/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.solutions.library.tool;
import java.io.IOException;
import java.util.Set;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.threeten.bp.ZonedDateTime;
import com.google.common.collect.Sets;
import com.google.inject.Guice;
import com.google.inject.Injector;
import com.google.inject.Module;
import com.opengamma.sesame.engine.Results;
import com.opengamma.solutions.library.engine.EngineModule;
import com.opengamma.solutions.library.storage.InMemoryStorageModule;
import com.opengamma.solutions.library.storage.SourcesModule;
import com.opengamma.solutions.util.ViewUtils;
import com.opengamma.util.time.DateUtils;
/**
* Bond Future example
*/
public class BondFuturePricerExample {
private static final Logger s_logger = LoggerFactory.getLogger(BondFuturePricerExample.class);
private static final String DISCOUNTING_CURVES = "bond-data/curves/discounting-curves.csv";
private static final String ISSUER_CURVES = "bond-data/curves/issuer-curves.csv";
private static final String TRADES = "bond-data/trades/bond-futures.csv";
private static final String BONDS = "bond-data/trades/bonds.csv";
private static final String HOLIDAYS = "bond-data/calendars/holidays.csv";
private static final ZonedDateTime VALUATION_TIME = DateUtils.getUTCDate(2015, 5, 12);
/**
* Entry point to running the Bond Future Pricer.
* Log calculation results to the console
* @param args, no args are need to run this tool
*/
public static void main(String[] args) throws IOException {
Set<Module> modules = Sets.newHashSet();
modules.add(new InMemoryStorageModule());
modules.add(new SourcesModule());
modules.add(new EngineModule());
Injector injector = Guice.createInjector(modules);
BondFuturePricer pricer = injector.getInstance(BondFuturePricer.class);
Results results = pricer.price(VALUATION_TIME,
TRADES,
BONDS,
DISCOUNTING_CURVES,
ISSUER_CURVES,
HOLIDAYS);
s_logger.info("Got results:\n" + ViewUtils.format(results));
}
}