Package com.opengamma.financial.analytics.ircurve

Examples of com.opengamma.financial.analytics.ircurve.StripInstrumentType

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    return message;
  }

  @Override
  public FixedIncomeStrip buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    final StripInstrumentType type = deserializer.fieldValueToObject(StripInstrumentType.class, message.getByName(TYPE));
    final String conventionName = message.getString(CONVENTION_NAME);
    final Tenor tenor = deserializer.fieldValueToObject(Tenor.class, message.getByName(TENOR));
    if (type == StripInstrumentType.FUTURE) {
      final int numFutures = message.getInt(NUM_FUTURES);
      return new FixedIncomeStrip(type, tenor, numFutures, conventionName);
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  }

  @Override
  public SyntheticIdentifierCurveInstrumentProvider buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    final Currency ccy = Currency.of(message.getString(CURRENCY_FIELD));
    final StripInstrumentType stripType = StripInstrumentType.valueOf(message.getString(STRIP_TYPE_FIELD));
    final ExternalScheme scheme = ExternalScheme.of(message.getString(SCHEME_FIELD));
    if (message.hasField(DATA_FIELD) && message.hasField(TYPE_FIELD)) {
      final String dataField = message.getString(DATA_FIELD);
      final DataFieldType fieldType = DataFieldType.valueOf(message.getString(TYPE_FIELD));
      return new SyntheticIdentifierCurveInstrumentProvider(ccy, stripType, scheme, dataField, fieldType);
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Related Classes of com.opengamma.financial.analytics.ircurve.StripInstrumentType

  • com.opengamma.financial.fudgemsg.FixedIncomeStripFudgeBuilder
  • com.opengamma.financial.fudgemsg.SyntheticIdentifierCurveInstrumentProviderFudgeBuilder
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