/** * 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); }