Package org.fudgemsg

Examples of org.fudgemsg.FudgeField

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      final StubType stubType = StubType.valueOf(message.getString(STUB_TYPE_FIELD));
      final boolean exchangeNotional = message.getBoolean(EXCHANGE_NOTIONAL_FIELD);
      final int paymentLag = message.getInt(PAYMENT_LAG_FIELD);
      final SwapFixedLegConvention convention = new SwapFixedLegConvention(name, externalIdBundle, paymentTenor, dayCount, businessDayConvention, currency,
          regionCalendar, settlementDays, isEOM, stubType, exchangeNotional, paymentLag);
      final FudgeField uniqueIdMsg = message.getByName(UNIQUE_ID_FIELD);
      if (uniqueIdMsg != null) {
        convention.setUniqueId(deserializer.fieldValueToObject(UniqueId.class, uniqueIdMsg));
      }
      return convention;
    }
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      final String name = message.getString(NAME_FIELD);
      final ExternalIdBundle externalIdBundle = deserializer.fieldValueToObject(ExternalIdBundle.class, message.getByName(EXTERNAL_ID_BUNDLE_FIELD));
      final LocalTime fixingTime = LocalTime.parse(message.getString(FIXING_TIME_FIELD));
      final ExternalId receiveLegConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(SWAP_CONVENTION_FIELD));
      final SwapIndexConvention convention = new SwapIndexConvention(name, externalIdBundle, fixingTime, receiveLegConvention);
      final FudgeField uniqueIdMsg = message.getByName(UNIQUE_ID_FIELD);
      if (uniqueIdMsg != null) {
        convention.setUniqueId(deserializer.fieldValueToObject(UniqueId.class, uniqueIdMsg));
      }
      return convention;
    }
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      final boolean isEOM = message.getBoolean(IS_EOM_FIELD);
      final boolean exchangeNotional = message.getBoolean(EXCHANGE_NOTIONAL_FIELD);
      final int paymentLag = message.getInt(PAYMENT_LAG_FIELD);
      final VanillaIborLegConvention convention = new VanillaIborLegConvention(name, externalIdBundle, iborIndexConvention, isAdvanceFixing, interpolatorName,
          resetTenor, settlementDays, isEOM, stubType, exchangeNotional, paymentLag);
      final FudgeField uniqueIdMsg = message.getByName(UNIQUE_ID_FIELD);
      if (uniqueIdMsg != null) {
        convention.setUniqueId(deserializer.fieldValueToObject(UniqueId.class, uniqueIdMsg));
      }
      return convention;
    }
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      final int monthLag = message.getInt(MONTH_LAG_FIELD);
      final int spotLag = message.getInt(SPOT_LAG_FIELD);
      final ExternalId priceIndexConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(PRICE_INDEX_FIELD));
      final InflationLegConvention convention = new InflationLegConvention(name, externalIdBundle, businessDayConvention, dayCount,
          isEOM, monthLag, spotLag, priceIndexConvention);
      final FudgeField uniqueIdMsg = message.getByName(UNIQUE_ID_FIELD);
      if (uniqueIdMsg != null) {
        convention.setUniqueId(deserializer.fieldValueToObject(UniqueId.class, uniqueIdMsg));
      }
      return convention;
    }
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    return message;
  }

  @Override
  public StaticCurvePointsInstrumentProvider buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    final FudgeField instrumentIdentifier = message.getByName(INSTRUMENT_FIELD);
    final ExternalId identifier = deserializer.fieldValueToObject(ExternalId.class, instrumentIdentifier);
    final String dataField = message.getString(DATA_FIELD);
    final DataFieldType fieldType = DataFieldType.valueOf(message.getString(TYPE_FIELD));
    final FudgeField underlyingInstrumentIdentifier = message.getByName(UNDERLYING_INSTRUMENT_FIELD);
    final ExternalId underlyingIdentifier = deserializer.fieldValueToObject(ExternalId.class, underlyingInstrumentIdentifier);
    final String underlyingDataField = message.getString(UNDERLYING_DATA_FIELD);
    return new StaticCurvePointsInstrumentProvider(identifier, dataField, fieldType, underlyingIdentifier, underlyingDataField);
  }
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    serializer.reset();
    final FudgeMsg rawMsg = serializer.objectToFudgeMsg(security);
    s_logger.debug("Raw message = {}", rawMsg);
    final Iterator<FudgeField> itr = rawMsg.iterator();
    while (itr.hasNext()) {
      final FudgeField field = itr.next();
      if (ManageableSecurityFudgeBuilder.UNIQUE_ID_FIELD_NAME.equals(field.getName()) || ManageableSecurityFudgeBuilder.IDENTIFIERS_FIELD_NAME.equals(field.getName())) {
        continue;
      }
      addFieldToMap(field, _info);
    }
    s_logger.debug("Info = {}", _info);
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        s_logger.error("Couldn't deserialize failure " + subMessage.toString());
      }
      failures.add(failure);
    }
    Map<ValueRequirement, ValueSpecification> mappings = new HashMap<>();
    FudgeField mapping = message.getByName("mapping");
    FudgeMsg mappingMsg = (FudgeMsg) mapping.getValue();
    List<FudgeField> keys = mappingMsg.getAllByOrdinal(1); // keys
    List<FudgeField> values = mappingMsg.getAllByOrdinal(2); // values
    if (keys.size() != values.size()) {
      s_logger.error("keys and values list in map don't have the same number of elements: message = {}", message);
      throw new OpenGammaRuntimeException("keys and values list in map don't have the same number of elements");
    }
    for (int i = 0; i < keys.size(); i++) { // better to use iterators?
      FudgeField reqField = keys.get(i);
      ValueRequirement valueReq = deserializer.fieldValueToObject(ValueRequirement.class, reqField);
      FudgeField specField = values.get(i);
      ValueSpecification valueSpec = deserializer.fieldValueToObject(ValueSpecification.class, specField);
      if (valueReq == null || valueSpec == null) {
        s_logger.error("valueReq or valueSpec was null during deserialize: message = {}", message);
        throw new OpenGammaRuntimeException("valueReq or valueSpec was null during deserialize");
      }
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  }

  @SuppressWarnings("unchecked")
  @Override
  public CurrencyPairs buildObject(FudgeDeserializer deserializer, FudgeMsg message) {
    FudgeField pairsField = message.getByName(CURRENCY_PAIRS_FIELD_NAME);
    Set<String> pairNames = deserializer.fieldValueToObject(Set.class, pairsField);
    Set<CurrencyPair> pairs = new HashSet<CurrencyPair>(pairNames.size());
    for (String pairName : pairNames) {
      pairs.add(CurrencyPair.parse(pairName));
    }
    CurrencyPairs currencyPairs = CurrencyPairs.of(pairs);
    FudgeField uniqueIdField = message.getByName(UNIQUE_ID_FIELD_NAME);
    if (uniqueIdField != null) {
      currencyPairs.setUniqueId(deserializer.fieldValueToObject(UniqueId.class, uniqueIdField));     
    }
    return currencyPairs;
  }
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      quoteUnits = message.getString("quoteUnits");
    } else {
      quoteUnits = SurfaceAndCubePropertyNames.VOLATILITY_QUOTE;
    }
    final String name = message.getString("name");
    final FudgeField field = message.getByName("surfaceInstrumentProvider");
    final SurfaceInstrumentProvider<?, ?> surfaceInstrumentProvider = (SurfaceInstrumentProvider<?, ?>) deserializer.fieldValueToObject(field);

    return new VolatilitySurfaceSpecification(name, target, quoteType, quoteUnits, exerciseType, surfaceInstrumentProvider);
  }
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      final ExternalId id = deserializer.fieldValueToObject(ExternalId.class, idsFields.get(i));
      final String configuration = (String) namesFields.get(i).getValue();
      idsToNames.put(id, configuration);
    }
    final ExposureFunctions functions = new ExposureFunctions(name, exposureFunctions, idsToNames);
    final FudgeField uniqueId = message.getByName(UNIQUE_ID_FIELD);
    if (uniqueId != null) {
      functions.setUniqueId(deserializer.fieldValueToObject(UniqueId.class, uniqueId));
    }
    return functions;
  }
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Related Classes of org.fudgemsg.FudgeField

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  • com.opengamma.core.config.impl.ConfigItem
  • com.opengamma.core.marketdatasnapshot.impl.ManageableCurveSnapshot
  • com.opengamma.core.marketdatasnapshot.impl.ManageableUnstructuredMarketDataSnapshotBuilder
  • com.opengamma.core.marketdatasnapshot.impl.ManageableVolatilityCubeSnapshot
  • com.opengamma.core.marketdatasnapshot.impl.ManageableYieldCurveSnapshot
  • com.opengamma.core.marketdatasnapshot.VolatilityCubeDataBuilder
  • com.opengamma.core.position.PortfolioFudgeBuilder
  • com.opengamma.core.position.PortfolioNodeFudgeBuilder
  • com.opengamma.core.position.PositionFudgeBuilder
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