Package org.fudgemsg

Examples of org.fudgemsg.FudgeField

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        settlementRegion = deserializer.fieldValueToObject(ExternalId.class, message.getByName(SETTLEMENT_REGION_FIELD));
      } else {
        settlementRegion = null;
      }
      final FXSpotConvention convention = new FXSpotConvention(name, externalIdBundle, settlementDays, settlementRegion);
      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 ExternalId fixingCalendar = deserializer.fieldValueToObject(ExternalId.class, message.getByName(FIXING_CALENDAR_FIELD));
      final ExternalId regionCalendar = deserializer.fieldValueToObject(ExternalId.class, message.getByName(REGION_FIELD));
      final String fixingPage = message.getString(FIXING_PAGE_FIELD);
      final IborIndexConvention convention = new IborIndexConvention(name, externalIdBundle, dayCount, businessDayConvention, settlementDays, isEOM, currency,
          fixingTime, fixingTimeZone, fixingCalendar, regionCalendar, fixingPage);
      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 ExternalIdBundle externalIdBundle = deserializer.fieldValueToObject(ExternalIdBundle.class, message.getByName(EXTERNAL_ID_BUNDLE_FIELD));
      final ExternalId expiryConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(EXPIRY_CONVENTION_FIELD));
      final ExternalId exchangeCalendar = deserializer.fieldValueToObject(ExternalId.class, message.getByName(EXCHANGE_CALENDAR_FIELD));
      final ExternalId indexConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(INDEX_CONVENTION_FIELD));
      final InterestRateFutureConvention convention = new InterestRateFutureConvention(name, externalIdBundle, expiryConvention, exchangeCalendar, indexConvention);
      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 ExternalId expiryConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(EXPIRY_CONVENTION_FIELD));
      final ExternalId exchangeCalendar = deserializer.fieldValueToObject(ExternalId.class, message.getByName(EXCHANGE_CALENDAR_FIELD));
      final ExternalId indexConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(INDEX_CONVENTION_FIELD));
      final double notional = message.getDouble(NOTIONAL_FIELD);
      final FederalFundsFutureConvention convention = new FederalFundsFutureConvention(name, externalIdBundle, expiryConvention, exchangeCalendar, indexConvention, notional);
      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 ExternalId exchangeCalendar = deserializer.fieldValueToObject(ExternalId.class, message.getByName(EXCHANGE_CALENDAR_FIELD));
      final ExternalId swapConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(SWAP_CONVENTION_FIELD));
      final double notional = message.getDouble(NOTIONAL_FIELD);
      final DeliverablePriceQuotedSwapFutureConvention convention = new DeliverablePriceQuotedSwapFutureConvention(name, externalIdBundle,
          expiryConvention, exchangeCalendar, swapConvention, notional);
      final FudgeField uniqueIdMsg = message.getByName(UNIQUE_ID_FIELD);
      if (uniqueIdMsg != null) {
        convention.setUniqueId(deserializer.fieldValueToObject(UniqueId.class, uniqueIdMsg));
      }
      return convention;
    }
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    _to = to;
  }
 
  @Override
  public MutableFudgeMsg apply(MutableFudgeMsg msg, String securityUniqueId, FieldHistoryStore fieldHistory) {
    FudgeField field = msg.getByName(_from);
    if (field != null) {
      Object value = field.getValue();
      msg.remove(_from);
      msg.add(_to, null, field.getType(), value);
    }
    return msg;
  }
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    } else {
      interpolateYields = DEFAULT_INTERPOLATE_YIELD_VALUE;
    }
    final YieldCurveDefinition curveDefinition = new YieldCurveDefinition(currency, region, name, interpolatorName,
        leftExtrapolatorName, rightExtrapolatorName, interpolateYields, strips);
    final FudgeField uniqueId = message.getByName(UNIQUE_ID_FIELD);
    if (uniqueId != null) {
      curveDefinition.setUniqueId(deserializer.fieldValueToObject(UniqueId.class, uniqueId));
    }
    return curveDefinition;
  }
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  //-------------------------------------------------------------------------
  @SuppressWarnings("unchecked")
  @Override
  public T buildObject(FudgeDeserializer deserializer, FudgeMsg outerMsg) {
    FudgeField fudgeField = outerMsg.getByName("inner");
    FudgeMsg msg = (FudgeMsg) fudgeField.getValue();

    final FudgeField classNameField = msg.getByOrdinal(FudgeSerializer.TYPES_HEADER_ORDINAL);
    final String className = (String) classNameField.getValue();
    try {
      final List<Object> parameters = newArrayList();
      parameters.add(null);  //the omitted enclosing object
      for (FudgeField parameterField : msg.getAllByOrdinal(1)) {
        parameters.add(deserializer.fieldValueToObject(parameterField));
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    ByteArrayInputStream bais = new ByteArrayInputStream(baos.toByteArray());
    FudgeMsgReader reader = context.createMessageReader(bais);
    FudgeMsg rebuiltMsg = reader.nextMessage();
    AssertJUnit.assertNotNull(rebuiltMsg);
    FudgeField currencyPairField = rebuiltMsg.getByName(CURRENCY_PAIR);
    AssertJUnit.assertNotNull(currencyPairField);
    AssertJUnit.assertEquals(String.class, currencyPairField.getType().getJavaType());
    CurrencyPair currencyPair = rebuiltMsg.getFieldValue(CurrencyPair.class, currencyPairField);
    AssertJUnit.assertEquals(eurUsd, currencyPair);
  }
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    for (Entry<String, List<FudgeField>> entry : fieldName2Fields.entrySet()) {
      List<FudgeField> fields = entry.getValue();
      if (!fields.isEmpty()) {
        if (fields.size() == 1) {
          FudgeField fudgeField = fields.get(0);
          writeField(fudgeField.getName(), fudgeField.getOrdinal(), fudgeField.getType(), fudgeField.getValue(), taxonomyId, meta);
        } else {
          writeRepeatedFields(fields, taxonomyId, meta);
        }
      }
    }
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