/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.fudgemsg;
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.engine.value.SurfaceAndCubePropertyNames;
import com.opengamma.financial.analytics.volatility.surface.SurfaceAndCubeQuoteType;
import com.opengamma.financial.analytics.volatility.surface.SurfaceInstrumentProvider;
import com.opengamma.financial.analytics.volatility.surface.VolatilitySurfaceSpecification;
import com.opengamma.financial.security.option.AmericanExerciseType;
import com.opengamma.financial.security.option.EuropeanExerciseType;
import com.opengamma.financial.security.option.ExerciseType;
import com.opengamma.id.UniqueIdentifiable;
import com.opengamma.util.money.Currency;
/**
* Builder for converting VolatilitySurfaceSpecification instances to/from Fudge messages.
*/
@FudgeBuilderFor(VolatilitySurfaceSpecification.class)
public class VolatilitySurfaceSpecificationFudgeBuilder implements FudgeBuilder<VolatilitySurfaceSpecification> {
@Override
public MutableFudgeMsg buildMessage(final FudgeSerializer serializer, final VolatilitySurfaceSpecification object) {
final MutableFudgeMsg message = serializer.newMessage();
message.add(null, 0, object.getClass().getName());
// the following forces it not to use a secondary type if one is available.
message.add("target", FudgeSerializer.addClassHeader(serializer.objectToFudgeMsg(object.getTarget()), object.getTarget().getClass()));
// for compatibility with old code, remove.
if (object.getTarget() instanceof Currency) {
message.add("currency", object.getTarget());
} else {
// just for now...
message.add("currency", Currency.USD);
}
message.add("name", object.getName());
if (object.getSurfaceQuoteType() != null) {
message.add("quote", object.getSurfaceQuoteType());
}
if (object.getQuoteUnits() != null) {
message.add("quoteUnits", object.getQuoteUnits());
}
if (object.getExerciseType() != null) {
message.add("exerciseType", object.getExerciseType().getName());
}
serializer.addToMessageWithClassHeaders(message, "surfaceInstrumentProvider", null, object.getSurfaceInstrumentProvider());
return message;
}
@Override
public VolatilitySurfaceSpecification buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
UniqueIdentifiable target;
if (!message.hasField("target")) {
target = deserializer.fieldValueToObject(Currency.class, message.getByName("currency"));
} else {
target = deserializer.fieldValueToObject(UniqueIdentifiable.class, message.getByName("target"));
}
final String quoteType;
if (message.hasField("quote") && message.getString("quote") != null) {
quoteType = message.getString("quote");
} else {
quoteType = SurfaceAndCubeQuoteType.CALL_STRIKE;
}
final ExerciseType exerciseType;
final ExerciseType american = new AmericanExerciseType();
final ExerciseType european = new EuropeanExerciseType();
if (message.hasField("exerciseType") && message.getString("exerciseType") != null) {
final String exerciseTypeName = message.getString("exerciseType");
exerciseType = exerciseTypeName.equalsIgnoreCase(american.getName()) ? american : european;
} else {
exerciseType = european;
}
final String quoteUnits;
if (message.hasField("quoteUnits") && message.getString("quoteUnits") != null) {
quoteUnits = message.getString("quoteUnits");
} else {
quoteUnits = SurfaceAndCubePropertyNames.VOLATILITY_QUOTE;
}
final String name = message.getString("name");
final FudgeField field = message.getByName("surfaceInstrumentProvider");
final SurfaceInstrumentProvider<?, ?> surfaceInstrumentProvider = (SurfaceInstrumentProvider<?, ?>) deserializer.fieldValueToObject(field);
return new VolatilitySurfaceSpecification(name, target, quoteType, quoteUnits, exerciseType, surfaceInstrumentProvider);
}
}