/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.security.option; 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.security.FinancialSecurityFudgeBuilder; import com.opengamma.financial.security.LongShort; import com.opengamma.id.ExternalIdFudgeBuilder; import com.opengamma.util.fudgemsg.AbstractFudgeBuilder; import com.opengamma.util.money.Currency; import com.opengamma.util.time.ExpiryFudgeBuilder; import com.opengamma.util.time.ZonedDateTimeFudgeBuilder; /** * A Fudge builder for {@code SwaptionSecurity}. */ @FudgeBuilderFor(SwaptionSecurity.class) public class SwaptionSecurityFudgeBuilder extends AbstractFudgeBuilder implements FudgeBuilder<SwaptionSecurity> { /** Field name. */ public static final String IS_PAYER_FIELD_NAME = "isPayer"; /** Field name. */ public static final String UNDERLYING_IDENTIFIER_FIELD_NAME = "underlyingIdentifier"; /** Field name. */ public static final String IS_LONG_FIELD_NAME = "isLong"; /** Field name. */ public static final String EXPIRY_FIELD_NAME = "expiry"; /** Field name. */ public static final String IS_CASH_SETTLED_FIELD_NAME = "isCashSettled"; /** Field name. */ public static final String CURRENCY_FIELD_NAME = "currency"; /** Field name. */ public static final String EXERCISE_TYPE_FIELD_NAME = "exerciseType"; /** Field name. */ public static final String NOTIONAL_FIELD_NAME = "notional"; /** Field name. */ public static final String SETTLEMENT_DATE_FIELD_NAME = "settlementDate"; @Override public MutableFudgeMsg buildMessage(FudgeSerializer serializer, SwaptionSecurity object) { final MutableFudgeMsg msg = serializer.newMessage(); SwaptionSecurityFudgeBuilder.toFudgeMsg(serializer, object, msg); return msg; } public static void toFudgeMsg(FudgeSerializer serializer, SwaptionSecurity object, final MutableFudgeMsg msg) { FinancialSecurityFudgeBuilder.toFudgeMsg(serializer, object, msg); addToMessage(msg, IS_PAYER_FIELD_NAME, object.isPayer()); addToMessage(msg, UNDERLYING_IDENTIFIER_FIELD_NAME, ExternalIdFudgeBuilder.toFudgeMsg(serializer, object.getUnderlyingId())); addToMessage(msg, IS_LONG_FIELD_NAME, object.isLong()); addToMessage(msg, EXPIRY_FIELD_NAME, ExpiryFudgeBuilder.toFudgeMsg(serializer, object.getExpiry())); addToMessage(msg, IS_CASH_SETTLED_FIELD_NAME, object.isCashSettled()); addToMessage(msg, CURRENCY_FIELD_NAME, object.getCurrency()); if (object.getExerciseType() != null) { addToMessage(msg, EXERCISE_TYPE_FIELD_NAME, ExerciseTypeFudgeBuilder.toFudgeMsg(serializer, object.getExerciseType())); } if (object.getSettlementDate() != null) { addToMessage(msg, SETTLEMENT_DATE_FIELD_NAME, ZonedDateTimeFudgeBuilder.toFudgeMsg(serializer, object.getSettlementDate())); } if (object.getNotional() != null) { addToMessage(msg, NOTIONAL_FIELD_NAME, object.getNotional()); } } @Override public SwaptionSecurity buildObject(FudgeDeserializer deserializer, FudgeMsg msg) { SwaptionSecurity object = new SwaptionSecurity(); SwaptionSecurityFudgeBuilder.fromFudgeMsg(deserializer, msg, object); return object; } public static void fromFudgeMsg(FudgeDeserializer deserializer, FudgeMsg msg, SwaptionSecurity object) { FinancialSecurityFudgeBuilder.fromFudgeMsg(deserializer, msg, object); object.setPayer(msg.getBoolean(IS_PAYER_FIELD_NAME)); object.setUnderlyingId(ExternalIdFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(UNDERLYING_IDENTIFIER_FIELD_NAME))); object.setLongShort(LongShort.ofLong(msg.getBoolean(IS_LONG_FIELD_NAME))); object.setExpiry(ExpiryFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(EXPIRY_FIELD_NAME))); object.setCashSettled(msg.getBoolean(IS_CASH_SETTLED_FIELD_NAME)); object.setCurrency(msg.getValue(Currency.class, CURRENCY_FIELD_NAME)); if (msg.hasField(EXERCISE_TYPE_FIELD_NAME)) { object.setExerciseType(ExerciseTypeFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(EXERCISE_TYPE_FIELD_NAME))); } if (msg.hasField(SETTLEMENT_DATE_FIELD_NAME)) { object.setSettlementDate(ZonedDateTimeFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(SETTLEMENT_DATE_FIELD_NAME))); } if (msg.hasField(NOTIONAL_FIELD_NAME)) { object.setNotional(msg.getDouble(NOTIONAL_FIELD_NAME)); } } }