Package org.fudgemsg

Examples of org.fudgemsg.FudgeMsg

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      if (curves.size() != sensitivitiesPerCurve.size()) {
        throw new OpenGammaRuntimeException("Should have a vector of sensitivities for each curve name");
      }
      for (int i = 0; i < curves.size(); i++) {
        final String curve = (String) curves.get(i).getValue();
        final FudgeMsg perCurveMessage = (FudgeMsg) sensitivitiesPerCurve.get(i).getValue();
        final List<FudgeField> perCurveFields = perCurveMessage.getAllByName(SENSITIVITY);
        final double[] values = new double[perCurveFields.size()];
        for (int j = 0; j < perCurveFields.size(); j++) {
          values[j] = (Double) perCurveFields.get(j).getValue();
        }
        sensitivities.put(curve, new DoubleMatrix1D(values));
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        throw new OpenGammaRuntimeException("Should have a vector of sensitivities for each curve name");
      }
      for (int i = 0; i < curves.size(); i++) {
        final String curve = (String) curves.get(i).getValue();
        final Currency currency = Currency.of((String) currencies.get(i).getValue());
        final FudgeMsg perCurveMessage = (FudgeMsg) sensitivitiesPerCurve.get(i).getValue();
        final List<FudgeField> perCurveFields = perCurveMessage.getAllByName(SENSITIVITY);
        final double[] values = new double[perCurveFields.size()];
        for (int j = 0; j < perCurveFields.size(); j++) {
          values[j] = (Double) perCurveFields.get(j).getValue();
        }
        sensitivities.put(Pair.of(curve, currency), new DoubleMatrix1D(values));
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      if (priceCurveNameFields.size() != sensitivitiesPerCurve.size()) {
        throw new OpenGammaRuntimeException("Should have one set of price curve sensitivities per price curve name");
      }
      for (int i = 0; i < priceCurveNameFields.size(); i++) {
        final String priceCurveName = (String) priceCurveNameFields.get(i).getValue();
        final FudgeMsg priceCurveSensitivities = (FudgeMsg) sensitivitiesPerCurve.get(i).getValue();
        final List<DoublesPair> sensitivities = new ArrayList<>();
        final List<FudgeField> times = priceCurveSensitivities.getAllByName(TIME);
        final List<FudgeField> sensitivity = priceCurveSensitivities.getAllByName(SENSITIVITY);
        if (times.size() != sensitivity.size()) {
          throw new OpenGammaRuntimeException("Should have one sensitivity per time");
        }
        for (int j = 0; j < times.size(); j++) {
          sensitivities.add(new DoublesPair((Double) times.get(j).getValue(), (Double) sensitivity.get(j).getValue()));
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    Map<String, FudgeMsg> securityTypeResult = ReferenceDataProviderUtils.getFields(bundle2Bbgkey.keySet(), BBG_FIELDS, _referenceDataProvider);

    for (ExternalIdBundle identifierBundle : identifiers) {
      String bbgKey = bundle2Bbgkey.inverse().get(identifierBundle);
      if (bbgKey != null) {
        FudgeMsg fudgeMsg = securityTypeResult.get(bbgKey);
        if (fudgeMsg != null) {
          String bbgSecurityType = fudgeMsg.getString(BloombergConstants.FIELD_SECURITY_TYPE);
          String futureCategory = fudgeMsg.getString(BloombergConstants.FIELD_FUTURES_CATEGORY);

          SecurityType securityType = null;
          if (bbgSecurityType != null) {
            if (bbgSecurityType.toUpperCase().contains(" FUTURE")) {
              s_logger.debug("s_futureTypes {}", s_futureTypes);
              securityType = s_futureTypes.get(futureCategory);
            } else if (bbgSecurityType.toUpperCase().contains(" OPTION")) {

              // Special case handling for EQUITY_INDEX_DIVIDEND_FUTURE_OPTION which we
              // are otherwise unable to distinguish from EQUITY_INDEX_FUTURE_OPTION
              String name = fudgeMsg.getString(BloombergConstants.FIELD_NAME);
              securityType = isEquityIndexFutureDividendOption(futureCategory, name) ?
                  SecurityType.EQUITY_INDEX_DIVIDEND_FUTURE_OPTION :
                  s_optionTypes.get(futureCategory);
            } else if (bbgSecurityType.toUpperCase().endsWith("SWAP")) {
              securityType = s_swapTypes.get(bbgSecurityType);           
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    ReferenceDataProviderGetResult newResult = new ReferenceDataProviderGetResult();
   
    for (ReferenceData refData : rawResult.getReferenceData()) {
      String identifier = refData.getIdentifier();
      if (_securities.contains(identifier)) {
        FudgeMsg fieldData = refData.getFieldValues();
        MutableFudgeMsg alteredFieldData = OpenGammaFudgeContext.getInstance().newMessage(fieldData);
        for (String field : request.getFields()) {
          if (_patches.containsKey(Pair.of(identifier, field))) {
            if (alteredFieldData.hasField(field)) {
              alteredFieldData.remove(field);
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   */
  private Set<BondFutureDeliverable> createBondDeliverables(FudgeMsg fieldData) {
    Set<BondFutureDeliverable> result = new HashSet<BondFutureDeliverable>();
    for (FudgeField field : fieldData.getAllByName(FIELD_FUT_DLVRBLE_BNDS_BB_UNIQUE)) {
      if (field.getValue() instanceof FudgeMsg) {
        FudgeMsg deliverableContainer = (FudgeMsg) field.getValue();
        Double conversionFactor = deliverableContainer.getDouble("Conversion Factor");
        String buid = deliverableContainer.getString("Unique Bloomberg Identifier of Deliverable Bonds");
        if (conversionFactor != null && isValidField(buid)) {
          ExternalIdBundle ids = ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId(buid));
          BondFutureDeliverable deliverable = new BondFutureDeliverable(ids, conversionFactor);
          result.add(deliverable);
        }
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    Set<String> fields = ImmutableSet.copyOf(dataFields);  // copy to avoid implementation bugs
    Map<String, FudgeMsg> data = getReferenceData(Collections.singleton(identifier), dataFields);
   
    // extract field to value
    Map<String, String> map = Maps.newHashMap();
    FudgeMsg msg = data.get(identifier);
    if (msg != null) {
      for (String field : fields) {
        String value = msg.getString(field);
        if (value != null) {
          map.put(identifier, value);
        }
      }
    }
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            case FudgeWireType.SUB_MESSAGE_TYPE_ID: {
              if (method != null) {
                throw new IllegalStateException("Parameters already set from " + method);
              }
              method = field.getName();
              final FudgeMsg params = (FudgeMsg) field.getValue();
              parameters = new Object[params.getNumFields()];
              int i = 0;
              for (final FudgeField param : params) {
                parameters[i++] = deserializer.fieldValueToObject(param);
              }
              break;
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    }

    @Override
    public YieldAndDiscountAddZeroSpreadCurve buildObject(FudgeDeserializer deserializer, FudgeMsg message) {
      String name = deserializer.fieldValueToObject(String.class, message.getByName(NAME_FIELD));
      FudgeMsg curvesMessage = message.getMessage(CURVES_FIELD);
      List<YieldAndDiscountCurve> curves = Lists.newArrayList();
      for (FudgeField field : curvesMessage) {
        curves.add(deserializer.fieldValueToObject(YieldAndDiscountCurve.class, field));
      }
      boolean subtract = deserializer.fieldValueToObject(Boolean.class, message.getByName(SUBTRACT_FIELD));
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    final ConfigItem<SimpleExchange> target = ConfigItem.of(new SimpleExchange());
    target.setName("Test");
    when(_underlying.get(eq(SimpleExchange.class), eq(NAME), eq(VC))).thenReturn(Collections.singleton(target));
    final Response test = _resource.search(SimpleExchange.class.getName(), VC.toString(), NAME);
    assertEquals(Status.OK.getStatusCode(), test.getStatus());
    final FudgeMsg msg = (FudgeMsg) test.getEntity();
    assertEquals(1, msg.getNumFields());
    assertEquals(target, OpenGammaFudgeContext.getInstance().fromFudgeMsg(ConfigItem.class, (FudgeMsg) msg.getAllFields().get(0).getValue()));
  }
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Related Classes of org.fudgemsg.FudgeMsg

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  • com.opengamma.bbg.model.SecurityMasterRequestMessage
  • com.opengamma.bbg.referencedata.BloombergReferenceDataProviderTest
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  • com.opengamma.bbg.replay.BloombergTickWriter
  • com.opengamma.bbg.util.BloombergDataUtils
  • com.opengamma.bbg.util.ReferenceDataProviderUtils
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