/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.fudgemsg; import static com.opengamma.financial.analytics.volatility.surface.SurfaceInstrumentProvider.DATA_FIELD_NAME; import static com.opengamma.financial.analytics.volatility.surface.SurfaceInstrumentProvider.POSTFIX_FIELD_NAME; import static com.opengamma.financial.analytics.volatility.surface.SurfaceInstrumentProvider.PREFIX_FIELD_NAME; import org.fudgemsg.FudgeMsg; import org.fudgemsg.MutableFudgeMsg; import org.fudgemsg.mapping.FudgeBuilder; import org.fudgemsg.mapping.FudgeBuilderFor; import org.fudgemsg.mapping.FudgeDeserializer; import org.fudgemsg.mapping.FudgeSerializer; import com.opengamma.core.id.ExternalSchemes; import com.opengamma.financial.analytics.volatility.surface.BloombergIRFutureOptionVolatilitySurfaceInstrumentProvider; /** * */ @FudgeBuilderFor(BloombergIRFutureOptionVolatilitySurfaceInstrumentProvider.class) public class BloombergIRFutureOptionVolatilitySurfaceInstrumentProviderFudgeBuilder implements FudgeBuilder<BloombergIRFutureOptionVolatilitySurfaceInstrumentProvider> { private static final String CALL_FIELD_NAME = "useCallAboveStrikeValue"; private static final String EXCHANGE_ID_FIELD_NAME = "exchangeId"; private static final String SCHEME_NAME = "schemeName"; // backwards compatibility private static final String DEFAULT_EXCHANGE_ID = "CME"; @Override public MutableFudgeMsg buildMessage(final FudgeSerializer serializer, final BloombergIRFutureOptionVolatilitySurfaceInstrumentProvider object) { final MutableFudgeMsg message = serializer.newMessage(); FudgeSerializer.addClassHeader(message, BloombergIRFutureOptionVolatilitySurfaceInstrumentProvider.class); message.add(PREFIX_FIELD_NAME, object.getFutureOptionPrefix()); message.add(POSTFIX_FIELD_NAME, object.getPostfix()); message.add(DATA_FIELD_NAME, object.getDataFieldName()); message.add(CALL_FIELD_NAME, object.useCallAboveStrike()); message.add(EXCHANGE_ID_FIELD_NAME, object.getExchangeIdName()); message.add(SCHEME_NAME, object.getSchemeName()); return message; } @Override public BloombergIRFutureOptionVolatilitySurfaceInstrumentProvider buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) { String futureOptionPrefix = message.getString(PREFIX_FIELD_NAME); //backward compatibility if (futureOptionPrefix == null) { futureOptionPrefix = message.getString("futureOptionPrefix"); } String postfix = message.getString(POSTFIX_FIELD_NAME); //backward compatibility if (postfix == null) { postfix = message.getString("postfix"); } String dataFieldName = message.getString(DATA_FIELD_NAME); //backward compatibility if (dataFieldName == null) { dataFieldName = message.getString("dataFieldName"); } String schemeName = message.getString(SCHEME_NAME); if (schemeName == null) { schemeName = ExternalSchemes.BLOOMBERG_TICKER_WEAK.getName(); } final Double useCallAboveValue = message.getDouble(CALL_FIELD_NAME); if (message.hasField(EXCHANGE_ID_FIELD_NAME)) { final String exchangeId = message.getString(EXCHANGE_ID_FIELD_NAME); return new BloombergIRFutureOptionVolatilitySurfaceInstrumentProvider(futureOptionPrefix, postfix, dataFieldName, useCallAboveValue, exchangeId, schemeName); } return new BloombergIRFutureOptionVolatilitySurfaceInstrumentProvider(futureOptionPrefix, postfix, dataFieldName, useCallAboveValue, DEFAULT_EXCHANGE_ID, schemeName); } }