/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.convention;
import java.util.ArrayList;
import java.util.Collection;
import org.threeten.bp.Period;
import com.opengamma.core.id.ExternalSchemes;
import com.opengamma.financial.convention.businessday.BusinessDayConvention;
import com.opengamma.financial.convention.businessday.BusinessDayConventions;
import com.opengamma.financial.convention.daycount.DayCount;
import com.opengamma.financial.convention.daycount.DayCounts;
import com.opengamma.id.ExternalId;
import com.opengamma.id.ExternalIdBundle;
import com.opengamma.id.ExternalScheme;
import com.opengamma.id.UniqueId;
import com.opengamma.util.ArgumentChecker;
/**
* An in-memory, statically initialized master for convention bundles and their meta-data.
*/
public class InMemoryConventionBundleMaster implements ConventionBundleMaster {
/**
* Scheme to use when specifying rates with simple descriptions e.g. 'LIBOR O/N', 'LIBOR 1w' etc.
*/
public static final ExternalScheme SIMPLE_NAME_SCHEME = ExternalScheme.of("Reference Rate Simple Name");
/**
* Scheme to use when specifying rates using the OpenGamma Synthetic Ticker system
*/
public static final ExternalScheme OG_SYNTHETIC_TICKER = ExternalSchemes.OG_SYNTHETIC_TICKER;
/**
* Scheme of the unique identifiers generated by this repository.
*/
public static final ExternalScheme IN_MEMORY_UNIQUE_SCHEME = ExternalScheme.of("In-memory Reference Rate unique");
/**
* Scheme to use when specifying exchange names with simple descriptions e.g. "CME"
*/
public static final ExternalScheme SIMPLE_EXCHANGE_NAME_SCHEME = ExternalScheme.of("Exchange Simple Name");
/**
* Data store for the conventions.
*/
private final ExternalIdBundleMapper<ConventionBundle> _mapper = new ExternalIdBundleMapper<>(IN_MEMORY_UNIQUE_SCHEME.getName());
private ConventionBundleMasterUtils _utils;
/**
* Creates an instance.
*/
public InMemoryConventionBundleMaster() {
init();
}
protected void init() {
_utils = new ConventionBundleMasterUtils(this);
AUConventions.addFixedIncomeInstrumentConventions(this);
BRConventions.addFixedIncomeInstrumentConventions(this);
CAConventions.addFixedIncomeInstrumentConventions(this);
CAConventions.addCorporateBondConvention(this);
CHConventions.addFixedIncomeInstrumentConventions(this);
CHConventions.addTreasuryBondConvention(this);
CHConventions.addCorporateBondConvention(this);
CLConventions.addFixedIncomeInstrumentConventions(this);
CNConventions.addFixedIncomeInstrumentConventions(this);
DKConventions.addFixedIncomeInstrumentConventions(this);
EUConventions.addFixedIncomeInstrumentConventions(this);
GBConventions.addFixedIncomeInstrumentConventions(this);
GBConventions.addTreasuryBondConvention(this);
GBConventions.addCorporateBondConvention(this);
GBConventions.addInflationBondConvention(this);
GBConventions.addNLInflationBondConvention(this);
GBConventions.addJEInflationBondConvention(this);
GBConventions.addKYInflationBondConvention(this);
GBConventions.addUSInflationBondConvention(this);
GBConventions.addBondFutureConvention(this);
HKConventions.addFixedIncomeInstrumentConventions(this);
HUConventions.addFixedIncomeInstrumentConventions(this);
INConventions.addFixedIncomeInstrumentConventions(this);
JPConventions.addFixedIncomeInstrumentConventions(this);
KRConventions.addFixedIncomeInstrumentConventions(this);
MXConventions.addFixedIncomeInstrumentConventions(this);
NZConventions.addFixedIncomeInstrumentConventions(this);
RUConventions.addFixedIncomeInstrumentConventions(this);
SEConventions.addFixedIncomeInstrumentConventions(this);
TWConventions.addFixedIncomeInstrumentConventions(this);
USConventions.addFixedIncomeInstrumentConventions(this);
USConventions.addCAPMConvention(this);
USConventions.addTreasuryBondConvention(this);
USConventions.addCorporateBondConvention(this);
USConventions.addBondFutureConvention(this);
addHUFixedIncomeInstruments();
addITFixedIncomeInstruments();
addDEFixedIncomeInstruments();
addFRFixedIncomeInstruments();
addSEFixedIncomeInstruments();
addATTreasuryBondConvention();
addBETreasuryBondConvention();
addIETreasuryBondConvention();
addLUTreasuryBondConvention();
addLUCorporateBondConvention();
addBHTreasuryBondConvention();
addBHCorporateBondConvention();
addSETreasuryBondConvention();
addSECorporateBondConvention();
addFRTreasuryBondConvention();
addFRCorporateBondConvention();
addPLTreasuryBondConvention();
addPLCorporateBondConvention();
addESTreasuryBondConvention();
addESCorporateBondConvention();
addNLTreasuryBondConvention();
addNLCorporateBondConvention();
addDETreasuryBondConvention();
addDECorporateBondConvention();
addITTreasuryBondConvention();
addITCorporateBondConvention();
addHUTreasuryBondConvention();
addHUCorporateBondConvention();
addDummyTreasuryBondConvention("MX");
addDummyTreasuryBondConvention("UG");
addDummyTreasuryBondConvention("JP");
addDummyCorporateBondConvention("JE"); // Jersey!!
addDummyCorporateBondConvention("DK");
addDummyCorporateBondConvention("KY");
addDummyCorporateBondConvention("AU");
addDummyCorporateBondConvention("BM");
addDummyCorporateBondConvention("NO");
addDummyCorporateBondConvention("SNAT");
addDummyCorporateBondConvention("MX");
addDummyCorporateBondConvention("IE");
addDummyCorporateBondConvention("SG");
addDummyCorporateBondConvention("BE");
addDummyCorporateBondConvention("NZ");
ExchangeConventions.addExchangeFutureOptionConventions(this);
}
@Override
public UniqueId add(final ExternalIdBundle bundle, final ConventionBundleImpl convention) {
final UniqueId uid = _mapper.add(bundle, convention);
// REVIEW Andrew 2013-11-27 -- should we be setting the identifier bundle into the convention here - convention.setIdentifiers(bundle); - ?
convention.setUniqueId(uid);
return uid;
}
@Override
public ConventionBundleDocument getConventionBundle(final UniqueId uniqueId) {
return new ConventionBundleDocument(_mapper.get(uniqueId));
}
@Override
public ConventionBundleSearchResult searchConventionBundle(final ConventionBundleSearchRequest request) {
final Collection<ConventionBundle> collection = _mapper.get(request.getIdentifiers());
return new ConventionBundleSearchResult(wrapReferenceRatesWithDocuments(collection));
}
@Override
public ConventionBundleSearchResult searchHistoricConventionBundle(final ConventionBundleSearchHistoricRequest request) {
final Collection<ConventionBundle> collection = _mapper.get(request.getIdentifiers());
return new ConventionBundleSearchResult(wrapReferenceRatesWithDocuments(collection));
}
/*package*/Collection<ConventionBundle> getAll() {
return _mapper.getAll();
}
private Collection<ConventionBundleDocument> wrapReferenceRatesWithDocuments(final Collection<ConventionBundle> referenceRates) {
final Collection<ConventionBundleDocument> results = new ArrayList<>(referenceRates.size());
for (final ConventionBundle referenceRate : referenceRates) {
results.add(new ConventionBundleDocument(referenceRate));
}
return results;
}
private void addHUFixedIncomeInstruments() {
final BusinessDayConvention modified = BusinessDayConventions.MODIFIED_FOLLOWING;
final BusinessDayConvention following = BusinessDayConventions.FOLLOWING;
final DayCount act360 = DayCounts.ACT_360;
final DayCount act365 = DayCounts.ACT_365;
//Identifiers for external data
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFCASHP1D")), "HUFCASHP1D", act360, following, Period.ofDays(1), 0, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFCASHP1M")), "HUFCASHP1M", act360, modified, Period.ofMonths(1), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFCASHP2M")), "HUFCASHP2M", act360, modified, Period.ofMonths(2), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFCASHP3M")), "HUFCASHP3M", act360, modified, Period.ofMonths(3), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFCASHP4M")), "HUFCASHP4M", act360, modified, Period.ofMonths(4), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFCASHP5M")), "HUFCASHP5M", act360, modified, Period.ofMonths(5), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFCASHP6M")), "HUFCASHP6M", act360, modified, Period.ofMonths(6), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFCASHP7M")), "HUFCASHP7M", act360, modified, Period.ofMonths(7), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFCASHP8M")), "HUFCASHP8M", act360, modified, Period.ofMonths(8), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFCASHP9M")), "HUFCASHP9M", act360, modified, Period.ofMonths(9), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFCASHP10M")), "HUFCASHP10M", act360, modified, Period.ofMonths(10), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFCASHP11M")), "HUFCASHP11M", act360, modified, Period.ofMonths(11), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFCASHP12M")), "HUFCASHP12M", act360, modified, Period.ofMonths(12), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFSWAPP2Y")), "HUFSWAPP2Y", act365, modified, Period.ofYears(2), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFSWAPP3Y")), "HUFSWAPP3Y", act365, modified, Period.ofYears(3), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFSWAPP4Y")), "HUFSWAPP4Y", act365, modified, Period.ofYears(4), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFSWAPP5Y")), "HUFSWAPP5Y", act365, modified, Period.ofYears(5), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFSWAPP6Y")), "HUFSWAPP6Y", act365, modified, Period.ofYears(6), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFSWAPP7Y")), "HUFSWAPP7Y", act365, modified, Period.ofYears(7), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFSWAPP8Y")), "HUFSWAPP8Y", act365, modified, Period.ofYears(8), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFSWAPP9Y")), "HUFSWAPP9Y", act365, modified, Period.ofYears(9), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HUFSWAPP10Y")), "HUFSWAPP10Y", act365, modified, Period.ofYears(10), 2, false, null);
}
private void addITFixedIncomeInstruments() {
final BusinessDayConvention modified = BusinessDayConventions.MODIFIED_FOLLOWING;
final BusinessDayConvention following = BusinessDayConventions.FOLLOWING;
final DayCount act360 = DayCounts.ACT_360;
final DayCount thirty360 = DayCounts.THIRTY_U_360;
//Identifiers for external data
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLCASHP1D")), "ITLCASHP1D", act360, following, Period.ofDays(1), 0, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLCASHP1M")), "ITLCASHP1M", act360, modified, Period.ofMonths(1), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLCASHP2M")), "ITLCASHP2M", act360, modified, Period.ofMonths(2), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLCASHP3M")), "ITLCASHP3M", act360, modified, Period.ofMonths(3), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLCASHP4M")), "ITLCASHP4M", act360, modified, Period.ofMonths(4), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLCASHP5M")), "ITLCASHP5M", act360, modified, Period.ofMonths(5), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLCASHP6M")), "ITLCASHP6M", act360, modified, Period.ofMonths(6), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLCASHP7M")), "ITLCASHP7M", act360, modified, Period.ofMonths(7), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLCASHP8M")), "ITLCASHP8M", act360, modified, Period.ofMonths(8), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLCASHP9M")), "ITLCASHP9M", act360, modified, Period.ofMonths(9), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLCASHP10M")), "ITLCASHP10M", act360, modified, Period.ofMonths(10), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLCASHP11M")), "ITLCASHP11M", act360, modified, Period.ofMonths(11), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLCASHP12M")), "ITLCASHP12M", act360, modified, Period.ofMonths(12), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP2Y")), "ITLSWAPP2Y", thirty360, modified, Period.ofYears(2), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP3Y")), "ITLSWAPP3Y", thirty360, modified, Period.ofYears(3), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP4Y")), "ITLSWAPP4Y", thirty360, modified, Period.ofYears(4), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP5Y")), "ITLSWAPP5Y", thirty360, modified, Period.ofYears(5), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP6Y")), "ITLSWAPP6Y", thirty360, modified, Period.ofYears(6), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP7Y")), "ITLSWAPP7Y", thirty360, modified, Period.ofYears(7), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP8Y")), "ITLSWAPP8Y", thirty360, modified, Period.ofYears(8), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP9Y")), "ITLSWAPP9Y", thirty360, modified, Period.ofYears(9), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP10Y")), "ITLSWAPP10Y", thirty360, modified, Period.ofYears(10), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP12Y")), "ITLSWAPP12Y", thirty360, modified, Period.ofYears(12), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP15Y")), "ITLSWAPP15Y", thirty360, modified, Period.ofYears(15), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP20Y")), "ITLSWAPP20Y", thirty360, modified, Period.ofYears(20), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP25Y")), "ITLSWAPP25Y", thirty360, modified, Period.ofYears(25), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP30Y")), "ITLSWAPP30Y", thirty360, modified, Period.ofYears(30), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP40Y")), "ITLSWAPP40Y", thirty360, modified, Period.ofYears(40), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP50Y")), "ITLSWAPP50Y", thirty360, modified, Period.ofYears(50), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ITLSWAPP60Y")), "ITLSWAPP80Y", thirty360, modified, Period.ofYears(80), 2, false, null);
}
private void addDEFixedIncomeInstruments() {
final BusinessDayConvention modified = BusinessDayConventions.MODIFIED_FOLLOWING;
final BusinessDayConvention following = BusinessDayConventions.FOLLOWING;
final DayCount act360 = DayCounts.ACT_360;
final DayCount thirty360 = DayCounts.THIRTY_U_360;
//Identifiers for external data
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMCASHP1D")), "DEMCASHP1D", act360, following, Period.ofDays(1), 0, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMCASHP1M")), "DEMCASHP1M", act360, modified, Period.ofMonths(1), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMCASHP2M")), "DEMCASHP2M", act360, modified, Period.ofMonths(2), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMCASHP3M")), "DEMCASHP3M", act360, modified, Period.ofMonths(3), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMCASHP4M")), "DEMCASHP4M", act360, modified, Period.ofMonths(4), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMCASHP5M")), "DEMCASHP5M", act360, modified, Period.ofMonths(5), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMCASHP6M")), "DEMCASHP6M", act360, modified, Period.ofMonths(6), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMCASHP7M")), "DEMCASHP7M", act360, modified, Period.ofMonths(7), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMCASHP8M")), "DEMCASHP8M", act360, modified, Period.ofMonths(8), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMCASHP9M")), "DEMCASHP9M", act360, modified, Period.ofMonths(9), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMCASHP10M")), "DEMCASHP10M", act360, modified, Period.ofMonths(10), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMCASHP11M")), "DEMCASHP11M", act360, modified, Period.ofMonths(11), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMCASHP12M")), "DEMCASHP12M", act360, modified, Period.ofMonths(12), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP2Y")), "DEMSWAPP2Y", thirty360, modified, Period.ofYears(2), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP3Y")), "DEMSWAPP3Y", thirty360, modified, Period.ofYears(3), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP4Y")), "DEMSWAPP4Y", thirty360, modified, Period.ofYears(4), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP5Y")), "DEMSWAPP5Y", thirty360, modified, Period.ofYears(5), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP6Y")), "DEMSWAPP6Y", thirty360, modified, Period.ofYears(6), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP7Y")), "DEMSWAPP7Y", thirty360, modified, Period.ofYears(7), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP8Y")), "DEMSWAPP8Y", thirty360, modified, Period.ofYears(8), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP9Y")), "DEMSWAPP9Y", thirty360, modified, Period.ofYears(9), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP10Y")), "DEMSWAPP10Y", thirty360, modified, Period.ofYears(10), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP12Y")), "DEMSWAPP12Y", thirty360, modified, Period.ofYears(12), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP15Y")), "DEMSWAPP15Y", thirty360, modified, Period.ofYears(15), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP20Y")), "DEMSWAPP20Y", thirty360, modified, Period.ofYears(20), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP25Y")), "DEMSWAPP25Y", thirty360, modified, Period.ofYears(25), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP30Y")), "DEMSWAPP30Y", thirty360, modified, Period.ofYears(30), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP40Y")), "DEMSWAPP40Y", thirty360, modified, Period.ofYears(40), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP50Y")), "DEMSWAPP50Y", thirty360, modified, Period.ofYears(50), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DEMSWAPP60Y")), "DEMSWAPP80Y", thirty360, modified, Period.ofYears(80), 2, false, null);
}
private void addFRFixedIncomeInstruments() {
final BusinessDayConvention modified = BusinessDayConventions.MODIFIED_FOLLOWING;
final BusinessDayConvention following = BusinessDayConventions.FOLLOWING;
final DayCount act360 = DayCounts.ACT_360;
final DayCount thirty360 = DayCounts.THIRTY_U_360;
//Identifiers for external data
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFCASHP1D")), "FRFCASHP1D", act360, following, Period.ofDays(1), 0, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFCASHP1M")), "FRFCASHP1M", act360, modified, Period.ofMonths(1), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFCASHP2M")), "FRFCASHP2M", act360, modified, Period.ofMonths(2), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFCASHP3M")), "FRFCASHP3M", act360, modified, Period.ofMonths(3), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFCASHP4M")), "FRFCASHP4M", act360, modified, Period.ofMonths(4), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFCASHP5M")), "FRFCASHP5M", act360, modified, Period.ofMonths(5), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFCASHP6M")), "FRFCASHP6M", act360, modified, Period.ofMonths(6), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFCASHP7M")), "FRFCASHP7M", act360, modified, Period.ofMonths(7), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFCASHP8M")), "FRFCASHP8M", act360, modified, Period.ofMonths(8), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFCASHP9M")), "FRFCASHP9M", act360, modified, Period.ofMonths(9), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFCASHP10M")), "FRFCASHP10M", act360, modified, Period.ofMonths(10), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFCASHP11M")), "FRFCASHP11M", act360, modified, Period.ofMonths(11), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFCASHP12M")), "FRFCASHP12M", act360, modified, Period.ofMonths(12), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP2Y")), "FRFSWAPP2Y", thirty360, modified, Period.ofYears(2), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP3Y")), "FRFSWAPP3Y", thirty360, modified, Period.ofYears(3), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP4Y")), "FRFSWAPP4Y", thirty360, modified, Period.ofYears(4), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP5Y")), "FRFSWAPP5Y", thirty360, modified, Period.ofYears(5), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP6Y")), "FRFSWAPP6Y", thirty360, modified, Period.ofYears(6), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP7Y")), "FRFSWAPP7Y", thirty360, modified, Period.ofYears(7), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP8Y")), "FRFSWAPP8Y", thirty360, modified, Period.ofYears(8), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP9Y")), "FRFSWAPP9Y", thirty360, modified, Period.ofYears(9), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP10Y")), "FRFSWAPP10Y", thirty360, modified, Period.ofYears(10), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP12Y")), "FRFSWAPP12Y", thirty360, modified, Period.ofYears(12), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP15Y")), "FRFSWAPP15Y", thirty360, modified, Period.ofYears(15), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP20Y")), "FRFSWAPP20Y", thirty360, modified, Period.ofYears(20), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP25Y")), "FRFSWAPP25Y", thirty360, modified, Period.ofYears(25), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP30Y")), "FRFSWAPP30Y", thirty360, modified, Period.ofYears(30), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP40Y")), "FRFSWAPP40Y", thirty360, modified, Period.ofYears(40), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP50Y")), "FRFSWAPP50Y", thirty360, modified, Period.ofYears(50), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FRFSWAPP60Y")), "FRFSWAPP80Y", thirty360, modified, Period.ofYears(80), 2, false, null);
}
private void addSEFixedIncomeInstruments() {
final BusinessDayConvention modified = BusinessDayConventions.MODIFIED_FOLLOWING;
final BusinessDayConvention following = BusinessDayConventions.FOLLOWING;
final DayCount act360 = DayCounts.ACT_360;
final DayCount act365 = DayCounts.ACT_365;
//Identifiers for external data
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKCASHP1D")), "SEKCASHP1D", act360, following, Period.ofDays(1), 0, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKCASHP1M")), "SEKCASHP1M", act360, modified, Period.ofMonths(1), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKCASHP2M")), "SEKCASHP2M", act360, modified, Period.ofMonths(2), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKCASHP3M")), "SEKCASHP3M", act360, modified, Period.ofMonths(3), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKCASHP4M")), "SEKCASHP4M", act360, modified, Period.ofMonths(4), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKCASHP5M")), "SEKCASHP5M", act360, modified, Period.ofMonths(5), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKCASHP6M")), "SEKCASHP6M", act360, modified, Period.ofMonths(6), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKCASHP7M")), "SEKCASHP7M", act360, modified, Period.ofMonths(7), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKCASHP8M")), "SEKCASHP8M", act360, modified, Period.ofMonths(8), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKCASHP9M")), "SEKCASHP9M", act360, modified, Period.ofMonths(9), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKCASHP10M")), "SEKCASHP10M", act365, modified, Period.ofMonths(10), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKCASHP11M")), "SEKCASHP11M", act365, modified, Period.ofMonths(11), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKCASHP12M")), "SEKCASHP12M", act360, modified, Period.ofMonths(12), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP2Y")), "SEKSWAPP2Y", act360, modified, Period.ofYears(2), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP3Y")), "SEKSWAPP3Y", act360, modified, Period.ofYears(3), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP4Y")), "SEKSWAPP4Y", act360, modified, Period.ofYears(4), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP5Y")), "SEKSWAPP5Y", act360, modified, Period.ofYears(5), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP6Y")), "SEKSWAPP6Y", act360, modified, Period.ofYears(6), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP7Y")), "SEKSWAPP7Y", act360, modified, Period.ofYears(7), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP8Y")), "SEKSWAPP8Y", act360, modified, Period.ofYears(8), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP9Y")), "SEKSWAPP9Y", act360, modified, Period.ofYears(9), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP10Y")), "SEKSWAPP10Y", act360, modified, Period.ofYears(10), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP12Y")), "SEKSWAPP12Y", act360, modified, Period.ofYears(12), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP15Y")), "SEKSWAPP15Y", act360, modified, Period.ofYears(15), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP20Y")), "SEKSWAPP20Y", act360, modified, Period.ofYears(20), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP25Y")), "SEKSWAPP25Y", act360, modified, Period.ofYears(25), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP30Y")), "SEKSWAPP30Y", act360, modified, Period.ofYears(30), 2, false, null);
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SEKSWAPP40Y")), "SEKSWAPP40Y", act360, modified, Period.ofYears(40), 2, false, null);
}
//TODO all of the conventions named treasury need to be changed - after we can differentiate T-bills, Treasuries, etc
private void addATTreasuryBondConvention() { // Government Austria
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "AT_TREASURY_BOND_CONVENTION")), "AT_TREASURY_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed - after we can differentiate T-bills, Treasuries, etc
private void addBETreasuryBondConvention() { // Government Belgium
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "BE_TREASURY_BOND_CONVENTION")), "BE_TREASURY_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed - after we can differentiate T-bills, Treasuries, etc
private void addIETreasuryBondConvention() { // Government Ireland
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "IE_TREASURY_BOND_CONVENTION")), "IE_TREASURY_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed - after we can differentiate T-bills, Treasuries, etc
private void addLUTreasuryBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "LU_TREASURY_BOND_CONVENTION")), "LU_TREASURY_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed
private void addLUCorporateBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "LU_CORPORATE_BOND_CONVENTION")), "LU_CORPORATE_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed
private void addHUTreasuryBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HU_TREASURY_BOND_CONVENTION")), "HU_TREASURY_BOND_CONVENTION", true, true, 0, 2, true);
}
//TODO all of the conventions named treasury need to be changed
private void addHUCorporateBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "HU_CORPORATE_BOND_CONVENTION")), "HU_CORPORATE_BOND_CONVENTION", true, true, 0, 2, true);
}
//TODO all of the conventions named treasury need to be changed
private void addITTreasuryBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "IT_TREASURY_BOND_CONVENTION")), "IT_TREASURY_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed
private void addITCorporateBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "IT_CORPORATE_BOND_CONVENTION")), "IT_CORPORATE_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed
private void addDETreasuryBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DE_TREASURY_BOND_CONVENTION")), "DE_TREASURY_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed
private void addDECorporateBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "DE_CORPORATE_BOND_CONVENTION")), "DE_CORPORATE_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed
private void addESTreasuryBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ES_TREASURY_BOND_CONVENTION")), "ES_TREASURY_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed
private void addESCorporateBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "ES_CORPORATE_BOND_CONVENTION")), "ES_CORPORATE_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed
private void addNLTreasuryBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "NL_TREASURY_BOND_CONVENTION")), "NL_TREASURY_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed
private void addNLCorporateBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "NL_CORPORATE_BOND_CONVENTION")), "NL_CORPORATE_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed
private void addPLTreasuryBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "PL_TREASURY_BOND_CONVENTION")), "PL_TREASURY_BOND_CONVENTION", true, true, 10, 2, true);
}
//TODO all of the conventions named treasury need to be changed
private void addPLCorporateBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "PL_CORPORATE_BOND_CONVENTION")), "PL_CORPORATE_BOND_CONVENTION", true, true, 10, 2, true);
}
//TODO all of the conventions named treasury need to be changed
private void addFRTreasuryBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FR_TREASURY_BOND_CONVENTION")), "FR_TREASURY_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed
private void addFRCorporateBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "FR_CORPORATE_BOND_CONVENTION")), "FR_CORPORATE_BOND_CONVENTION", true, true, 0, 3, true);
}
//TODO all of the conventions named treasury need to be changed
private void addBHTreasuryBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "BH_TREASURY_BOND_CONVENTION")), "BH_TREASURY_BOND_CONVENTION", true, true, 0, 1, true);
}
//TODO all of the conventions named treasury need to be changed
private void addBHCorporateBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "BH_CORPORATE_BOND_CONVENTION")), "BH_CORPORATE_BOND_CONVENTION", true, true, 0, 1, true);
}
//TODO all of the conventions named treasury need to be changed
private void addSETreasuryBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SE_TREASURY_BOND_CONVENTION")), "SE_TREASURY_BOND_CONVENTION", true, true, 4, 3, true);
}
//TODO all of the conventions named treasury need to be changed
private void addSECorporateBondConvention() {
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, "SE_CORPORATE_BOND_CONVENTION")), "SE_CORPORATE_BOND_CONVENTION", true, true, 4, 3, true);
}
private void addDummyTreasuryBondConvention(final String domicile) {
final String name = domicile + "_TREASURY_BOND_CONVENTION";
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, name)), name, true, true, 0, 3, true);
}
private void addDummyCorporateBondConvention(final String domicile) {
final String name = domicile + "_CORPORATE_BOND_CONVENTION";
_utils.addConventionBundle(ExternalIdBundle.of(ExternalId.of(SIMPLE_NAME_SCHEME, name)), name, true, true, 0, 3, true);
}
/**
* Creates a simple name security Id.
* <p>
*
* @param securityId the simple name security id, not null
* @return the security identifier, not null
*/
public static ExternalId simpleNameSecurityId(final String securityId) {
ArgumentChecker.notNull(securityId, "code");
if (securityId.length() == 0) {
throw new IllegalArgumentException("SecurityId is invalid: " + securityId);
}
return ExternalId.of(SIMPLE_NAME_SCHEME, securityId);
}
/**
* Creates a simple exchange name id.
* <p>
*
* @param exchangeName the simple exchange name, not null
* @return the exchange identifier, not null
*/
public static ExternalId simpleExchangeNameSecurityId(final String exchangeName) {
ArgumentChecker.notNull(exchangeName, "exchange name");
if (exchangeName.length() == 0) {
throw new IllegalArgumentException("Exchange name is invalid: " + exchangeName);
}
return ExternalId.of(SIMPLE_EXCHANGE_NAME_SCHEME, exchangeName);
}
}