Package com.opengamma.util.time

Examples of com.opengamma.util.time.Tenor

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    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }

  @Override
  public CurveNodeWithIdentifier visitCreditSpreadNode(final CreditSpreadNode node) {
    final Tenor tenor = node.getTenor();
    final ExternalId identifier = _nodeIdMapper.getCreditSpreadNodeId(_curveDate, tenor);
    final String dataField = _nodeIdMapper.getCreditSpreadNodeDataField(tenor);
    final DataFieldType fieldType = _nodeIdMapper.getCreditSpreadNodeDataFieldType(tenor);
    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }
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    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }

  @Override
  public CurveNodeWithIdentifier visitDeliverableSwapFutureNode(final DeliverableSwapFutureNode node) {
    final Tenor startTenor = node.getStartTenor();
    final ExternalId identifier = _nodeIdMapper.getDeliverableSwapFutureNodeId(_curveDate, startTenor,
        node.getFutureTenor(), node.getFutureNumber());
    final String dataField = _nodeIdMapper.getDeliverableSwapFutureNodeDataField(startTenor);
    final DataFieldType fieldType = _nodeIdMapper.getDeliverableSwapFutureNodeDataFieldType(startTenor);
    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
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    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }

  @Override
  public CurveNodeWithIdentifier visitDiscountFactorNode(final DiscountFactorNode node) {
    final Tenor tenor = node.getTenor();
    final ExternalId identifier = _nodeIdMapper.getDiscountFactorNodeId(_curveDate, tenor);
    final String dataField = _nodeIdMapper.getDiscountFactorNodeDataField(tenor);
    final DataFieldType fieldType = _nodeIdMapper.getDiscountFactorNodeDataFieldType(tenor);
    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }
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    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }

  @Override
  public CurveNodeWithIdentifier visitFRANode(final FRANode node) {
    final Tenor tenor = node.getFixingEnd();
    final ExternalId identifier = _nodeIdMapper.getFRANodeId(_curveDate, tenor);
    final String dataField = _nodeIdMapper.getFRANodeDataField(tenor);
    final DataFieldType fieldType = _nodeIdMapper.getFRANodeDataFieldType(tenor);
    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }
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  }

  @Override
  public CurveNodeWithIdentifier visitFXForwardNode(final FXForwardNode node) {
    final Map<Tenor, CurveInstrumentProvider> ids = _nodeIdMapper.getFXForwardNodeIds();
    final Tenor tenor = node.getMaturityTenor();
    if (ids.get(tenor) instanceof StaticCurvePointsInstrumentProvider) {
      final StaticCurvePointsInstrumentProvider provider = (StaticCurvePointsInstrumentProvider) ids.get(tenor);
      final ExternalId identifier = provider.getInstrument(_curveDate, tenor);
      final String dataField = provider.getMarketDataField();
      final DataFieldType fieldType = provider.getDataFieldType();
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    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }

  @Override
  public CurveNodeWithIdentifier visitRateFutureNode(final RateFutureNode node) {
    final Tenor startTenor = node.getStartTenor();
    final ExternalId identifier = _nodeIdMapper.getRateFutureNodeId(_curveDate, startTenor, node.getFutureTenor(), node.getFutureNumber());
    final String dataField = _nodeIdMapper.getRateFutureNodeDataField(startTenor);
    final DataFieldType fieldType = _nodeIdMapper.getRateFutureNodeDataFieldType(startTenor);
    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }
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    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }

  @Override
  public CurveNodeWithIdentifier visitSwapNode(final SwapNode node) {
    final Tenor tenor = node.getMaturityTenor();
    final ExternalId identifier = _nodeIdMapper.getSwapNodeId(_curveDate, tenor);
    final String dataField = _nodeIdMapper.getSwapNodeDataField(tenor);
    final DataFieldType fieldType = _nodeIdMapper.getSwapNodeDataFieldType(tenor);
    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }
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    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }

  @Override
  public CurveNodeWithIdentifier visitZeroCouponInflationNode(final ZeroCouponInflationNode node) {
    final Tenor tenor = node.getTenor();
    final ExternalId identifier = _nodeIdMapper.getZeroCouponInflationNodeId(_curveDate, tenor);
    final String dataField = _nodeIdMapper.getZeroCouponInflationNodeDataField(tenor);
    final DataFieldType fieldType = _nodeIdMapper.getZeroCouponInflationNodeDataFieldType(tenor);
    return new CurveNodeWithIdentifier(node, identifier, dataField, fieldType);
  }
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    final Iterator<HistoricalTimeSeries> tsIterator = timeSeriesBundle.iterator(MarketDataRequirementNames.MARKET_VALUE);
    if (tsIterator == null) {
      throw new OpenGammaRuntimeException("No nodal market data time-series available");
    }
    for (int t = 0; t < tenors.length; t++) {
      final Tenor tenor = tenors[t];
      final HistoricalTimeSeries dbNodeTimeSeries = tsIterator.next();
      final boolean sensitivityToRate = sensitivityToRates[t];
      if (dbNodeTimeSeries == null) {
        throw new OpenGammaRuntimeException("No time-series for strip with tenor " + tenor);
      }
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    LocalDateDoubleTimeSeries ts = getTimeSeries(matrix, inlineKey);
    return ts != null ? _timeSeriesFormatter.formatExpanded(ts) : null;
  }

  private LocalDateDoubleTimeSeries getTimeSeries(TenorLabelledLocalDateDoubleTimeSeriesMatrix1D matrix, Object inlineKey) {
    Tenor tenorKey = (Tenor) inlineKey;
    for (int i = 0; i < matrix.size(); i++) {
      if (tenorKey.equals(matrix.getKeys()[i])) {
        return matrix.getValues()[i];
      }
    }
    return null;
  }
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