/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.fudgemsg;
import java.util.ArrayList;
import java.util.List;
import org.fudgemsg.FudgeField;
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 org.threeten.bp.LocalDate;
import com.opengamma.analytics.math.interpolation.Interpolator1D;
import com.opengamma.financial.analytics.ircurve.FixedIncomeStripWithIdentifier;
import com.opengamma.financial.analytics.ircurve.InterpolatedYieldCurveSpecification;
import com.opengamma.id.ExternalId;
import com.opengamma.util.money.Currency;
/**
* Builder for converting InterpolatedYieldCurveSpecification instances to/from Fudge messages.
*/
@FudgeBuilderFor(InterpolatedYieldCurveSpecification.class)
public class InterpolatedYieldCurveSpecificationFudgeBuilder implements FudgeBuilder<InterpolatedYieldCurveSpecification> {
private static final String CURVE_DATE_FIELD = "curveDate";
private static final String NAME_FIELD = "name";
private static final String CURRENCY_FIELD = "currency";
private static final String REGION_FIELD = "region";
private static final String INTERPOLATOR_FIELD = "interpolator";
private static final String INTERPOLATE_YIELDS_FIELD = "interpolateYields";
private static final String RESOLVED_STRIPS_FIELD = "resolvedStrips";
@Override
public MutableFudgeMsg buildMessage(final FudgeSerializer serializer, final InterpolatedYieldCurveSpecification object) {
final MutableFudgeMsg message = serializer.newMessage();
serializer.addToMessage(message, CURVE_DATE_FIELD, null, object.getCurveDate());
message.add(NAME_FIELD, object.getName());
serializer.addToMessage(message, CURRENCY_FIELD, null, object.getCurrency());
serializer.addToMessage(message, REGION_FIELD, null, object.getRegion());
serializer.addToMessage(message, INTERPOLATOR_FIELD, null, object.getInterpolator());
message.add(INTERPOLATE_YIELDS_FIELD, object.interpolateYield());
for (final FixedIncomeStripWithIdentifier resolvedStrip : object.getStrips()) {
serializer.addToMessage(message, RESOLVED_STRIPS_FIELD, null, resolvedStrip);
}
return message;
}
@Override
public InterpolatedYieldCurveSpecification buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
final LocalDate curveDate = deserializer.fieldValueToObject(LocalDate.class, message.getByName(CURVE_DATE_FIELD));
final String name = message.getString(NAME_FIELD);
final Currency currency = deserializer.fieldValueToObject(Currency.class, message.getByName(CURRENCY_FIELD));
final ExternalId region = deserializer.fieldValueToObject(ExternalId.class, message.getByName(REGION_FIELD));
final Interpolator1D interpolator = deserializer.fieldValueToObject(Interpolator1D.class, message.getByName(INTERPOLATOR_FIELD));
final List<FudgeField> resolvedStripFields = message.getAllByName(RESOLVED_STRIPS_FIELD);
final List<FixedIncomeStripWithIdentifier> resolvedStrips = new ArrayList<FixedIncomeStripWithIdentifier>();
for (final FudgeField resolvedStripField : resolvedStripFields) {
resolvedStrips.add(deserializer.fieldValueToObject(FixedIncomeStripWithIdentifier.class, resolvedStripField));
}
if (message.hasField(INTERPOLATE_YIELDS_FIELD)) {
final boolean interpolateYield = message.getBoolean(INTERPOLATE_YIELDS_FIELD);
return new InterpolatedYieldCurveSpecification(curveDate, name, currency, interpolator, interpolateYield, resolvedStrips, region);
}
return new InterpolatedYieldCurveSpecification(curveDate, name, currency, interpolator, resolvedStrips, region);
}
}