com.opengamma.analytics.financial.credit.cds.ISDATestGridManager.java Source code

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Here is the source code for com.opengamma.analytics.financial.credit.cds.ISDATestGridManager.java

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/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.credit.cds;

import java.io.File;
import java.io.InputStream;
import java.net.URL;
import java.util.HashMap;
import java.util.Map;

import org.apache.poi.hssf.usermodel.HSSFWorkbook;
import org.apache.poi.ss.usermodel.Sheet;
import org.apache.poi.ss.usermodel.Workbook;

/**
 * Manages the ISDA test grids
 *
 * Martin Traverse, Niels Stchedroff (Riskcare)
 */
public class ISDATestGridManager {

    private static final String RESOURCE_DIR = "resources";
    private static final String TEST_GRID_DIR = "isda_test_grids";
    private static final String BENCHMARK_DIR = "benchmark";
    private static final String CORPORATE_DIR = "corporate";
    private static final String HOLIDAY_DIR = "holiday";

    public Map<String, String[]> findAllTestGrids() throws Exception {

        final Map<String, String[]> testGrids = new HashMap<>();
        testGrids.put(BENCHMARK_DIR, findAllTestGridsForCategory(BENCHMARK_DIR));
        testGrids.put(CORPORATE_DIR, findAllTestGridsForCategory(CORPORATE_DIR));
        testGrids.put(HOLIDAY_DIR, findAllTestGridsForCategory(HOLIDAY_DIR));
        return testGrids;
    }

    public String[] findAllTestGridsForCategory(final String category) throws Exception {

        final String path = RESOURCE_DIR + File.separator + TEST_GRID_DIR + File.separator + category;
        final URL directory = getClass().getClassLoader().getResource(path);

        if (directory == null) {
            throw new RuntimeException("ISDA test grid directory not found: " + path);
        }

        if (directory.getProtocol().equals("file")) {
            return new File(directory.toURI()).list();
        }

        throw new RuntimeException("Unknown file access protocol for ISDA test grids");
    }

    public ISDATestGrid loadTestGrid(final String category, final String fileName) throws Exception {

        InputStream is = null;

        try {
            final String path = RESOURCE_DIR + File.separator + TEST_GRID_DIR + File.separator + category
                    + File.separator + fileName;
            is = getClass().getClassLoader().getResourceAsStream(path);
            final Workbook wb = new HSSFWorkbook(is);
            final Sheet sheet = wb.getSheetAt(0);

            final ISDATestGrid testGrid = new ISDATestGrid();
            testGrid.process(sheet);
            return testGrid;
        } finally {
            if (is != null) {
                is.close();
            }
        }
    }

}