/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.fudgemsg;
import org.fudgemsg.FudgeMsg;
import org.fudgemsg.MutableFudgeMsg;
import org.fudgemsg.mapping.FudgeBuilderFor;
import org.fudgemsg.mapping.FudgeDeserializer;
import org.fudgemsg.mapping.FudgeSerializer;
import com.opengamma.analytics.financial.equity.variance.pricing.AffineDividends;
import com.opengamma.analytics.financial.model.interestrate.curve.ForwardCurve;
import com.opengamma.analytics.financial.model.interestrate.curve.ForwardCurveAffineDividends;
import com.opengamma.analytics.financial.model.interestrate.curve.ForwardCurveYieldImplied;
import com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountCurve;
import com.opengamma.analytics.math.curve.Curve;
/**
* Holds Fudge builders for the interest rate curve model.
*/
/* package */final class ModelForwardCurve {
/**
* Restricted constructor.
*/
private ModelForwardCurve() {
}
/**
* Fudge builder for {@code ForwardCurve}
*/
@FudgeBuilderFor(ForwardCurve.class)
public static final class ForwardCurveBuilder extends AbstractFudgeBuilder<ForwardCurve> {
private static final String FORWARD_CURVE_FIELD_NAME = "forwardCurve";
private static final String DRIFT_CURVE_FIELD_NAME = "driftCurve";
@SuppressWarnings("unchecked")
@Override
public ForwardCurve buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
final Object forwardCurve = deserializer.fieldValueToObject(message.getByName(FORWARD_CURVE_FIELD_NAME));
final Object driftCurve = deserializer.fieldValueToObject(message.getByName(DRIFT_CURVE_FIELD_NAME));
return new ForwardCurve((Curve<Double, Double>) forwardCurve, (Curve<Double, Double>) driftCurve);
}
@Override
protected void buildMessage(final FudgeSerializer serializer, final MutableFudgeMsg message, final ForwardCurve object) {
final Curve<Double, Double> driftCurve = object.getDriftCurve();
final Curve<Double, Double> forwardCurve = object.getForwardCurve();
serializer.addToMessage(message, FORWARD_CURVE_FIELD_NAME, null, substituteObject(forwardCurve));
serializer.addToMessage(message, DRIFT_CURVE_FIELD_NAME, null, substituteObject(driftCurve));
}
}
/**
* Fudge builder for {@code ForwardCurveYieldImplied}
*/
@FudgeBuilderFor(ForwardCurveYieldImplied.class)
public static final class ForwardCurveYieldImpliedBuilder extends AbstractFudgeBuilder<ForwardCurveYieldImplied> {
private static final String SPOT_FIELD_NAME = "spot";
private static final String RISK_FREE_FIELD_NAME = "riskFreeCurve";
private static final String COST_OF_CARRY_FIELD_NAME = "costOfCarryCurve";
@Override
public ForwardCurveYieldImplied buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
final double spot = message.getDouble(SPOT_FIELD_NAME);
final YieldAndDiscountCurve riskFreeCurve = deserializer.fieldValueToObject(YieldAndDiscountCurve.class, message.getByName(RISK_FREE_FIELD_NAME));
final YieldAndDiscountCurve costOfCarryCurve = deserializer.fieldValueToObject(YieldAndDiscountCurve.class, message.getByName(COST_OF_CARRY_FIELD_NAME));
return new ForwardCurveYieldImplied(spot, riskFreeCurve, costOfCarryCurve);
}
@Override
protected void buildMessage(final FudgeSerializer serializer, final MutableFudgeMsg message, final ForwardCurveYieldImplied object) {
serializer.addToMessage(message, SPOT_FIELD_NAME, null, object.getSpot());
serializer.addToMessage(message, RISK_FREE_FIELD_NAME, null, object.getRiskFreeCurve());
serializer.addToMessage(message, COST_OF_CARRY_FIELD_NAME, null, object.getCostOfCarryCurve());
}
}
/**
* Fudge builder for {@code ForwardCurveAffineDividends}
*/
@FudgeBuilderFor(ForwardCurveAffineDividends.class)
public static final class ForwardCurveAffineDividendsBuilder extends AbstractFudgeBuilder<ForwardCurveAffineDividends> {
private static final String SPOT_FIELD_NAME = "spot";
private static final String RISK_FREE_FIELD_NAME = "riskFreeCurve";
private static final String DIVIDENDS_FIELD_NAME = "dividends";
@Override
public ForwardCurveAffineDividends buildObject(FudgeDeserializer deserializer, FudgeMsg message) {
final double spot = message.getDouble(SPOT_FIELD_NAME);
final YieldAndDiscountCurve riskFreeCurve = deserializer.fieldValueToObject(YieldAndDiscountCurve.class, message.getByName(RISK_FREE_FIELD_NAME));
final AffineDividends dividends = deserializer.fieldValueToObject(AffineDividends.class, message.getByName(DIVIDENDS_FIELD_NAME));
return new ForwardCurveAffineDividends(spot, riskFreeCurve, dividends);
}
@Override
protected void buildMessage(FudgeSerializer serializer, MutableFudgeMsg message, ForwardCurveAffineDividends object) {
serializer.addToMessage(message, SPOT_FIELD_NAME, null, object.getSpot());
serializer.addToMessage(message, RISK_FREE_FIELD_NAME, null, object.getRiskFreeCurve());
final AffineDividends dividends = object.getDividends();
serializer.addToMessage(message, DIVIDENDS_FIELD_NAME, null, substituteObject(dividends));
}
}
}