/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.fudgemsg;
import static com.opengamma.financial.analytics.volatility.surface.SurfaceInstrumentProvider.DATA_FIELD_NAME;
import static com.opengamma.financial.analytics.volatility.surface.SurfaceInstrumentProvider.POSTFIX_FIELD_NAME;
import static com.opengamma.financial.analytics.volatility.surface.SurfaceInstrumentProvider.PREFIX_FIELD_NAME;
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.core.id.ExternalSchemes;
import com.opengamma.financial.analytics.volatility.surface.BloombergBondFutureOptionVolatilitySurfaceInstrumentProvider;
/**
*
*/
@FudgeBuilderFor(BloombergBondFutureOptionVolatilitySurfaceInstrumentProvider.class)
public class BloombergBondFutureOptionVolatilitySurfaceInstrumentProviderFudgeBuilder implements FudgeBuilder<BloombergBondFutureOptionVolatilitySurfaceInstrumentProvider> {
private static final String CALL_FIELD_NAME = "useCallAboveStrikeValue";
private static final String EXCHANGE_ID_FIELD_NAME = "exchangeId";
private static final String SCHEME_NAME = "schemeName";
// backwards compatibility
private static final String DEFAULT_EXCHANGE_ID = "CBT";
@Override
public MutableFudgeMsg buildMessage(final FudgeSerializer serializer, final BloombergBondFutureOptionVolatilitySurfaceInstrumentProvider object) {
final MutableFudgeMsg message = serializer.newMessage();
FudgeSerializer.addClassHeader(message, BloombergBondFutureOptionVolatilitySurfaceInstrumentProvider.class);
message.add(PREFIX_FIELD_NAME, object.getFutureOptionPrefix());
message.add(POSTFIX_FIELD_NAME, object.getPostfix());
message.add(DATA_FIELD_NAME, object.getDataFieldName());
message.add(CALL_FIELD_NAME, object.useCallAboveStrike());
message.add(EXCHANGE_ID_FIELD_NAME, object.getExchangeIdName());
message.add(SCHEME_NAME, object.getSchemeName());
return message;
}
@Override
public BloombergBondFutureOptionVolatilitySurfaceInstrumentProvider buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
String futureOptionPrefix = message.getString(PREFIX_FIELD_NAME);
//backward compatibility
if (futureOptionPrefix == null) {
futureOptionPrefix = message.getString("futureOptionPrefix");
}
String postfix = message.getString(POSTFIX_FIELD_NAME);
//backward compatibility
if (postfix == null) {
postfix = message.getString("postfix");
}
String dataFieldName = message.getString(DATA_FIELD_NAME);
//backward compatibility
if (dataFieldName == null) {
dataFieldName = message.getString("dataFieldName");
}
String schemeName = message.getString(SCHEME_NAME);
if (schemeName == null) {
schemeName = ExternalSchemes.BLOOMBERG_TICKER_WEAK.getName();
}
final Double useCallAboveValue = message.getDouble(CALL_FIELD_NAME);
if (message.hasField(EXCHANGE_ID_FIELD_NAME)) {
final String exchangeId = message.getString(EXCHANGE_ID_FIELD_NAME);
return new BloombergBondFutureOptionVolatilitySurfaceInstrumentProvider(futureOptionPrefix, postfix, dataFieldName, useCallAboveValue, exchangeId, schemeName);
}
return new BloombergBondFutureOptionVolatilitySurfaceInstrumentProvider(futureOptionPrefix, postfix, dataFieldName, useCallAboveValue, DEFAULT_EXCHANGE_ID, schemeName);
}
}