/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.security.equity; 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.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 EquityVarianceSwapSecurity}. */ @FudgeBuilderFor(EquityVarianceSwapSecurity.class) public class EquityVarianceSwapSecurityFudgeBuilder extends AbstractFudgeBuilder implements FudgeBuilder<EquityVarianceSwapSecurity> { /** Field name. */ public static final String SPOT_UNDERLYING_IDENTIFIER_FIELD_NAME = "spotUnderlyingIdentifier"; /** Field name. */ public static final String CURRENCY_FIELD_NAME = "currency"; /** Field name. */ public static final String STRIKE_FIELD_NAME = "strike"; /** Field name. */ public static final String NOTIONAL_FIELD_NAME = "notional"; /** Field name. */ public static final String PARAMETERIZED_AS_VARIANCE_FIELD_NAME = "parameterizedAsVariance"; /** Field name. */ public static final String ANNUALIZATION_FACTOR_FIELD_NAME = "annualizationFactor"; /** Field name. */ public static final String FIRST_OBSERVATION_DATE_FIELD_NAME = "firstObservationDate"; /** Field name. */ public static final String LAST_OBSERVATION_DATE_FIELD_NAME = "lastObservationDate"; /** Field name. */ public static final String SETTLEMENT_DATE_FIELD_NAME = "settlementDate"; /** Field name. */ public static final String REGION_FIELD_NAME = "region"; /** Field name. */ public static final String OBSERVATION_FREQUENCY_FIELD_NAME = "observationFrequency"; @Override public MutableFudgeMsg buildMessage(FudgeSerializer serializer, EquityVarianceSwapSecurity object) { final MutableFudgeMsg msg = serializer.newMessage(); EquityVarianceSwapSecurityFudgeBuilder.toFudgeMsg(serializer, object, msg); return msg; } public static void toFudgeMsg(FudgeSerializer serializer, EquityVarianceSwapSecurity object, final MutableFudgeMsg msg) { FinancialSecurityFudgeBuilder.toFudgeMsg(serializer, object, msg); addToMessage(msg, SPOT_UNDERLYING_IDENTIFIER_FIELD_NAME, ExternalIdFudgeBuilder.toFudgeMsg(serializer, object.getSpotUnderlyingId())); addToMessage(msg, CURRENCY_FIELD_NAME, object.getCurrency()); addToMessage(msg, STRIKE_FIELD_NAME, object.getStrike()); addToMessage(msg, NOTIONAL_FIELD_NAME, object.getNotional()); addToMessage(msg, PARAMETERIZED_AS_VARIANCE_FIELD_NAME, object.isParameterizedAsVariance()); addToMessage(msg, ANNUALIZATION_FACTOR_FIELD_NAME, object.getAnnualizationFactor()); addToMessage(msg, FIRST_OBSERVATION_DATE_FIELD_NAME, ZonedDateTimeFudgeBuilder.toFudgeMsg(serializer, object.getFirstObservationDate())); addToMessage(msg, LAST_OBSERVATION_DATE_FIELD_NAME, ZonedDateTimeFudgeBuilder.toFudgeMsg(serializer, object.getLastObservationDate())); addToMessage(msg, SETTLEMENT_DATE_FIELD_NAME, ZonedDateTimeFudgeBuilder.toFudgeMsg(serializer, object.getSettlementDate())); addToMessage(msg, REGION_FIELD_NAME, ExternalIdFudgeBuilder.toFudgeMsg(serializer, object.getRegionId())); addToMessage(msg, OBSERVATION_FREQUENCY_FIELD_NAME, object.getObservationFrequency()); } @Override public EquityVarianceSwapSecurity buildObject(FudgeDeserializer deserializer, FudgeMsg msg) { EquityVarianceSwapSecurity object = new EquityVarianceSwapSecurity(); EquityVarianceSwapSecurityFudgeBuilder.fromFudgeMsg(deserializer, msg, object); return object; } public static void fromFudgeMsg(FudgeDeserializer deserializer, FudgeMsg msg, EquityVarianceSwapSecurity object) { FinancialSecurityFudgeBuilder.fromFudgeMsg(deserializer, msg, object); object.setSpotUnderlyingId(ExternalIdFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(SPOT_UNDERLYING_IDENTIFIER_FIELD_NAME))); object.setCurrency(msg.getValue(Currency.class, CURRENCY_FIELD_NAME)); object.setStrike(msg.getDouble(STRIKE_FIELD_NAME)); object.setNotional(msg.getDouble(NOTIONAL_FIELD_NAME)); object.setParameterizedAsVariance(msg.getBoolean(PARAMETERIZED_AS_VARIANCE_FIELD_NAME)); object.setAnnualizationFactor(msg.getDouble(ANNUALIZATION_FACTOR_FIELD_NAME)); object.setFirstObservationDate(ZonedDateTimeFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(FIRST_OBSERVATION_DATE_FIELD_NAME))); object.setLastObservationDate(ZonedDateTimeFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(LAST_OBSERVATION_DATE_FIELD_NAME))); object.setSettlementDate(ZonedDateTimeFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(SETTLEMENT_DATE_FIELD_NAME))); object.setRegionId(ExternalIdFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(REGION_FIELD_NAME))); object.setObservationFrequency(msg.getValue(Frequency.class, OBSERVATION_FREQUENCY_FIELD_NAME)); } }