VolatilitySurfaceDefinitionFudgeBuilder.java

/**
 * 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.lang.reflect.Array;
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 com.opengamma.financial.analytics.volatility.surface.VolatilitySurfaceDefinition;
import com.opengamma.id.UniqueIdentifiable;
import com.opengamma.util.money.Currency;

/**
 * Builder for converting VolatilitySurfaceDefinition instances to/from Fudge messages.
 */
@FudgeBuilderFor(VolatilitySurfaceDefinition.class)
public class VolatilitySurfaceDefinitionFudgeBuilder implements FudgeBuilder<VolatilitySurfaceDefinition<?, ?>> {
  /** The target field */
  private static final String TARGET_FIELD = "target";
  /** The currency field (kept in for backwards compatibility */
  private static final String CURRENCY_FIELD = "currency";
  /** The definition name field */
  private static final String NAME_FIELD = "name";
  /** The xs field */
  private static final String XS_FIELD = "xs";
  /** The ys field */
  private static final String YS_FIELD = "ys";

  @Override
  public MutableFudgeMsg buildMessage(final FudgeSerializer serializer, final VolatilitySurfaceDefinition<?, ?> object) {
    final MutableFudgeMsg message = serializer.newMessage();
    // the following forces it not to use a secondary type if one is available.
    message.add(TARGET_FIELD, FudgeSerializer.addClassHeader(serializer.objectToFudgeMsg(object.getTarget()), object.getTarget().getClass()));
    if (object.getTarget() instanceof Currency) {
      final Currency ccy = (Currency) object.getTarget();
      message.add(CURRENCY_FIELD, null, ccy.getCode());
    } else {
      // just for now...
      message.add(CURRENCY_FIELD, null, Currency.USD.getCode());
    }
    message.add(NAME_FIELD, object.getName());
    for (final Object x : object.getXs()) {
      if (x instanceof Number) {
        serializer.addToMessageWithClassHeaders(message, XS_FIELD, null, x);
      } else {
        message.add(XS_FIELD, null, FudgeSerializer.addClassHeader(serializer.objectToFudgeMsg(x), x.getClass()));
      }
    }
    for (final Object y : object.getYs()) {
      if (y instanceof Number) {
        serializer.addToMessageWithClassHeaders(message, YS_FIELD, null, y);
      } else {
        message.add(YS_FIELD, null, FudgeSerializer.addClassHeader(serializer.objectToFudgeMsg(y), y.getClass()));
      }
    }
    return message;
  }

  @Override
  public VolatilitySurfaceDefinition<?, ?> buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    UniqueIdentifiable target;
    if (!message.hasField(TARGET_FIELD)) {
      final String currencyCode = message.getString(CURRENCY_FIELD);
      target = Currency.of(currencyCode);
    } else {
      target = deserializer.fieldValueToObject(UniqueIdentifiable.class, message.getByName(TARGET_FIELD));
    }
    final String name = message.getString(NAME_FIELD);
    final List<FudgeField> xsFields = message.getAllByName(XS_FIELD);
    final Object firstX = deserializer.fieldValueToObject(xsFields.get(0));
    final Object[] xs = (Object[]) Array.newInstance(firstX.getClass(), xsFields.size());
    int i = 0;
    for (final FudgeField xField : xsFields) {
      final Object x = deserializer.fieldValueToObject(xField);
      xs[i] = x;
      i++;
    }
    final List<FudgeField> ysFields = message.getAllByName(YS_FIELD);
    final Object firstY = deserializer.fieldValueToObject(ysFields.get(0));
    final Object[] ys = (Object[]) Array.newInstance(firstY.getClass(), ysFields.size());
    int j = 0;
    for (final FudgeField yField : ysFields) {
      final Object y = deserializer.fieldValueToObject(yField);
      ys[j] = y;
      j++;
    }
    return new VolatilitySurfaceDefinition<>(name, target, xs, ys);
  }

}