/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.solutions.library.tool;
import java.util.Set;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.threeten.bp.ZonedDateTime;
import com.google.common.collect.Sets;
import com.google.inject.Guice;
import com.google.inject.Injector;
import com.google.inject.Module;
import com.opengamma.sesame.MulticurveBundle;
import com.opengamma.solutions.library.engine.EngineModule;
import com.opengamma.solutions.library.storage.DataLoadModule;
import com.opengamma.solutions.library.storage.InMemoryStorageModule;
import com.opengamma.solutions.library.storage.SourcesModule;
import com.opengamma.util.time.DateUtils;
/**
* Curve Bundle Provider example
*/
public class CurveBundleProviderExample {
private static final Logger s_logger = LoggerFactory.getLogger(CurveBundleProviderExample.class);
private static final ZonedDateTime VALUATION_TIME = DateUtils.getUTCDate(2014, 10, 16);
private static final String CURVE_CONSTRUCTION_CONFIGURATION = "USD_FF_DSCON-OISFFS_L3M-FRAIRS_L1M-BS_L6M-BS";
private static final String SNAPSHOT_NAME = "USDSnapshot";
private static final String CURRENCY_MATRIX_NAME = "CurrencyMatrix";
/**
* Entry point to running the Curve Bundle Provider.
* @param args, no args are need to run this tool
*/
public static void main(String[] args) {
Set<Module> modules = Sets.newHashSet();
modules.add(new InMemoryStorageModule());
modules.add(new SourcesModule());
modules.add(new DataLoadModule("curve-import-data"));
modules.add(new EngineModule());
Injector injector = Guice.createInjector(modules);
CurveBundleProvider provider = injector.getInstance(CurveBundleProvider.class);
MulticurveBundle bundle = provider.buildMulticurve(CURVE_CONSTRUCTION_CONFIGURATION,
SNAPSHOT_NAME,
CURRENCY_MATRIX_NAME,
VALUATION_TIME);
s_logger.info("Got results:\n" + bundle.toString());
}
}