/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.conversion;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import com.opengamma.analytics.financial.forex.method.MultipleCurrencyInterestRateCurveSensitivity;
import com.opengamma.analytics.financial.interestrate.InterestRateCurveSensitivity;
import com.opengamma.util.money.Currency;
import com.opengamma.util.tuple.DoublesPair;
/**
*
*/
public class MultipleCurrencyInterestRateCurveSensitivityConverter implements ResultConverter<MultipleCurrencyInterestRateCurveSensitivity> {
@Override
public Map<String, Double> convert(String valueName, MultipleCurrencyInterestRateCurveSensitivity value) {
Map<String, Double> returnValue = new HashMap<String, Double>();
for (Currency ccy : value.getCurrencies()) {
InterestRateCurveSensitivity ccySensitivity = value.getSensitivity(ccy);
for (Map.Entry<String, List<DoublesPair>> curveSensitivities : ccySensitivity.getSensitivities().entrySet()) {
String curveName = curveSensitivities.getKey();
for (DoublesPair sensitivityEntry : curveSensitivities.getValue()) {
Double cashFlowTime = sensitivityEntry.getFirst();
Double sensitivityValue = sensitivityEntry.getSecond();
String key = valueName + "[" + ccy.getCode() + "][" + curveName + "]";
returnValue.put(key + "[time]", cashFlowTime);
returnValue.put(key + "[value]", sensitivityValue);
}
}
}
return returnValue;
}
@Override
public Class<?> getConvertedClass() {
return MultipleCurrencyInterestRateCurveSensitivity.class;
}
}