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Financial Engineering Project
Course
Summer A-2000, Project Course-Carnegie Mellon University
1
Lecture 6
• Java Exceptions (Definitions from JavaSoft)
• Validation revisited
• A “Real” FpML document – Vanilla FixedFloat Swap
• A “Real” FpML DTD – fpml.dtd
• Getting the document and dtd from a server in
Java
• Results
Summer A-2000, Project Course-Carnegie Mellon University
2
Exceptions--Definitions
exception
An event during program execution that prevents the
program from continuing normally; generally, an error.
The Java programming language supports
exceptions with the try, catch, and throw keywords.
exception handler
A block of code that reacts to a specific type of
exception. If the exception is for an error that the
program can recover from, the program can resume
executing after the exception handler has executed.
Summer A-2000, Project Course-Carnegie Mellon University
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Exceptions-- Definitions
catch
A Java programming language keyword used to
declare a block of statements to be executed in the
event that a Java exception, or run time error, occurs
in a preceding "try" block.
throw
A Java programming language keyword that
allows the user to throw an exception or any class that
implements the "throwable" interface.
Summer A-2000, Project Course-Carnegie Mellon University
4
Exceptions-- Definitions
throws
A Java programming language keyword used in
method declarations that specify which exceptions are
not handled within the method but rather passed to the
next higher level of the program.
try
A Java programming language keyword that
defines a block of statements that may throw a Java
language exception. If an exception is thrown, an
optional "catch" block can handle specific exceptions
thrown within the "try" block. Also, an optional
"finally" block will be executed regardless of whether
an exception is thrown
or not.
Summer A-2000, Project Course-Carnegie Mellon University
5
Exceptions-- Definitions
finally
A Java programming language keyword that
executes a block of statements regardless of whether a
Java Exception, or run time error, occurred in a block
defined previously by the "try" keyword.
Summer A-2000, Project Course-Carnegie Mellon University
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An exception may be
thrown from inside
the try block.
General Form
try {
These statements are
executed if an
exception of a
particular type occurs
within the try block
statement(s)
} catch (exceptiontype name) {
statement(s)
} finally {
statement(s)
}
These statements are
executed regardless of
whether or not an error
occurs within the try block.
Summer A-2000, Project Course-Carnegie Mellon University
7
The FixedFloatSwap.dtd
<?xml version="1.0" encoding="utf-8"?>
<!ELEMENT FixedFloatSwap (Notional, Fixed_Rate, NumYears,
NumPayments) >
<!ELEMENT Notional (#PCDATA) >
<!ELEMENT Fixed_Rate (#PCDATA) >
<!ELEMENT NumYears (#PCDATA) >
<!ELEMENT NumPayments (#PCDATA) >
Summer A-2000, Project Course-Carnegie Mellon University
8
An Invalid Agreement.xml file
<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE FixedFloatSwap SYSTEM "FixedFloatSwap.dtd">
<FixedFloatSwap>
<Notional>100</Notional>
<Fixed_Rate>5</Fixed_Rate>
<NumYears>3</NumYears>
<NumPayments>6</NumPayments>
<Notional>100</Notional>
A second notional?
</FixedFloatSwap>
Validation errors
do not necessarily
cause exceptions.
Summer A-2000, Project Course-9
Carnegie Mellon University
Validating the Agreement.xml
file
// Imports as before
public static void main(String args[]) {
:
:
Summer A-2000, Project Course-Carnegie Mellon University
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Validating the Agreement.xml file
try {
DocumentBuilderFactory docBuilderFactory =
DocumentBuilderFactory.newInstance();
docBuilderFactory.setValidating(true);
docBuilderFactory.setNamespaceAware(true);
DocumentBuilder docBuilder =
docBuilderFactory.newDocumentBuilder();
This factory will produce
parsers that validate!
Summer A-2000, Project Course-Carnegie Mellon University
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docBuilder.setErrorHandler(
Validation errors force a call
on this method. The method
new org.xml.sax.ErrorHandler() {
may or may not throw an
exception.
public void fatalError(SAXParseException
e) throws SAXException {}
public void error(SAXParseException e) throws SAXParseException {
throw e;
}
public void warning(SAXParseException err) throws SAXParseException {
System.out.println("** Warning"
+ ", line " + err.getLineNumber()
+ ", uri " + err.getSystemId());
This method has
System.out.println(" " + err.getMessage());
chosen to throw an
}
exception. If it does
}
docBuilder makes use of
);
the ErrorHandler object
Document doc1 = docBuilder.parse(new File(argv[0]));
Summer A-2000, Project Course-Carnegie Mellon University
not throw one then
the catch clause
does not execute.
12
docBuilder.setErrorHandler(
new org.xml.sax.ErrorHandler() {
public void fatalError(SAXParseException e) throws SAXException {}
public void error(SAXParseException e) throws SAXParseException {
throw e;
}
public void warning(SAXParseException err) throws SAXParseException {
System.out.println("** Warning"
+ ", line " + err.getLineNumber()
+ ", uri " + err.getSystemId());
System.out.println(" " + err.getMessage());
}
Unlike error, after fatalError Executed if the .dtd
}
file is not found or
“SYSTEM” is not
Document doc1 = docBuilder.parse(new File(argv[0])); spelled correctly, etc.
);
is called an exception IS
thrown by the parser.
Summer A-2000, Project Course-Carnegie Mellon University
13
:
:
catch(SAXParseException err) {
System.out.println("Catching raised exception");
System.out.println("Parsing error" +
", line " + err.getLineNumber() +
", URI " + err.getSystemId());
System.out.println(" " + err.getMessage());
}
catch(SAXException e) {
Exception x = e.getException();
((x == null) ? e : x).printStackTrace();
}
catch (Throwable t) {
t.printStackTrace();
Summer A-2000, Project Course-}
Carnegie Mellon University
This catch clause
catches the
exception
and the program
terminates by
finishing main.
14
Vanilla Fixed-Float Swap
• See the file vanillaFixedFloat.xml from fpml.org
• See the file vanillaFixedFloat.dtd from fpml.org
Summer A-2000, Project Course-Carnegie Mellon University
15
A Java Program that reads fpml
from a server and performs
validation against the server
based DTD.
The program then displays the fpml file by traversing
the DOM tree.
Summer A-2000, Project Course-Carnegie Mellon University
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import org.xml.sax.*;
public class Simulator6
{
public static void main(String argv[]) {
try {
DocumentBuilderFactory docBuilderFactory =
DocumentBuilderFactory.newInstance();
docBuilderFactory.setValidating(true);
docBuilderFactory.setNamespaceAware(true);
DocumentBuilder docBuilder =
docBuilderFactory.newDocumentBuilder();
Summer A-2000, Project Course-Carnegie Mellon University
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docBuilder.setErrorHandler(
new org.xml.sax.ErrorHandler() {
public void fatalError(SAXParseException e)
throws SAXException {
System.out.println("Fatal error");
// an exception will be thrown
}
public void error(SAXParseException e)
throws SAXParseException {
System.out.println("Validity error");
throw e;
}
Summer A-2000, Project Course-Carnegie Mellon University
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public void warning(SAXParseException err)
throws SAXParseException {
System.out.println("** Warning"
+ ", line " + err.getLineNumber()
+ ", uri " + err.getSystemId());
System.out.println(" " + err.getMessage());
throw err;
}
}
);
Summer A-2000, Project Course-Carnegie Mellon University
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InputSource is =
new InputSource("http://hempel.heinz.cmu.edu/fpml/vanillaFixedFloat.xml");
Document doc = docBuilder.parse(is);
System.out.println("No Problems found");
TreePrinter tp = new TreePrinter(doc);
tp.print();
}
Summer A-2000, Project Course-Carnegie Mellon University
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catch(SAXParseException err) {
System.out.println("Catching raised exception");
System.out.println("Parsing error" +
", line " + err.getLineNumber() +
", URI " + err.getSystemId());
System.out.println(" " + err.getMessage());
}
catch(SAXException e) {
System.out.println("Catch clause 2");
Exception x = e.getException();
((x == null) ? e : x).printStackTrace();
}
catch (Throwable t) {
System.out.println("Catch clause 3");
t.printStackTrace();
}
System.exit(0);
}
}
Summer A-2000, Project Course-Carnegie Mellon University
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TreePrint Class
import org.w3c.dom.*;
public class TreePrinter {
private Document doc;
private int currentIndent;
public TreePrinter(Document d) {
currentIndent = 2;
doc = d;
}
public void print() {
privatePrint(doc,currentIndent);
}
}
Summer A-2000, Project Course-Carnegie Mellon University
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public void privatePrint(Node n, int indent) {
for(int i = 0; i < indent; i++)
System.out.print(" ");
switch( n.getNodeType()) {
// Print information as each node type is encountered
case n.DOCUMENT_NODE : System.out.println(n.getNodeName() + "...Document Node")
break;
case n.ELEMENT_NODE : System.out.println(n.getNodeName() + "...Element Node");
break;
case n.TEXT_NODE : System.out.println(n.getNodeName() + "...Text Node");
break;
case n.CDATA_SECTION_NODE:
System.out.println(n.getNodeName() + "...CDATA Node");
break;
case n.PROCESSING_INSTRUCTION_NODE:
System.out.println("<?"+n.getNodeName()+"...?>"+ "...PI Node");
break;
Summer A-2000, Project Course-Carnegie Mellon University
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case n.COMMENT_NODE:
System.out.println("<!--"+n.getNodeValue()+"-->" + "...Comment node");
break;
case n.ENTITY_NODE:
System.out.println("ENTITY "+ n.getNodeName()+ "...Entity Node");
break;
case n.ENTITY_REFERENCE_NODE:
System.out.println("&"+n.getNodeName()+";" + "...Entity Reference Node");
break;
case n.DOCUMENT_TYPE_NODE:
System.out.println("DOCTYPE"+n.getNodeName()+ "...Document Type Node");
break;
default:
System.out.println("?" + n.getNodeName());
}
Node child = n.getFirstChild();
while(child != null) {
privatePrint(child, indent+currentIndent);
child = child.getNextSibling();
}
}
}
Summer A-2000, Project Course-Carnegie Mellon University
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See the Output of the program
in Results.txt
Summer A-2000, Project Course-Carnegie Mellon University
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Homework
Read and validate the vanillaFixedFloat.xml file from
my server “hempel.heinz.cmu.edu”. Perform some simple financial
processing on the data and print the results. Turn in all of the code
and printouts by the end of class next week. The processing need
not be difficult. Simply demonstrate that you can read, validate
and compute with financial data from the web.
Summer A-2000, Project Course-Carnegie Mellon University
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