/** * 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.id.ExternalIdFudgeBuilder; import com.opengamma.util.fudgemsg.AbstractFudgeBuilder; import com.opengamma.util.money.Currency; import com.opengamma.util.time.ExpiryFudgeBuilder; /** * A Fudge builder for {@code EquityBarrierOptionSecurity}. */ @FudgeBuilderFor(EquityBarrierOptionSecurity.class) public class EquityBarrierOptionSecurityFudgeBuilder extends AbstractFudgeBuilder implements FudgeBuilder<EquityBarrierOptionSecurity> { /** Field name. */ public static final String OPTION_TYPE_FIELD_NAME = "optionType"; /** Field name. */ public static final String STRIKE_FIELD_NAME = "strike"; /** Field name. */ public static final String CURRENCY_FIELD_NAME = "currency"; /** Field name. */ public static final String UNDERLYING_IDENTIFIER_FIELD_NAME = "underlyingIdentifier"; /** Field name. */ public static final String EXERCISE_TYPE_FIELD_NAME = "exerciseType"; /** Field name. */ public static final String EXPIRY_FIELD_NAME = "expiry"; /** Field name. */ public static final String POINT_VALUE_FIELD_NAME = "pointValue"; /** Field name. */ public static final String EXCHANGE_FIELD_NAME = "exchange"; /** Field name. */ public static final String BARRIER_TYPE_FIELD_NAME = "barrierType"; /** Field name. */ public static final String BARRIER_DIRECTION_FIELD_NAME = "barrierDirection"; /** Field name. */ public static final String MONITORING_TYPE_FIELD_NAME = "monitoringType"; /** Field name. */ public static final String SAMPLING_FREQUENCY_FIELD_NAME = "samplingFrequency"; /** Field name. */ public static final String BARRIER_LEVEL_FIELD_NAME = "barrierLevel"; @Override public MutableFudgeMsg buildMessage(FudgeSerializer serializer, EquityBarrierOptionSecurity object) { final MutableFudgeMsg msg = serializer.newMessage(); EquityBarrierOptionSecurityFudgeBuilder.toFudgeMsg(serializer, object, msg); return msg; } public static void toFudgeMsg(FudgeSerializer serializer, EquityBarrierOptionSecurity object, final MutableFudgeMsg msg) { FinancialSecurityFudgeBuilder.toFudgeMsg(serializer, object, msg); addToMessage(msg, OPTION_TYPE_FIELD_NAME, object.getOptionType()); addToMessage(msg, STRIKE_FIELD_NAME, object.getStrike()); addToMessage(msg, CURRENCY_FIELD_NAME, object.getCurrency()); addToMessage(msg, UNDERLYING_IDENTIFIER_FIELD_NAME, ExternalIdFudgeBuilder.toFudgeMsg(serializer, object.getUnderlyingId())); addToMessage(msg, EXERCISE_TYPE_FIELD_NAME, ExerciseTypeFudgeBuilder.toFudgeMsg(serializer, object.getExerciseType())); addToMessage(msg, EXPIRY_FIELD_NAME, ExpiryFudgeBuilder.toFudgeMsg(serializer, object.getExpiry())); addToMessage(msg, POINT_VALUE_FIELD_NAME, object.getPointValue()); addToMessage(msg, EXCHANGE_FIELD_NAME, object.getExchange()); addToMessage(msg, BARRIER_TYPE_FIELD_NAME, object.getBarrierType()); addToMessage(msg, BARRIER_DIRECTION_FIELD_NAME, object.getBarrierDirection()); addToMessage(msg, MONITORING_TYPE_FIELD_NAME, object.getMonitoringType()); addToMessage(msg, SAMPLING_FREQUENCY_FIELD_NAME, object.getSamplingFrequency()); addToMessage(msg, BARRIER_LEVEL_FIELD_NAME, object.getBarrierLevel()); } @Override public EquityBarrierOptionSecurity buildObject(FudgeDeserializer deserializer, FudgeMsg msg) { EquityBarrierOptionSecurity object = new EquityBarrierOptionSecurity(); EquityBarrierOptionSecurityFudgeBuilder.fromFudgeMsg(deserializer, msg, object); return object; } public static void fromFudgeMsg(FudgeDeserializer deserializer, FudgeMsg msg, EquityBarrierOptionSecurity object) { FinancialSecurityFudgeBuilder.fromFudgeMsg(deserializer, msg, object); object.setOptionType(msg.getFieldValue(OptionType.class, msg.getByName(OPTION_TYPE_FIELD_NAME))); object.setStrike(msg.getDouble(STRIKE_FIELD_NAME)); object.setCurrency(msg.getValue(Currency.class, CURRENCY_FIELD_NAME)); object.setUnderlyingId(ExternalIdFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(UNDERLYING_IDENTIFIER_FIELD_NAME))); object.setExerciseType(ExerciseTypeFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(EXERCISE_TYPE_FIELD_NAME))); object.setExpiry(ExpiryFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(EXPIRY_FIELD_NAME))); object.setPointValue(msg.getDouble(POINT_VALUE_FIELD_NAME)); object.setExchange(msg.getString(EXCHANGE_FIELD_NAME)); object.setBarrierType(msg.getFieldValue(BarrierType.class, msg.getByName(BARRIER_TYPE_FIELD_NAME))); object.setBarrierDirection(msg.getFieldValue(BarrierDirection.class, msg.getByName(BARRIER_DIRECTION_FIELD_NAME))); object.setMonitoringType(msg.getFieldValue(MonitoringType.class, msg.getByName(MONITORING_TYPE_FIELD_NAME))); object.setSamplingFrequency(msg.getFieldValue(SamplingFrequency.class, msg.getByName(SAMPLING_FREQUENCY_FIELD_NAME))); object.setBarrierLevel(msg.getDouble(BARRIER_LEVEL_FIELD_NAME)); } }