/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.security.cds;
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.google.common.collect.Lists;
import com.opengamma.financial.security.FinancialSecurityFudgeBuilder;
import com.opengamma.util.fudgemsg.AbstractFudgeBuilder;
import com.opengamma.util.money.Currency;
import com.opengamma.util.time.Tenor;
/**
* A Fudge builder for {@link CreditDefaultSwapIndexDefinitionSecurity}.
*/
@FudgeBuilderFor(CreditDefaultSwapIndexDefinitionSecurity.class)
public class CDSIndexDefinitionSecurityFudgeBuilder extends AbstractFudgeBuilder implements FudgeBuilder<CreditDefaultSwapIndexDefinitionSecurity> {
/** Field name. */
public static final String VERSION_FLD = "version";
/** Field name. */
public static final String SERIES_FLD = "series";
/** Field name. */
public static final String FAMILY_FLD = "family";
/** Field name. */
public static final String CURRENCY_FLD = "currency";
/** Field name. */
public static final String RECOVERY_RATE_FLD = "recoveryRate";
/** Field name. */
public static final String TERMS_FLD = "terms";
/** Field name. */
public static final String COMPONENTS_FLD = "components";
@Override
public MutableFudgeMsg buildMessage(FudgeSerializer serializer, CreditDefaultSwapIndexDefinitionSecurity object) {
final MutableFudgeMsg msg = serializer.newMessage();
CDSIndexDefinitionSecurityFudgeBuilder.toFudgeMsg(serializer, object, msg);
return msg;
}
public static void toFudgeMsg(FudgeSerializer serializer, CreditDefaultSwapIndexDefinitionSecurity security, final MutableFudgeMsg msg) {
FinancialSecurityFudgeBuilder.toFudgeMsg(serializer, security, msg);
addToMessage(msg, VERSION_FLD, security.getVersion());
addToMessage(msg, SERIES_FLD, security.getSeries());
addToMessage(msg, FAMILY_FLD, security.getFamily());
addToMessage(msg, CURRENCY_FLD, security.getCurrency());
addToMessage(msg, RECOVERY_RATE_FLD, security.getRecoveryRate());
for (Tenor tenor : security.getTerms()) {
addToMessage(serializer, msg, TERMS_FLD, tenor, Tenor.class);
}
for (CreditDefaultSwapIndexComponent component : security.getComponents()) {
addToMessage(serializer, msg, COMPONENTS_FLD, component, CreditDefaultSwapIndexComponent.class);
}
}
@Override
public CreditDefaultSwapIndexDefinitionSecurity buildObject(FudgeDeserializer deserializer, FudgeMsg msg) {
CreditDefaultSwapIndexDefinitionSecurity security = new CreditDefaultSwapIndexDefinitionSecurity();
CDSIndexDefinitionSecurityFudgeBuilder.fromFudgeMsg(deserializer, msg, security);
return security;
}
public static void fromFudgeMsg(FudgeDeserializer deserializer, FudgeMsg msg, CreditDefaultSwapIndexDefinitionSecurity security) {
FinancialSecurityFudgeBuilder.fromFudgeMsg(deserializer, msg, security);
List<FudgeField> termsFields = msg.getAllByName(TERMS_FLD);
List<Tenor> tenors = Lists.newArrayList();
for (FudgeField field : termsFields) {
tenors.add(deserializer.fieldValueToObject(Tenor.class, field));
}
security.setTerms(CDSIndexTerms.of(tenors));
List<FudgeField> componentsFields = msg.getAllByName(COMPONENTS_FLD);
List<CreditDefaultSwapIndexComponent> components = Lists.newArrayList();
for (FudgeField field : componentsFields) {
components.add(deserializer.fieldValueToObject(CreditDefaultSwapIndexComponent.class, field));
}
security.setComponents(CDSIndexComponentBundle.of(components));
security.setVersion(msg.getString(VERSION_FLD));
security.setSeries(msg.getString(SERIES_FLD));
security.setFamily(msg.getString(FAMILY_FLD));
security.setCurrency(msg.getValue(Currency.class, CURRENCY_FLD));
security.setRecoveryRate(msg.getDouble(RECOVERY_RATE_FLD));
}
}