/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.bbg.loader;
import java.util.Set;
import com.google.common.collect.ImmutableSet;
import com.opengamma.bbg.BloombergConstants;
/**
* Security type mappings for types which cannot be loaded, either because no loader has been written or because they
* cannot or do not need to be represented as a security in the security master.
*/
public final class NonLoadedSecurityTypes {
// NOTE jonathan 2011-11-08 -- normally the constants below would be in a specific loader, but the point of this is
// to allow securities for which we do not have a loader to be mapped to a security type.
// Swaps
private static final String BLOOMBERG_BASIS_SWAP_TYPE = "BASIS SWAP";
private static final String BLOOMBERG_FWD_SWAP_TYPE = "FWD SWAP";
private static final String BLOOMBERG_NDF_SWAP_TYPE = "NDF SWAP";
private static final String BLOOMBERG_OVERNIGHT_INDEXED_SWAP_TYPE = "OVERNIGHT INDEXED SWAP";
private static final String BLOOMBERG_SWAP_TYPE = "SWAP";
private static final String BLOOMBERG_ONSHORE_SWAP_TYPE = "ONSHORE SWAP";
/**
* The valid Bloomberg security types for swaps
*/
public static final Set<String> VALID_SWAP_SECURITY_TYPES = ImmutableSet.of(
BLOOMBERG_SWAP_TYPE,
BLOOMBERG_OVERNIGHT_INDEXED_SWAP_TYPE,
BLOOMBERG_FWD_SWAP_TYPE,
BLOOMBERG_NDF_SWAP_TYPE,
BLOOMBERG_ONSHORE_SWAP_TYPE,
BloombergConstants.BLOOMBERG_NON_DELIVERABLE_IRS_SWAP_TYPE,
BloombergConstants.BLOOMBERG_IMM_SWAP_TYPE);
/**
* The valid Bloomberg security types for basis swaps
*/
public static final Set<String> VALID_BASIS_SWAP_SECURITY_TYPES = ImmutableSet.of(
BLOOMBERG_BASIS_SWAP_TYPE);
// FRAs
private static final String BLOOMBERG_FRA_TYPE = "FRA";
/**
* The valid Bloomberg security types for FRAs
*/
public static final Set<String> VALID_FRA_SECURITY_TYPES = ImmutableSet.of(
BLOOMBERG_FRA_TYPE);
// Volatility quotes
private static final String BLOOMBERG_OPTION_VOLATILITY_TYPE = "OPTION VOLATILITY";
private static final String BLOOMBERG_SWAPTION_VOLATILITY_TYPE = "SWAPTION VOLATILITY";
/**
* The valid Bloomberg security types where quotes are provided
*/
public static final Set<String> VALID_VOLATILITY_QUOTE_TYPES = ImmutableSet.of(
BLOOMBERG_OPTION_VOLATILITY_TYPE,
BLOOMBERG_SWAPTION_VOLATILITY_TYPE);
// Misc rates
private static final String BLOOMBERG_PHYSICAL_COMMODITY_SPOT_TYPE = "Physical commodity spot.";
private static final String BLOOMBERG_SPOT_TYPE = "SPOT";
private static final String BLOOMBERG_CROSS_TYPE = "CROSS";
private static final String BLOOMBERG_DEPOSIT_TYPE = "DEPOSIT";
private static final String BLOOMBERG_FX_FORWARD_TYPE = "FORWARD";
private static final String BLOOMBERG_FX_ONSHORE_FORWARD_TYPE = "ONSHORE FORWARD";
private static final String BLOOMBERG_FX_NDF = "NON-DELIVERABLE FORWARD";
private static final String BLOOMBERG_CD = "CD";
private static final String BLOOMBERG_INFLATION_SWAP_TYPE = "INFLATION SWAP";
/**
* CDS rates
*/
private static final String BLOOMBERG_CDS_TYPE = "CREDIT DEFAULT SWAP";
/**
* The valid Bloomberg security types for spot rates
*/
public static final Set<String> VALID_SPOT_RATE_TYPES = ImmutableSet.of(
BLOOMBERG_PHYSICAL_COMMODITY_SPOT_TYPE,
BLOOMBERG_SPOT_TYPE,
BLOOMBERG_CROSS_TYPE,
BLOOMBERG_CD);
/**
* The valid Bloomberg security types for rates
*/
public static final Set<String> VALID_RATE_TYPES = ImmutableSet.of(
BLOOMBERG_DEPOSIT_TYPE,
BloombergConstants.BLOOMBERG_PHYSICAL_INDEX_FUTURE_TYPE);
// Equity Indices
/**
* The valid Bloomberg security types for equity indices
*/
public static final Set<String> VALID_EQUITY_INDEX_SECURITY_TYPES = ImmutableSet.of(
BloombergConstants.BLOOMBERG_EQUITY_INDEX_TYPE);
// Forward Cross
private static final String BLOOMBERG_FORWARD_CROSS_TYPE = "FORWARD CROSS";
/**
* The valid Bloomberg security types for forward cross products
*/
public static final Set<String> VALID_FORWARD_CROSS_SECURITY_TYPES = ImmutableSet.of(
BLOOMBERG_FORWARD_CROSS_TYPE);
// Bills
private static final String BLOOMBERG_BANK_BILL_TYPE = "BANK BILL";
/**
* The valid Bloomberg security types for bills
*/
public static final Set<String> VALID_BILL_TYPES = ImmutableSet.of(BLOOMBERG_BANK_BILL_TYPE);
/**
* The valid Bloomberg security types for FX forwards
*/
public static final Set<String> VALID_FX_FORWARD_TYPES = ImmutableSet.of(BLOOMBERG_FX_FORWARD_TYPE, BLOOMBERG_FX_ONSHORE_FORWARD_TYPE, BLOOMBERG_FX_NDF);
/**
* The valid Bloomberg security types for CDS
*/
public static final Set<String> VALID_CDS_TYPES = ImmutableSet.of(BLOOMBERG_CDS_TYPE);
/**
* The valid Bloomberg security types for inflation swaps.
*/
public static final Set<String> VALID_INFLATION_SWAP_TYPES = ImmutableSet.of(BLOOMBERG_INFLATION_SWAP_TYPE);
}