Package org.fudgemsg

Examples of org.fudgemsg.MutableFudgeMsg

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    assertEquals(3, normalized.getAllFields().size());
    assertEquals(50.80, normalized.getDouble(MarketDataRequirementNames.IMPLIED_VOLATILITY), 0.0001);
  }

  public void last() {
    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add(MarketDataRequirementNames.LAST_IMPLIED_VOLATILITY, 50.80);
    msg.add(MarketDataRequirementNames.BID_IMPLIED_VOLATILITY, 50.81);
    msg.add(MarketDataRequirementNames.ASK_IMPLIED_VOLATILITY, 50.82);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = _calculator.apply(msg, "123", store);
    assertEquals(4, normalized.getAllFields().size());
    assertEquals(50.80, normalized.getDouble(MarketDataRequirementNames.IMPLIED_VOLATILITY), 0.0001);
  }
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    assertEquals(4, normalized.getAllFields().size());
    assertEquals(50.80, normalized.getDouble(MarketDataRequirementNames.IMPLIED_VOLATILITY), 0.0001);
  }

  public void bidAsk() {
    MutableFudgeMsg msg = OpenGammaFudgeContext.getInstance().newMessage();
    msg.add(MarketDataRequirementNames.BID_IMPLIED_VOLATILITY, 50.81);
    msg.add(MarketDataRequirementNames.ASK_IMPLIED_VOLATILITY, 50.82);
   
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
   
    MutableFudgeMsg normalized = _calculator.apply(msg, "123", store);
    assertEquals(3, normalized.getAllFields().size());
    assertEquals(50.815, normalized.getDouble(MarketDataRequirementNames.IMPLIED_VOLATILITY), 0.0001);
  }
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  public MutableFudgeMsg buildMessage(FudgeSerializer serializer, UserPrincipal object) {
    return UserPrincipalFudgeBuilder.toFudgeMsg(serializer, object);
  }

  public static MutableFudgeMsg toFudgeMsg(FudgeSerializer serializer, UserPrincipal object) {
    final MutableFudgeMsg msg = serializer.newMessage();
    UserPrincipalFudgeBuilder.toFudgeMsg(serializer, object, msg);
    return msg;
  }
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    /** The exchange notional field */
    private static final String EXCHANGE_NOTIONAL_FIELD = "exchangeNotional";

    @Override
    public MutableFudgeMsg buildMessage(final FudgeSerializer serializer, final OISLegConvention object) {
      final MutableFudgeMsg message = serializer.newMessage();
      FudgeSerializer.addClassHeader(message, OISLegConvention.class);
      serializer.addToMessage(message, OVERNIGHT_INDEX_CONVENTION_FIELD, null, object.getOvernightIndexConvention());
      message.add(PAYMENT_TENOR_FIELD, object.getPaymentTenor().getPeriod().toString());
      message.add(PAYMENT_LAG_FIELD, object.getPaymentLag());
      message.add(SETTLEMENT_DAYS_FIELD, object.getSettlementDays());
      message.add(BUSINESS_DAY_CONVENTION_FIELD, object.getBusinessDayConvention().getConventionName());
      message.add(IS_EOM_FIELD, object.isIsEOM());
      message.add(STUB_TYPE_FIELD, object.getStubType().name());
      message.add(EXCHANGE_NOTIONAL_FIELD, object.isIsExchangeNotional());
      message.add(NAME_FIELD, object.getName());
      serializer.addToMessage(message, EXTERNAL_ID_BUNDLE_FIELD, null, object.getExternalIdBundle());
      serializer.addToMessage(message, UNIQUE_ID_FIELD, null, object.getUniqueId());
      return message;
    }
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@FudgeBuilderFor(ZeroCouponInflationSwapSecurity.class)
public class ZeroCouponInflationSwapSecurityFudgeBuilder extends AbstractFudgeBuilder implements FudgeBuilder<ZeroCouponInflationSwapSecurity> {

  @Override
  public MutableFudgeMsg buildMessage(final FudgeSerializer serializer, final ZeroCouponInflationSwapSecurity object) {
    final MutableFudgeMsg msg = serializer.newMessage();
    SwapSecurityFudgeBuilder.toFudgeMsg(serializer, object, msg);
    return msg;
  }
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  /** Field name. */
  public static final String EXERCISE_TYPE_FIELD_NAME = "exerciseType";

  @Override
  public MutableFudgeMsg buildMessage(FudgeSerializer serializer, FXOptionSecurity object) {
    final MutableFudgeMsg msg = serializer.newMessage();
    FXOptionSecurityFudgeBuilder.toFudgeMsg(serializer, object, msg);
    return msg;
  }
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    /** The region field */
    private static final String REGION_FIELD = "region";

    @Override
    public MutableFudgeMsg buildMessage(final FudgeSerializer serializer, final OvernightIndexConvention object) {
      final MutableFudgeMsg message = serializer.newMessage();
      FudgeSerializer.addClassHeader(message, OvernightIndexConvention.class);
      message.add(DAY_COUNT_FIELD, object.getDayCount());
      message.add(PUBLICATION_LAG_FIELD, object.getPublicationLag());
      message.add(CURRENCY_FIELD, object.getCurrency().getCode());
      serializer.addToMessage(message, REGION_FIELD, null, object.getRegionCalendar());
      message.add(NAME_FIELD, object.getName());
      serializer.addToMessage(message, EXTERNAL_ID_BUNDLE_FIELD, null, object.getExternalIdBundle());
      serializer.addToMessage(message, UNIQUE_ID_FIELD, null, object.getUniqueId());
      return message;
    }
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    }
    return "ViewEvaluationMarketData[" + points + " TS points for " + count + " specifications]";
  }

  public FudgeMsg toFudgeMsg(final FudgeSerializer serializer) {
    final MutableFudgeMsg msg = serializer.newMessage();
    for (final Map.Entry<ValueSpecification, TimeSeries> data : _data.entrySet()) {
      serializer.addToMessage(msg, null, 1, data.getKey());
      serializer.addToMessage(msg, null, 2, data.getValue()); // time-series Fudge builders add their own class details
    }
    return msg;
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    /** The price index id field */
    private static final String PRICE_INDEX_ID_FIELD = "priceIndexId";

    @Override
    public MutableFudgeMsg buildMessage(final FudgeSerializer serializer, final PriceIndexConvention object) {
      final MutableFudgeMsg message = serializer.newMessage();
      FudgeSerializer.addClassHeader(message, PriceIndexConvention.class);
      message.add(CURRENCY_FIELD, object.getCurrency().getCode());
      serializer.addToMessage(message, REGION_FIELD, null, object.getRegion());
      serializer.addToMessage(message, PRICE_INDEX_ID_FIELD, null, object.getPriceIndexId());
      message.add(NAME_FIELD, object.getName());
      serializer.addToMessage(message, EXTERNAL_ID_BUNDLE_FIELD, null, object.getExternalIdBundle());
      serializer.addToMessage(message, UNIQUE_ID_FIELD, null, object.getUniqueId());
      return message;
    }
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@FudgeBuilderFor(GovernmentBondSecurity.class)
public class GovernmentBondSecurityFudgeBuilder extends AbstractFudgeBuilder implements FudgeBuilder<GovernmentBondSecurity> {

  @Override
  public MutableFudgeMsg buildMessage(FudgeSerializer serializer, GovernmentBondSecurity object) {
    final MutableFudgeMsg msg = serializer.newMessage();
    GovernmentBondSecurityFudgeBuilder.toFudgeMsg(serializer, object, msg);
    return msg;
  }
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  • com.opengamma.bbg.referencedata.AbstractReferenceDataProviderTest
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