/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.fudgemsg;
import java.util.ArrayList;
import java.util.List;
import org.fudgemsg.FudgeField;
import org.fudgemsg.FudgeMsg;
import org.fudgemsg.MutableFudgeMsg;
import org.fudgemsg.mapping.FudgeBuilder;
import org.fudgemsg.mapping.FudgeBuilderFor;
import org.fudgemsg.mapping.FudgeDeserializer;
import org.fudgemsg.mapping.FudgeSerializer;
import com.opengamma.financial.analytics.volatility.surface.VolatilitySurfaceDefinition;
import com.opengamma.id.UniqueIdentifiable;
import com.opengamma.util.money.Currency;
/**
* Builder for converting VolatilitySurfaceDefinition instances to/from Fudge messages.
*/
@FudgeBuilderFor(VolatilitySurfaceDefinition.class)
public class VolatilitySurfaceDefinitionFudgeBuilder implements FudgeBuilder<VolatilitySurfaceDefinition<?, ?>> {
private static final String TARGET_FIELD = "target";
private static final String CURRENCY_FIELD = "currency";
private static final String NAME_FIELD = "name";
private static final String XS_FIELD = "xs";
private static final String YS_FIELD = "ys";
@Override
public MutableFudgeMsg buildMessage(final FudgeSerializer serializer, final VolatilitySurfaceDefinition<?, ?> object) {
final MutableFudgeMsg message = serializer.newMessage();
// the following forces it not to use a secondary type if one is available.
message.add(TARGET_FIELD, FudgeSerializer.addClassHeader(serializer.objectToFudgeMsg(object.getTarget()), object.getTarget().getClass()));
if (object.getTarget() instanceof Currency) {
final Currency ccy = (Currency) object.getTarget();
message.add(CURRENCY_FIELD, null, ccy.getCode());
} else {
// just for now...
message.add(CURRENCY_FIELD, null, Currency.USD.getCode());
}
message.add(NAME_FIELD, object.getName());
for (final Object x : object.getXs()) {
if (x instanceof Number) {
serializer.addToMessageWithClassHeaders(message, XS_FIELD, null, x);
} else {
message.add(XS_FIELD, null, FudgeSerializer.addClassHeader(serializer.objectToFudgeMsg(x), x.getClass()));
}
}
for (final Object y : object.getYs()) {
if (y instanceof Number) {
serializer.addToMessageWithClassHeaders(message, YS_FIELD, null, y);
} else {
message.add(YS_FIELD, null, FudgeSerializer.addClassHeader(serializer.objectToFudgeMsg(y), y.getClass()));
}
}
return message;
}
@Override
public VolatilitySurfaceDefinition<?, ?> buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
UniqueIdentifiable target;
if (!message.hasField(TARGET_FIELD)) {
final String currencyCode = message.getString(CURRENCY_FIELD);
target = Currency.of(currencyCode);
} else {
target = deserializer.fieldValueToObject(UniqueIdentifiable.class, message.getByName(TARGET_FIELD));
}
final String name = message.getString(NAME_FIELD);
final List<FudgeField> xsFields = message.getAllByName(XS_FIELD);
final List<Object> xs = new ArrayList<>();
for (final FudgeField xField : xsFields) {
final Object x = deserializer.fieldValueToObject(xField);
xs.add(x);
}
final List<FudgeField> ysFields = message.getAllByName(YS_FIELD);
final List<Object> ys = new ArrayList<>();
for (final FudgeField yField : ysFields) {
final Object y = deserializer.fieldValueToObject(yField);
ys.add(y);
}
return new VolatilitySurfaceDefinition<>(name, target, xs.toArray(), ys.toArray());
}
}