Examples of com.opengamma.core.marketdatasnapshot.impl.ManageableVolatilitySurfaceSnapshot

        ObjectsPair<Object, Object> volKey = Pair.of(x, y);
        dict.put(volKey, new ValueSnapshot(volatility));
      }
    }


    ManageableVolatilitySurfaceSnapshot ret = new ManageableVolatilitySurfaceSnapshot();
    ret.setValues(dict);
    return ret;
  }

  private void buildSurface(HashMap<String, Pair<VolatilitySurfaceKey, ManageableVolatilitySurfaceSnapshot>> surfaceBuilder,
                            Map<String, String> currentRow) {
    String name = currentRow.get(SnapshotColumns.NAME.get());


    if (!surfaceBuilder.containsKey(name)) {
      ManageableVolatilitySurfaceSnapshot surface = new ManageableVolatilitySurfaceSnapshot();
      VolatilitySurfaceKey key = new VolatilitySurfaceKey(UniqueId.parse(currentRow.get(SnapshotColumns.SURFACE_TARGET.get())),
                                                          currentRow.get(SnapshotColumns.NAME.get()),
                                                          currentRow.get(SnapshotColumns.SURFACE_INSTRUMENT_TYPE.get()),
                                                          currentRow.get(SnapshotColumns.SURFACE_QUOTE_TYPE.get()),
                                                          currentRow.get(SnapshotColumns.SURFACE_QUOTE_UNITS.get()));
      HashMap values = new HashMap<Pair<Object, Object>, ValueSnapshot>();


      values.put(Pair.of(currentRow.get(SnapshotColumns.SURFACE_X.get()),
                         currentRow.get(SnapshotColumns.SURFACE_Y.get())), createValueSnapshot(currentRow));
      surface.setValues(values);
      surfaceBuilder.put(name, Pair.of(key, surface));
    } else {
      surfaceBuilder.get(name).getSecond().getValues().put(createOrdinatePair(currentRow),
                                                           createValueSnapshot(currentRow));
    }

Examples of com.opengamma.core.marketdatasnapshot.impl.ManageableVolatilitySurfaceSnapshot

Related Classes of com.opengamma.core.marketdatasnapshot.impl.ManageableVolatilitySurfaceSnapshot