/**
* Copyright (C) 2012 - 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.financial.analytics.volatility.surface.BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider;
/**
* SurfaceProvider provides ticker codes for creation of surfaces. These are serialized along with VolatilitySurfaceSpecification
*/
@FudgeBuilderFor(BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider.class)
public class BloombergEquityFutureOptionVolatilitySurfaceInstrumentProviderFudgeBuilder implements FudgeBuilder<BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider> {
/** The field indicating which value is the cutoff for asking for calls or puts */
private static final String CALL_FIELD_NAME = "useCallAboveStrikeValue";
/** The exchange id field name */
private static final String EXCHANGE_ID_FIELD_NAME = "exchangeId";
/** The ticker scheme name */
private static final String TICKER_SCHEME_NAME = "tickerScheme";
// backwards compatibility
/** The default value of the exchange id */
private static final String DEFAULT_EXCHANGE_ID = "CBT";
@Override
public MutableFudgeMsg buildMessage(final FudgeSerializer serializer, final BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider object) {
final MutableFudgeMsg message = serializer.newMessage();
FudgeSerializer.addClassHeader(message, BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider.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(TICKER_SCHEME_NAME, object.getSchemeName());
return message;
}
@Override
public BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider 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");
}
final Double useCallAboveValue = message.getDouble(CALL_FIELD_NAME);
if (message.hasField(EXCHANGE_ID_FIELD_NAME)) {
final String exchangeId = message.getString(EXCHANGE_ID_FIELD_NAME);
if (message.hasField(TICKER_SCHEME_NAME)) {
final String tickerScheme = message.getString(TICKER_SCHEME_NAME);
return new BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider(futureOptionPrefix, postfix, dataFieldName, useCallAboveValue, exchangeId, tickerScheme);
}
return new BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider(futureOptionPrefix, postfix, dataFieldName, useCallAboveValue, exchangeId);
}
if (message.hasField(TICKER_SCHEME_NAME)) { //this will never be hit, but better to be safe
final String tickerScheme = message.getString(TICKER_SCHEME_NAME);
return new BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider(futureOptionPrefix, postfix, dataFieldName, useCallAboveValue, DEFAULT_EXCHANGE_ID, tickerScheme);
}
return new BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider(futureOptionPrefix, postfix, dataFieldName, useCallAboveValue, DEFAULT_EXCHANGE_ID);
}
}