative Contract with a 10Y swap,
 * using a valuation oracle with historic market data.
 * For details see the corresponding white paper at SSRN.
 *
 * @author Christian Fries
 * @author Peter Kohl-Landgraf
 * @author Björn Paffen
 * @author Stefanie Weddigen
 */
@SuppressWarnings("java:S125")
public class VisualiserSDC {
	private static final String COUNTERPART = "Counterpart";
	private List seriesMarketValues;
	private Plot2DBarFX plotMarginAccounts;
	private Plot2DFX plotMarketValue;

	/**
	 * Run the demo.
	 *
	 * @param args Not used.
	 * @throws Exception General exception.
	 */
	public static void main(final String[] args) throws Exception {

		final LocalDate startDate = LocalDate.of(2008, 1, 1);
		final LocalDate maturity = LocalDate.of(2012, 1, 3);
		final String fileName = "timeseriesdatamap.json";
		final List scenarioList = CalibrationParserDataItems.getScenariosFromJsonFile(fileName).stream().filter(s -> s.getDate().toLocalDate().isAfter(startDate)).filter(s -> s.getDate().toLocalDate().isBefore(maturity)).toList();
		// CSV Method returns same List
		// final List scenarioList = IRScenarioGenerator.getScenariosFromCSVFile(fileName,providedDateFormat).stream().filter(S->S.getDate().toLocalDate().isAfter(startDate)).filter(S->S.getDate().toLocalDate().isBefore(maturity)).collect(Collectors.toList());

		final double notional = 1.0E7;
		final String maturityKey = "5Y";
		final String forwardCurveKey = "forward-EUR-6M";
		final String discountCurveKey = "discount-EUR-OIS";
		final LocalDate productStartDate = scenarioList.get(0).getDate().toLocalDate().minusDays(170);

		final double fixRate = scenarioList.get(0).getDataPoints().stream()
				.filter(datapoint -> datapoint.getSpec().getCurveName().equals("Euribor6M") &&
						datapoint.getSpec().getProductName().equals("Swap-Rate") &&
						datapoint.getSpec().getMaturity().equals("5Y")).mapToDouble(e -> e.getQuote()).findAny().getAsDouble();

		final Swap swap = IRSwapGenerator.generateAnalyticSwapObject(productStartDate, maturityKey, notional, fixRate, false, forwardCurveKey, discountCurveKey);

		final ValuationOraclePlainSwap oracle = new ValuationOraclePlainSwap(Map.of("value",swap), scenarioList);
		final SmartDerivativeContractSettlementOracle margin = new SmartDerivativeContractSettlementOracle(oracle);

		final List scenarioDates = scenarioList.stream().map(scenario -> scenario.getDate()).sorted().collect(Collectors.toList());

		final VisualiserSDC sdcVisual = new VisualiserSDC();
		sdcVisual.start();

		Double marketValue = 0.0;
		final double marginBuffer = 120000;
		sdcVisual.updateWithValue(scenarioDates.get(0), marginBuffer, 0, null, 0);
		Thread.sleep(1000);
		for (int i = 0; i < scenarioDates.size(); i++) {
			final double marginCall = i > 0 ? margin.getMargin(scenarioDates.get(i - 1), scenarioDates.get(i)).get("value").doubleValue() : 0.0;
			//			double marginCall = i==0. ? oracle.getValue(scenarioDates.get(0)) :  oracle.getValue(scenarioDates.get(i)) -  oracle.getValue(scenarioDates.get(i-1));//90*(new Random()).nextDouble()-45;
			System.out.println(i + "\t" + DateTimeFormatter.ofPattern("dd.MM.yyyy").format(scenarioDates.get(i)) + "\t" + marginCall);
			marketValue += marginCall;
			sdcVisual.updateWithValue(scenarioDates.get(i), marginBuffer, i /* Date index */, marketValue, marginCall);
			// The null will result in no update for the market value plot
			Thread.sleep(500);
			sdcVisual.updateWithValue(scenarioDates.get(i), marginBuffer, i, null, 0);
		}
	}

	public void start() {

		seriesMarketValues = new ArrayList<>();

		plotMarginAccounts = new Plot2DBarFX(null,
				"Smart Contract Accounts (settlement)",
				"Account",
				"Value",
				new DecimalFormat("####.00"),
				0.0,
				3.0E5,
				2.5E4, false);
		plotMarginAccounts.setIsSeriesStacked(true);

		plotMarketValue = new Plot2DFX();
		plotMarketValue.setIsLegendVisible(false);
		plotMarketValue.setTitle("Market Value");
		plotMarketValue.setXAxisLabel("Date");
		plotMarketValue.setYAxisLabel("Market Value");

		SwingUtilities.invokeLater(() -> {
			// This method is invoked on Swing thread
			final JFrame frame = new JFrame("Smart Derivative Contract: Settlement Visualization");
			final JFXPanel fxPanel = new JFXPanel();
			frame.add(fxPanel);
			frame.setVisible(true);
			frame.setSize(1600, 600);
			//				frame.setSize(960, 540+22);

			Platform.runLater(() -> {
				final FlowPane root = new FlowPane();
				root.getChildren().addAll(new Group(plotMarginAccounts.get()), plotMarketValue.get());

				final Scene scene = new Scene(root, 1600, 600);
				scene.getStylesheets().add("barchart.css");
				fxPanel.setScene(scene);
			});
		});
	}

	void updateWithValue(final LocalDateTime date, final double base, final double x, final Double value, final double increment) throws InterruptedException {
		final List marginBase = new ArrayList<>();
		marginBase.add(new Category2D("We", base + Math.min(0, +increment)));
		marginBase.add(new Category2D(COUNTERPART, base + Math.min(0, -increment)));

		final List marginRemoved = new ArrayList<>();
		marginRemoved.add(new Category2D("We", -Math.min(0, +increment)));
		marginRemoved.add(new Category2D(COUNTERPART, -Math.min(0, -increment)));

		final List marginExcessed = new ArrayList<>();
		marginExcessed.add(new Category2D("We", Math.max(0, +increment)));
		marginExcessed.add(new Category2D(COUNTERPART, Math.max(0, -increment)));

		final List plotables = new ArrayList<>();
		plotables.add(new PlotableCategories() {

			@Override
			public String getName() {
				return "Margin";
			}

			@Override
			public GraphStyle getStyle() {
				return new GraphStyle(new Ellipse2D.Float(-1.0f, -1.0f, 2.0f, 2.0f), new BasicStroke(1.0f), new Color(0.0f, 0.0f, 1.0f));
			}

			@Override
			public List getSeries() {
				return marginBase;
			}
		});

		plotables.add(new PlotableCategories() {

			@Override
			public String getName() {
				return "Pay";
			}

			@Override
			public GraphStyle getStyle() {
				return null;
			}

			@Override
			public List getSeries() {
				return marginRemoved;
			}
		});
		plotables.add(new PlotableCategories() {

			@Override
			public String getName() {
				return "Receive";
			}

			@Override
			public GraphStyle getStyle() {
				return null;
				//		return new GraphStyle(new Ellipse2D.Float(-1.0f,-1.0f,2.0f,2.0f), new BasicStroke(1.0f), new Color(0.0f, 0.0f, 1.0f));
			}

			@Override
			public List getSeries() {
				return marginExcessed;
			}
		});

		plotMarginAccounts.update(plotables);

		if (value != null) {
			final List plotables2 = new ArrayList<>();
			plotables2.add(new Plotable2D() {

				@Override
				public String getName() {
					return "Market Value";
				}

				@Override
				public GraphStyle getStyle() {
					return new GraphStyle(new Ellipse2D.Float(-3.0f, -3.0f, 6.0f, 6.0f), new BasicStroke(1.0f), new Color(1.0f, 0.0f, 0.0f));
				}

				@Override
				public List getSeries() {
					return seriesMarketValues;
				}
			});

			seriesMarketValues.add(new Point2D(x, value));

			plotMarketValue.update(plotables2);
			plotMarketValue.setTitle("Market Value (01.05.2008-" + date.format(DateTimeFormatter.ofPattern("dd.MM.yyyy")) + ")");
		}

		Thread.sleep(500);
	}
}