Could a solution be as simple as this?  Is this approach to consuming “LCHUS_IRS_CURRENCY_RULE” L-value matching events sound/complete (and not-vulnerable to any race condition?).  Is there any DROOLS EventListener callback API that would be more appropriate to solve the problem?   

 

E.g.  I want to be able to log when each of these 5 L-value predicates either “MATCHES” or “FAILS TO MATCH” (at the time of the event)

 

rule "LCHUS_IRS_CURRENCY_RULE"  //XLS Item=195

    when 

       IRDCurrencyRuleFact(

            productType == "IRS",

            currency=="GBP",

upfrontFeePaymentDate < IRDCurrencyRuleFact.terminationDate,

            maturity <= 18275,                                                                                        //unit = days, i.e. 50 Years

            notional <= 99,999,999,999.99                                                                      //max Notional

       )

    then

                  System.out.println(“LCHUS”);

end

 

 

Again the objective is to be able to join a high-resolution logging capability wrt to which of the specific 5 L-value predicates matched.  Instinctively, to this DROOLs newbie, this approach seems workable but not ideal ….

 

rule "LCHUS_IRS_CURRENCY_RULE_LVALUE_MATCHING_EVENT_1" 

    when 

       IRDCurrencyRuleFact(productType == "IRS")

   then

                 System.out.println(“LCHUS_IRS_CURRENCY_RULE_L-value event 1 match”);  //log event  L-value predicate 1 matched

end

 

rule "LCHUS_IRS_CURRENCY_RULE_LVALUE_MATCHING_EVENT_2" 

    when 

       IRDCurrencyRuleFact(currency=="GBP")

   then

                 System.out.println(“LCHUS_IRS_CURRENCY_RULE_L-value event 2 match”); //log event  L-value predicate 2 matched

end

 

rule "LCHUS_IRS_CURRENCY_RULE_LVALUE_MATCHING_EVENT_3" 

    when 

            IRDCurrencyRuleFact(upfrontFeePaymentDate < IRDCurrencyRuleFact.terminationDate)

    then

                 System.out.println(“LCHUS_IRS_CURRENCY_RULE_L-value event 3 match”); //log event  L-value predicate 3 matched

end

 

rule "LCHUS_IRS_CURRENCY_RULE_LVALUE_MATCHING_EVENT_4" 

    when 

            IRDCurrencyRuleFact(maturity <= 18275)

    then

                 System.out.println(“LCHUS_IRS_CURRENCY_RULE_L-value event 4 match”); //log event  L-value predicate 4 matched

end

 

rule "LCHUS_IRS_CURRENCY_RULE_LVALUE_MATCHING_EVENT_5" 

    when 

            IRDCurrencyRuleFact(notional <= 99,999,999,999.99)

    then

                 System.out.println(“LCHUS_IRS_CURRENCY_RULE_L-value event 5 match”); //log event  L-value predicate 5 matched

end

 

 

 

 

 

Ben D Cotton III
Morgan Stanley & Co.
OTC Derivatives Clearing Technology
1221 AOTA Rockefeller Ctr - Flr 27
New York, NY 10020
(212)762.9094
ben.cotton@ms.com

 

 

 

 

 

Hi,  Can someone please point me to compelling examples/sample code  of how to use a DROOLs callback API for very high-resolution logging of L-value predicate matching events?

 

E.g.  I want to be able to log when each of these 5 L-value predicates either “MATCHES” or “FAILS TO MATCH” (at the time of the event)

 

rule "LCHUS_IRS_CURRENCY_RULE"  //XLS Item=195

    when 

       IRDCurrencyRuleFact(

            productType == "IRS",

            currency=="GBP",

upfrontFeePaymentDate < IRDCurrencyRuleFact.terminationDate,

            maturity <= 18275,                                                                                        //unit = days, i.e. 50 Years

            notional <= 99,999,999,999.99                                                                      //max Notional

       )

    then

                  System.out.println(“LCHUS”);

end

           

 

Ben D Cotton III
Morgan Stanley & Co.
OTC Derivatives Clearing Technology
1221 AOTA Rockefeller Ctr - Flr 27
New York, NY 10020
(212)762.9094
ben.cotton@ms.com

 

 

 

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