/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.security.capfloor; 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.convention.daycount.DayCount; import com.opengamma.financial.convention.frequency.Frequency; import com.opengamma.financial.security.FinancialSecurityFudgeBuilder; import com.opengamma.id.ExternalIdFudgeBuilder; import com.opengamma.util.fudgemsg.AbstractFudgeBuilder; import com.opengamma.util.money.Currency; import com.opengamma.util.time.ZonedDateTimeFudgeBuilder; /** * A Fudge builder for {@code CapFloorSecurity}. */ @FudgeBuilderFor(CapFloorSecurity.class) public class CapFloorSecurityFudgeBuilder extends AbstractFudgeBuilder implements FudgeBuilder<CapFloorSecurity> { /** Field name. */ public static final String START_DATE_FIELD_NAME = "startDate"; /** Field name. */ public static final String MATURITY_DATE_FIELD_NAME = "maturityDate"; /** Field name. */ public static final String NOTIONAL_FIELD_NAME = "notional"; /** Field name. */ public static final String UNDERLYING_IDENTIFIER_FIELD_NAME = "underlyingIdentifier"; /** Field name. */ public static final String STRIKE_FIELD_NAME = "strike"; /** Field name. */ public static final String FREQUENCY_FIELD_NAME = "frequency"; /** Field name. */ public static final String CURRENCY_FIELD_NAME = "currency"; /** Field name. */ public static final String DAY_COUNT_FIELD_NAME = "dayCount"; /** Field name. */ public static final String IS_PAYER_FIELD_NAME = "isPayer"; /** Field name. */ public static final String IS_CAP_FIELD_NAME = "isCap"; /** Field name. */ public static final String IS_IBOR_FIELD_NAME = "isIbor"; @Override public MutableFudgeMsg buildMessage(FudgeSerializer serializer, CapFloorSecurity object) { final MutableFudgeMsg msg = serializer.newMessage(); CapFloorSecurityFudgeBuilder.toFudgeMsg(serializer, object, msg); return msg; } public static void toFudgeMsg(FudgeSerializer serializer, CapFloorSecurity object, final MutableFudgeMsg msg) { FinancialSecurityFudgeBuilder.toFudgeMsg(serializer, object, msg); addToMessage(msg, START_DATE_FIELD_NAME, ZonedDateTimeFudgeBuilder.toFudgeMsg(serializer, object.getStartDate())); addToMessage(msg, MATURITY_DATE_FIELD_NAME, ZonedDateTimeFudgeBuilder.toFudgeMsg(serializer, object.getMaturityDate())); addToMessage(msg, NOTIONAL_FIELD_NAME, object.getNotional()); addToMessage(msg, UNDERLYING_IDENTIFIER_FIELD_NAME, ExternalIdFudgeBuilder.toFudgeMsg(serializer, object.getUnderlyingId())); addToMessage(msg, STRIKE_FIELD_NAME, object.getStrike()); addToMessage(msg, FREQUENCY_FIELD_NAME, object.getFrequency()); addToMessage(msg, CURRENCY_FIELD_NAME, object.getCurrency()); addToMessage(msg, DAY_COUNT_FIELD_NAME, object.getDayCount()); addToMessage(msg, IS_PAYER_FIELD_NAME, object.isPayer()); addToMessage(msg, IS_CAP_FIELD_NAME, object.isCap()); addToMessage(msg, IS_IBOR_FIELD_NAME, object.isIbor()); } @Override public CapFloorSecurity buildObject(FudgeDeserializer deserializer, FudgeMsg msg) { CapFloorSecurity object = new CapFloorSecurity(); CapFloorSecurityFudgeBuilder.fromFudgeMsg(deserializer, msg, object); return object; } public static void fromFudgeMsg(FudgeDeserializer deserializer, FudgeMsg msg, CapFloorSecurity object) { FinancialSecurityFudgeBuilder.fromFudgeMsg(deserializer, msg, object); object.setStartDate(ZonedDateTimeFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(START_DATE_FIELD_NAME))); object.setMaturityDate(ZonedDateTimeFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(MATURITY_DATE_FIELD_NAME))); object.setNotional(msg.getDouble(NOTIONAL_FIELD_NAME)); object.setUnderlyingId(ExternalIdFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(UNDERLYING_IDENTIFIER_FIELD_NAME))); object.setStrike(msg.getDouble(STRIKE_FIELD_NAME)); object.setFrequency(msg.getValue(Frequency.class, FREQUENCY_FIELD_NAME)); object.setCurrency(msg.getValue(Currency.class, CURRENCY_FIELD_NAME)); object.setDayCount(msg.getValue(DayCount.class, DAY_COUNT_FIELD_NAME)); object.setPayer(msg.getBoolean(IS_PAYER_FIELD_NAME)); object.setCap(msg.getBoolean(IS_CAP_FIELD_NAME)); object.setIbor(msg.getBoolean(IS_IBOR_FIELD_NAME)); } }