com.opengamma.financial.analytics.fudgemsg.FloatingPaymentMatrixBuilder.java Source code

Introduction

Here is the source code for com.opengamma.financial.analytics.fudgemsg.FloatingPaymentMatrixBuilder.java

Source

/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.financial.analytics.fudgemsg;

import java.util.List;
import java.util.Map;

import org.fudgemsg.FudgeField;
import org.fudgemsg.FudgeMsg;
import org.fudgemsg.MutableFudgeMsg;
import org.fudgemsg.mapping.FudgeBuilderFor;
import org.fudgemsg.mapping.FudgeDeserializer;
import org.fudgemsg.mapping.FudgeSerializer;
import org.threeten.bp.LocalDate;

import com.google.common.collect.Lists;
import com.google.common.collect.Maps;
import com.opengamma.financial.analytics.cashflow.FloatingPaymentMatrix;
import com.opengamma.util.money.CurrencyAmount;
import com.opengamma.util.tuple.Pair;

/**
 *
 */
@FudgeBuilderFor(FloatingPaymentMatrix.class)
public class FloatingPaymentMatrixBuilder extends AbstractFudgeBuilder<FloatingPaymentMatrix> {
    private static final String DATES_FIELD = "dates";
    private static final String PAIRS_FIELD = "pairs";
    private static final String CA_FIELD = "ca";
    private static final String RESET_INDEX_FIELD = "resetIndex";
    private static final String MAX_AMOUNTS_FIELD = "maxAmounts";

    @Override
    public FloatingPaymentMatrix buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
        final List<FudgeField> dateFields = message.getAllByName(DATES_FIELD);
        final List<FudgeField> pairsField = message.getAllByName(PAIRS_FIELD);
        final Map<LocalDate, List<Pair<CurrencyAmount, String>>> values = Maps
                .newHashMapWithExpectedSize(dateFields.size());
        for (int i = 0; i < dateFields.size(); i++) {
            final LocalDate date = deserializer.fieldValueToObject(LocalDate.class, dateFields.get(i));
            final FudgeMsg perDateMessage = (FudgeMsg) pairsField.get(i).getValue();
            final List<FudgeField> caMessage = perDateMessage.getAllByName(CA_FIELD);
            final List<FudgeField> resetIndexMessage = perDateMessage.getAllByName(RESET_INDEX_FIELD);
            final List<Pair<CurrencyAmount, String>> list = Lists.newArrayListWithCapacity(caMessage.size());
            for (int j = 0; j < caMessage.size(); j++) {
                final CurrencyAmount ca = deserializer.fieldValueToObject(CurrencyAmount.class, caMessage.get(j));
                final String resetIndex = (String) deserializer.fieldValueToObject(String.class,
                        resetIndexMessage.get(j));
                list.add(Pair.of(ca, resetIndex));
            }
            values.put(date, list);
        }
        final int maxAmounts = message.getInt(MAX_AMOUNTS_FIELD);
        return new FloatingPaymentMatrix(values, maxAmounts);
    }

    @Override
    protected void buildMessage(final FudgeSerializer serializer, final MutableFudgeMsg message,
            final FloatingPaymentMatrix object) {
        for (final Map.Entry<LocalDate, List<Pair<CurrencyAmount, String>>> entry : object.getValues().entrySet()) {
            serializer.addToMessageWithClassHeaders(message, DATES_FIELD, null, entry.getKey());
            final MutableFudgeMsg perDateMessage = serializer.newMessage();
            for (final Pair<CurrencyAmount, String> pair : entry.getValue()) {
                serializer.addToMessageWithClassHeaders(perDateMessage, CA_FIELD, null, pair.getFirst());
                perDateMessage.add(RESET_INDEX_FIELD, pair.getSecond());
            }
            message.add(PAIRS_FIELD, perDateMessage);
        }
        message.add(MAX_AMOUNTS_FIELD, object.getMaxEntries());
    }

}