how to set java class loader PARENT_LAST

AFAIK there is no way to preconfigure WAR for PARENT_LAST during assembly. Classloading policy is specified during deployment, thus the way of setting it depends on how application is deployed.

Changing the policy using the script is straightforward. Scripts are run using wsadmin tool. The Jython snippet below does the job. It can easily be converted to Jacl.

dep = AdminConfig.getid('/Deployment:app_name/')
depObject = AdminConfig.showAttribute(dep, 'deployedObject')
classldr = AdminConfig.showAttribute(depObject, 'classloader')
AdminConfig.modify(classldr, [['mode', 'PARENT_LAST']])
AdminConfig.save()

If you are only deploying the WAR file itself you can't control this, but if you have your WAR file in an EAR file you can use the deployment.xml solution. The deployment.xml file would look something like this:

<?xml version="1.0" encoding="UTF-8"?>
<appdeployment:Deployment xmi:version="2.0" xmlns:xmi="http://www.omg.org/XMI" xmlns:appdeployment="http://www.ibm.com/websphere/appserver/schemas/5.0/appdeployment.xmi" xmi:id="Deployment_1347529484613">
  <deployedObject xmi:type="appdeployment:ApplicationDeployment" xmi:id="ApplicationDeployment_1347544766353" startingWeight="99" warClassLoaderPolicy="SINGLE">
    <modules xmi:type="appdeployment:WebModuleDeployment" xmi:id="WebModuleDeployment_1347543866613" startingWeight="1" uri="YourWebApp.war" classloaderMode="PARENT_LAST"/>
    <classloader xmi:id="Classloader_1347543866613" mode="PARENT_LAST"/>
  </deployedObject>
</appdeployment:Deployment>

Once you are done all you need to do is to add the file in the correct location of your EAR project build assuming you are using src/main/application that would be src/main/application/META-INF/ibmconfig/cells/defaultCell/applications/defaultApp/deployments/defaultApp/deployment.xml and build the EAR using Maven as normal.

During server deployment this will be picked up by WAS.