/** * 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 org.slf4j.Logger; import org.slf4j.LoggerFactory; import com.opengamma.financial.security.FinancialSecurityFudgeBuilder; import com.opengamma.financial.security.LongShort; import com.opengamma.util.fudgemsg.AbstractFudgeBuilder; import com.opengamma.util.money.Currency; import com.opengamma.util.time.ExpiryFudgeBuilder; import com.opengamma.util.time.ZonedDateTimeFudgeBuilder; /** * A Fudge builder for {@code FXOptionSecurity}. */ @FudgeBuilderFor(FXDigitalOptionSecurity.class) public class FXDigitalOptionSecurityFudgeBuilder extends AbstractFudgeBuilder implements FudgeBuilder<FXDigitalOptionSecurity> { private static final Logger s_logger = LoggerFactory.getLogger(FXDigitalOptionSecurityFudgeBuilder.class); /** Field name. */ public static final String PUT_CURRENCY_FIELD_NAME = "putCurrency"; /** Field name. */ public static final String CALL_CURRENCY_FIELD_NAME = "callCurrency"; /** Field name. */ public static final String PAYMENT_CURRENCY_FIELD_NAME = "paymentCurrency"; /** Field name. */ public static final String PUT_AMOUNT_FIELD_NAME = "putAmount"; /** Field name. */ public static final String CALL_AMOUNT_FIELD_NAME = "callAmount"; /** Field name. */ public static final String EXPIRY_FIELD_NAME = "expiry"; /** Field name. */ public static final String SETTLEMENT_DATE_FIELD_NAME = "settlementDate"; /** Field name. */ public static final String IS_LONG_FIELD_NAME = "isLong"; @Override public MutableFudgeMsg buildMessage(FudgeSerializer serializer, FXDigitalOptionSecurity object) { final MutableFudgeMsg msg = serializer.newMessage(); FXDigitalOptionSecurityFudgeBuilder.toFudgeMsg(serializer, object, msg); return msg; } public static void toFudgeMsg(FudgeSerializer serializer, FXDigitalOptionSecurity object, final MutableFudgeMsg msg) { FinancialSecurityFudgeBuilder.toFudgeMsg(serializer, object, msg); addToMessage(msg, PUT_CURRENCY_FIELD_NAME, object.getPutCurrency()); addToMessage(msg, CALL_CURRENCY_FIELD_NAME, object.getCallCurrency()); addToMessage(msg, PAYMENT_CURRENCY_FIELD_NAME, object.getPaymentCurrency()); addToMessage(msg, PUT_AMOUNT_FIELD_NAME, object.getPutAmount()); addToMessage(msg, CALL_AMOUNT_FIELD_NAME, object.getCallAmount()); addToMessage(msg, EXPIRY_FIELD_NAME, ExpiryFudgeBuilder.toFudgeMsg(serializer, object.getExpiry())); addToMessage(msg, SETTLEMENT_DATE_FIELD_NAME, ZonedDateTimeFudgeBuilder.toFudgeMsg(serializer, object.getSettlementDate())); addToMessage(msg, IS_LONG_FIELD_NAME, object.isLong()); } @Override public FXDigitalOptionSecurity buildObject(FudgeDeserializer deserializer, FudgeMsg msg) { FXDigitalOptionSecurity object = new FXDigitalOptionSecurity(); FXDigitalOptionSecurityFudgeBuilder.fromFudgeMsg(deserializer, msg, object); return object; } public static void fromFudgeMsg(FudgeDeserializer deserializer, FudgeMsg msg, FXDigitalOptionSecurity object) { FinancialSecurityFudgeBuilder.fromFudgeMsg(deserializer, msg, object); object.setPutCurrency(msg.getValue(Currency.class, PUT_CURRENCY_FIELD_NAME)); object.setCallCurrency(msg.getValue(Currency.class, CALL_CURRENCY_FIELD_NAME)); if (msg.hasField(PAYMENT_CURRENCY_FIELD_NAME)) { object.setPaymentCurrency(msg.getValue(Currency.class, PAYMENT_CURRENCY_FIELD_NAME)); } else { s_logger.warn("Found old version of FXDigitalOption, setting payment currency to put currency - this should not happen, report to support@opengamma.com"); object.setPaymentCurrency(object.getPutCurrency()); } object.setPutAmount(msg.getDouble(PUT_AMOUNT_FIELD_NAME)); object.setCallAmount(msg.getDouble(CALL_AMOUNT_FIELD_NAME)); object.setExpiry(ExpiryFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(EXPIRY_FIELD_NAME))); object.setSettlementDate(ZonedDateTimeFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(SETTLEMENT_DATE_FIELD_NAME))); object.setLongShort(LongShort.ofLong(msg.getBoolean(IS_LONG_FIELD_NAME))); } }