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

Introduction

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

Source

/**
 * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.financial.analytics.fudgemsg;

import java.util.LinkedHashMap;
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 com.google.common.collect.Maps;
import com.opengamma.analytics.financial.forex.method.FXMatrix;
import com.opengamma.analytics.financial.interestrate.YieldCurveBundle;
import com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountCurve;
import com.opengamma.util.money.Currency;

/**
 * Fudge builder for {@code YieldCurveBundle}.
 */
@FudgeBuilderFor(YieldCurveBundle.class)
public final class YieldCurveBundleBuilder extends AbstractFudgeBuilder<YieldCurveBundle> {
    private static final String CURVES_FIELD_NAME = "curve";
    private static final String CURVES_NAME_FIELD_NAME = "curveName";
    private static final String CURRENCY_FIELD_NAME = "ccy";
    private static final String CURRENCY_CURVE_FIELD_NAME = "ccyCurve";
    private static final String FX_MATRIX_FIELD_NAME = "FXMatrix";

    @Override
    public YieldCurveBundle buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
        // note name in curve & name in bundle may be different!
        final List<FudgeField> curveFields = message.getAllByName(CURVES_FIELD_NAME);
        final List<FudgeField> curveNameFields = message.getAllByName(CURVES_NAME_FIELD_NAME);
        final List<FudgeField> ccyFields = message.getAllByName(CURRENCY_FIELD_NAME);
        final List<FudgeField> ccyCurveFields = message.getAllByName(CURRENCY_CURVE_FIELD_NAME);
        final Map<String, YieldAndDiscountCurve> curves = new LinkedHashMap<>(curveFields.size());
        final Map<String, Currency> curveCurrencys = Maps.newHashMapWithExpectedSize(ccyFields.size());
        final FXMatrix fxMatrix = deserializer.fieldValueToObject(FXMatrix.class,
                message.getByName(FX_MATRIX_FIELD_NAME));
        for (int i = 0; i < curveFields.size(); i++) {
            final YieldAndDiscountCurve curve = deserializer.fieldValueToObject(YieldAndDiscountCurve.class,
                    curveFields.get(i));
            final String name = deserializer.fieldValueToObject(String.class, curveNameFields.get(i));
            curves.put(name, curve);
        }
        for (int i = 0; i < ccyFields.size(); i++) {
            final String name = deserializer.fieldValueToObject(String.class, ccyCurveFields.get(i));
            final Currency ccy = deserializer.fieldValueToObject(Currency.class, ccyFields.get(i));
            curveCurrencys.put(name, ccy);
        }

        return new YieldCurveBundle(fxMatrix, curveCurrencys, curves);
    }

    @Override
    protected void buildMessage(final FudgeSerializer serializer, final MutableFudgeMsg message,
            final YieldCurveBundle object) {
        serializer.addToMessageWithClassHeaders(message, FX_MATRIX_FIELD_NAME, null, object.getFxRates());
        for (final String curve : object.getAllNames()) {
            serializer.addToMessageWithClassHeaders(message, CURVES_FIELD_NAME, null, object.getCurve(curve));
            serializer.addToMessageWithClassHeaders(message, CURVES_NAME_FIELD_NAME, null, curve);
        }
        for (Map.Entry<String, Currency> ccyEntry : object.getCurrencyMap().entrySet()) {
            serializer.addToMessage(message, CURRENCY_CURVE_FIELD_NAME, null, ccyEntry.getKey());
            serializer.addToMessageWithClassHeaders(message, CURRENCY_FIELD_NAME, null, ccyEntry.getValue());
        }
    }
}