/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.examples.bloomberg.loader;
import java.util.HashMap;
import java.util.Map;
import com.opengamma.component.tool.AbstractTool;
import com.opengamma.financial.analytics.fxforwardcurve.FXForwardCurveConfigPopulator;
import com.opengamma.financial.analytics.ircurve.YieldCurveConfigPopulator;
import com.opengamma.financial.analytics.volatility.cube.VolatilityCubeConfigPopulator;
import com.opengamma.financial.analytics.volatility.surface.FXOptionVolatilitySurfaceConfigPopulator;
import com.opengamma.financial.analytics.volatility.surface.SwaptionVolatilitySurfaceConfigPopulator;
import com.opengamma.financial.tool.ToolContext;
import com.opengamma.master.config.ConfigMaster;
import com.opengamma.scripts.Scriptable;
import com.opengamma.util.money.Currency;
import com.opengamma.util.money.UnorderedCurrencyPair;
import com.opengamma.util.tuple.Triple;
/**
*
*/
@Scriptable
public class ExampleCurveAndSurfaceDefinitionLoader extends AbstractTool<ToolContext> {
@Override
protected void doRun() throws Exception {
final ConfigMaster configMaster = getToolContext().getConfigMaster();
final Map<UnorderedCurrencyPair, String> fxSurfaces = new HashMap<>();
for (final UnorderedCurrencyPair pair : ExampleVanillaFxOptionPortfolioLoader.CCYS) {
fxSurfaces.put(pair, "DEFAULT");
}
final Map<Currency, String> swaptionSurfaces = new HashMap<>();
for (final Currency ccy : ExampleSwaptionPortfolioLoader.CCYS) {
swaptionSurfaces.put(ccy, "DEFAULT");
}
final Map<UnorderedCurrencyPair, Triple<String, String, String>> fxForward = new HashMap<>();
fxForward.put(UnorderedCurrencyPair.of(Currency.USD, Currency.JPY), new Triple<>("DEFAULT", "JPY", "JPY"));
new YieldCurveConfigPopulator(configMaster, false);
FXOptionVolatilitySurfaceConfigPopulator.populateVolatilitySurfaceConfigMaster(configMaster, fxSurfaces);
SwaptionVolatilitySurfaceConfigPopulator.populateVolatilitySurfaceConfigMaster(configMaster, swaptionSurfaces);
FXForwardCurveConfigPopulator.populateFXForwardCurveConfigMaster(configMaster, fxForward);
new VolatilityCubeConfigPopulator(configMaster);
new ExampleFXImpliedMultiCurveCalculationConfigPopulator(configMaster);
}
//-------------------------------------------------------------------------
/**
* Main method to run the tool.
*
* @param args the arguments, unused
*/
public static void main(final String[] args) { // CSIGNORE
new ExampleCurveAndSurfaceDefinitionLoader().initAndRun(args, ToolContext.class);
System.exit(0);
}
}