/** * 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.FixedIncomeStripWithSecurity; import com.opengamma.financial.analytics.ircurve.InterpolatedYieldCurveSpecificationWithSecurities; import com.opengamma.util.money.Currency; /** * Builder for converting InterpolatedYieldCurveSpecification instances to/from Fudge messages. */ @FudgeBuilderFor(InterpolatedYieldCurveSpecificationWithSecurities.class) public class InterpolatedYieldCurveSpecificationWithSecuritiesFudgeBuilder implements FudgeBuilder<InterpolatedYieldCurveSpecificationWithSecurities> { 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 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 InterpolatedYieldCurveSpecificationWithSecurities 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, INTERPOLATOR_FIELD, null, object.getInterpolator()); message.add(INTERPOLATE_YIELDS_FIELD, object.interpolateYield()); for (final FixedIncomeStripWithSecurity resolvedStrip : object.getStrips()) { serializer.addToMessage(message, RESOLVED_STRIPS_FIELD, null, resolvedStrip); } return message; } @Override public InterpolatedYieldCurveSpecificationWithSecurities buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) { final LocalDate curveDate = deserializer.fieldValueToObject(LocalDate.class, message.getByName("curveDate")); final String name = message.getString("name"); final Currency currency = deserializer.fieldValueToObject(Currency.class, message.getByName("currency")); final Interpolator1D interpolator = deserializer.fieldValueToObject(Interpolator1D.class, message.getByName("interpolator")); final List<FudgeField> resolvedStripFields = message.getAllByName("resolvedStrips"); final List<FixedIncomeStripWithSecurity> resolvedStrips = new ArrayList<FixedIncomeStripWithSecurity>(); for (final FudgeField resolvedStripField : resolvedStripFields) { resolvedStrips.add(deserializer.fieldValueToObject(FixedIncomeStripWithSecurity.class, resolvedStripField)); } if (message.hasField(INTERPOLATE_YIELDS_FIELD)) { final boolean interpolateYields = message.getBoolean(INTERPOLATE_YIELDS_FIELD); return new InterpolatedYieldCurveSpecificationWithSecurities(curveDate, name, currency, interpolator, interpolateYields, resolvedStrips); } return new InterpolatedYieldCurveSpecificationWithSecurities(curveDate, name, currency, interpolator, resolvedStrips); } }