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eclipse-tradista / tradista

Tradista: the first open source Financial Risk Management Solution
Apache License 2.0
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Exception on delta calculation when there is no collateral price variation #146

Closed oasuncion closed 1 month ago

oasuncion commented 1 month ago

When calculating delta on a repo trade where there is no collateral price variation, no delta is calculated and there is this technical exception:

Caused by: java.lang.ArithmeticException: BigInteger divide by zero
    at java.base/java.math.MutableBigInteger.divide(MutableBigInteger.java:1445)
    at java.base/java.math.BigDecimal.divideAndRound(BigDecimal.java:5089)
    at java.base/java.math.BigDecimal.divide(BigDecimal.java:6056)
    at java.base/java.math.BigDecimal.divide(BigDecimal.java:1659)
    at java.base/java.math.BigDecimal.divide(BigDecimal.java:1734)
    at deployment.app-2.2.0-SNAPSHOT.ear//finance.tradista.security.repo.pricer.RepoPricerUtil.getDelta(RepoPricerUtil.java:734)
    at deployment.app-2.2.0-SNAPSHOT.ear.security-ejb-2.2.0-SNAPSHOT.jar//finance.tradista.security.specificrepo.service.SpecificRepoPricerServiceBean.getDelta(SpecificRepoPricerServiceBean.java:105)
    at java.base/jdk.internal.reflect.DirectMethodHandleAccessor.invoke(DirectMethodHandleAccessor.java:103)
    at java.base/java.lang.reflect.Method.invoke(Method.java:580)
    at org.jboss.as.ee@27.0.1.Final//org.jboss.as.ee.component.ManagedReferenceMethodInterceptor.processInvocation(ManagedReferenceMethodInterceptor.java:52)
    at org.jboss.invocation@1.7.0.Final//org.jboss.invocation.InterceptorContext.proceed(InterceptorContext.java:422)
    at org.jboss.invocation@1.7.0.Final//org.jboss.invocation.InterceptorContext$Invocation.proceed(InterceptorContext.java:509)
    at org.jboss.as.weld.common@27.0.1.Final//org.jboss.as.weld.interceptors.Jsr299BindingsInterceptor.delegateInterception(Jsr299BindingsInterceptor.java:79)
    at org.jboss.as.weld.common@27.0.1.Final//org.jboss.as.weld.interceptors.Jsr299BindingsInterceptor.doMethodInterception(Jsr299BindingsInterceptor.java:89)
    at org.jboss.as.weld.common@27.0.1.Final//org.jboss.as.weld.interceptors.Jsr299BindingsInterceptor.processInvocation(Jsr299BindingsInterceptor.java:102)
    at org.jboss.as.ee@27.0.1.Final//org.jboss.as.ee.component.interceptors.UserInterceptorFactory$1.processInvocation(UserInterceptorFactory.java:63)
    at org.jboss.invocation@1.7.0.Final//org.jboss.invocation.InterceptorContext.proceed(InterceptorContext.java:422)
    at org.jboss.invocation@1.7.0.Final//org.jboss.invocation.InterceptorContext$Invocation.proceed(InterceptorContext.java:509)
    at deployment.app-2.2.0-SNAPSHOT.ear//finance.tradista.core.trade.service.ProductScopeFilteringInterceptor.proceed(ProductScopeFilteringInterceptor.java:44)
    at java.base/jdk.internal.reflect.DirectMethodHandleAccessor.invoke(DirectMethodHandleAccessor.java:103)
    at java.base/java.lang.reflect.Method.invoke(Method.java:580)
    at org.jboss.as.ee@27.0.1.Final//org.jboss.as.ee.component.ManagedReferenceLifecycleMethodInterceptor.processInvocation(ManagedReferenceLifecycleMethodInterceptor.java:89)
    at org.jboss.invocation@1.7.0.Final//org.jboss.invocation.InterceptorContext.proceed(InterceptorContext.java:422)
    at org.jboss.as.ejb3@27.0.1.Final//org.jboss.as.ejb3.component.invocationmetrics.ExecutionTimeInterceptor.processInvocation(ExecutionTimeInterceptor.java:43)
    at org.jboss.invocation@1.7.0.Final//org.jboss.invocation.InterceptorContext.proceed(InterceptorContext.java:422)
    at org.jboss.as.jpa@27.0.1.Final//org.jboss.as.jpa.interceptor.SBInvocationInterceptor.processInvocation(SBInvocationInterceptor.java:47)
    at org.jboss.invocation@1.7.0.Final//org.jboss.invocation.InterceptorContext.proceed(InterceptorContext.java:422)
    at org.jboss.as.ee@27.0.1.Final//org.jboss.as.ee.concurrent.ConcurrentContextInterceptor.processInvocation(ConcurrentContextInterceptor.java:45)
    at org.jboss.invocation@1.7.0.Final//org.jboss.invocation.InterceptorContext.proceed(InterceptorContext.java:422)
    at org.jboss.invocation@1.7.0.Final//org.jboss.invocation.InitialInterceptor.processInvocation(InitialInterceptor.java:40)
    at org.jboss.invocation@1.7.0.Final//org.jboss.invocation.InterceptorContext.proceed(InterceptorContext.java:422)
    at org.jboss.invocation@1.7.0.Final//org.jboss.invocation.ChainedInterceptor.processInvocation(ChainedInterceptor.java:53)
    at org.jboss.as.ee@27.0.1.Final//org.jboss.as.ee.component.interceptors.ComponentDispatcherInterceptor.processInvocation(ComponentDispatcherInterceptor.java:52)
    at org.jboss.invocation@1.7.0.Final//org.jboss.invocation.InterceptorContext.proceed(InterceptorContext.java:422)
    at org.jboss.as.ejb3@27.0.1.Final//org.jboss.as.ejb3.component.pool.PooledInstanceInterceptor.processInvocation(PooledInstanceInterceptor.java:51)
    at org.jboss.invocation@1.7.0.Final//org.jboss.invocation.InterceptorContext.proceed(InterceptorContext.java:422)
    at org.jboss.as.ejb3@27.0.1.Final//org.jboss.as.ejb3.component.interceptors.AdditionalSetupInterceptor.processInvocation(AdditionalSetupInterceptor.java:56)
    at org.jboss.invocation@1.7.0.Final//org.jboss.invocation.InterceptorContext.proceed(InterceptorContext.java:422)
    at org.jboss.as.ejb3@27.0.1.Final//org.jboss.as.ejb3.tx.CMTTxInterceptor.invokeInOurTx(CMTTxInterceptor.java:254)
    ... 135 more

To Reproduce Steps to reproduce the behavior:

  1. Create a Specific repo in the trading dashboard
  2. Allocate collateral on this trade
  3. Calculate the delta, ensuring that the collateral price didn't change since the trade start date
  4. There is the technical exception above and the delta is not calculated

Expected behavior An error message indicating : "Delta cannot be calculated because collateral price didn't variate."

Environment:

Additional context As there is no collateral price variation, there is a division by zero leading to this exception.

oasuncion commented 1 month ago

Will be included in v2.2.0