protected Result(
final org.fudgemsg.mapping.FudgeDeserializationContext fudgeContext,
final org.fudgemsg.FudgeMsg fudgeMsg) {
super(fudgeContext, fudgeMsg);
org.fudgemsg.FudgeField fudgeField;
fudgeField = fudgeMsg.getByName(RESULT_KEY);
if (fudgeField == null)
throw new IllegalArgumentException(
"Fudge message is not a Result - field 'result' is not present");
try {
_result =
fudgeContext.fieldValueToObject(
com.opengamma.engine.view.calcnode.CalculationJobResult.class, fudgeField);
} catch (IllegalArgumentException e) {
throw new IllegalArgumentException(
"Fudge message is not a Result - field 'result' is not CalculationJobResult message", e);
}
fudgeField = fudgeMsg.getByName(READY_KEY);
if (fudgeField != null) {
try {
final com.opengamma.engine.view.calcnode.msg.Ready fudge1;
fudge1 =
com.opengamma.engine.view.calcnode.msg.Ready.fromFudgeMsg(
fudgeContext, fudgeMsg.getFieldValue(org.fudgemsg.FudgeMsg.class, fudgeField));
setReady(fudge1);
} catch (IllegalArgumentException e) {
throw new IllegalArgumentException(
"Fudge message is not a Result - field 'ready' is not Ready message", e);
}
}
}
@Override
public CycleExecutionFailedCall buildObject(FudgeDeserializationContext context, FudgeMsg msg) {
ViewCycleExecutionOptions cycleExecutionOptions =
context.fieldValueToObject(
ViewCycleExecutionOptions.class, msg.getByName(EXECUTION_OPTIONS_FIELD));
FudgeField exceptionField = msg.getByName(EXCEPTION_FIELD);
Exception exception =
exceptionField != null ? context.fieldValueToObject(Exception.class, exceptionField) : null;
return new CycleExecutionFailedCall(cycleExecutionOptions, exception);
}
@Override
public StandardSmileSurfaceDataBundle buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
final ForwardCurve forwardCurve =
deserializer.fieldValueToObject(
ForwardCurve.class, message.getByName(FORWARD_CURVE_FIELD_NAME));
final double[] expiries =
deserializer.fieldValueToObject(double[].class, message.getByName(EXPIRIES_FIELD_NAME));
final double[][] strikes =
deserializer.fieldValueToObject(double[][].class, message.getByName(STRIKES_FIELD_NAME));
final double[][] vols =
deserializer.fieldValueToObject(double[][].class, message.getByName(VOLS_FIELD_NAME));
final boolean isCallData = message.getBoolean(IS_CALL_FIELD_NAME);
return new StandardSmileSurfaceDataBundle(forwardCurve, expiries, strikes, vols, isCallData);
}
@Override
public YieldCurveBundle buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
// note name in curve & name in bundle may be different!
final List<FudgeField> curveFields = message.getAllByName(CURVES_FIELD_NAME);
final List<FudgeField> curveNameFields = message.getAllByName(CURVES_NAME_FIELD_NAME);
final List<FudgeField> ccyFields = message.getAllByName(CURRENCY_FIELD_NAME);
final List<FudgeField> ccyCurveFields = message.getAllByName(CURRENCY_CURVE_FIELD_NAME);
final Map<String, YieldAndDiscountCurve> curves = new LinkedHashMap<>(curveFields.size());
final Map<String, Currency> curveCurrencys = Maps.newHashMapWithExpectedSize(ccyFields.size());
final FXMatrix fxMatrix =
deserializer.fieldValueToObject(FXMatrix.class, message.getByName(FX_MATRIX_FIELD_NAME));
for (int i = 0; i < curveFields.size(); i++) {
final YieldAndDiscountCurve curve =
deserializer.fieldValueToObject(YieldAndDiscountCurve.class, curveFields.get(i));
final String name = deserializer.fieldValueToObject(String.class, curveNameFields.get(i));
curves.put(name, curve);
}
for (int i = 0; i < ccyFields.size(); i++) {
final String name = deserializer.fieldValueToObject(String.class, ccyCurveFields.get(i));
final Currency ccy = deserializer.fieldValueToObject(Currency.class, ccyFields.get(i));
curveCurrencys.put(name, ccy);
}
return new YieldCurveBundle(fxMatrix, curveCurrencys, curves);
}
@Override
public DoubleMatrix2D buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
final double[][] data =
deserializer.fieldValueToObject(double[][].class, message.getByName(DATA_FIELD_NAME));
return new DoubleMatrix2D(data);
}
private void checkSecurityMessage(final FudgeMsgEnvelope fme) {
assertNotNull(fme);
final FudgeMsg msg = fme.getMessage();
assertNotNull(msg);
FudgeMsgFormatter.outputToSystemOut(msg);
final FudgeMsg security =
msg.getFieldValue(FudgeMsg.class, msg.getByName(SECURITYSOURCE_SECURITY));
assertNotNull(security);
}
protected SimpleChooserPayoffStyle(
final org.fudgemsg.mapping.FudgeDeserializationContext fudgeContext,
final org.fudgemsg.FudgeMsg fudgeMsg) {
super(fudgeContext, fudgeMsg);
org.fudgemsg.FudgeField fudgeField;
fudgeField = fudgeMsg.getByName(CHOOSE_DATE_KEY);
if (fudgeField == null)
throw new IllegalArgumentException(
"Fudge message is not a SimpleChooserPayoffStyle - field 'chooseDate' is not present");
try {
_chooseDate =
fudgeContext.fieldValueToObject(javax.time.calendar.ZonedDateTime.class, fudgeField);
} catch (IllegalArgumentException e) {
throw new IllegalArgumentException(
"Fudge message is not a SimpleChooserPayoffStyle - field 'chooseDate' is not ZonedDateTime typedef",
e);
}
fudgeField = fudgeMsg.getByName(UNDERLYING_STRIKE_KEY);
if (fudgeField == null)
throw new IllegalArgumentException(
"Fudge message is not a SimpleChooserPayoffStyle - field 'underlyingStrike' is not present");
try {
_underlyingStrike = fudgeMsg.getFieldValue(Double.class, fudgeField);
} catch (IllegalArgumentException e) {
throw new IllegalArgumentException(
"Fudge message is not a SimpleChooserPayoffStyle - field 'underlyingStrike' is not double",
e);
}
fudgeField = fudgeMsg.getByName(UNDERLYING_EXPIRY_KEY);
if (fudgeField == null)
throw new IllegalArgumentException(
"Fudge message is not a SimpleChooserPayoffStyle - field 'underlyingExpiry' is not present");
try {
_underlyingExpiry =
com.opengamma.util.time.Expiry.fromFudgeMsg(
fudgeContext, fudgeMsg.getFieldValue(org.fudgemsg.FudgeMsg.class, fudgeField));
} catch (IllegalArgumentException e) {
throw new IllegalArgumentException(
"Fudge message is not a SimpleChooserPayoffStyle - field 'underlyingExpiry' is not Expiry message",
e);
}
}
@Override
public Position buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
final SimplePosition position = buildObjectImpl(deserializer, message);
final FudgeField parentField = message.getByName(FIELD_PARENT);
final UniqueId parentId =
(parentField != null) ? deserializer.fieldValueToObject(UniqueId.class, parentField) : null;
if (parentId != null) {
position.setParentNodeId(parentId);
}
return position;
}
@Override
public SimpleHistoricalTimeSeries buildObject(FudgeDeserializer deserializer, FudgeMsg message) {
UniqueId uniqueId = null;
LocalDateDoubleTimeSeries timeseries = null;
if (message.getByName(UNIQUE_ID_FIELD_NAME) != null) {
uniqueId =
deserializer.fieldValueToObject(UniqueId.class, message.getByName(UNIQUE_ID_FIELD_NAME));
}
if (message.hasField(TIMESERIES_FIELD_NAME)) {
Object fieldValue = deserializer.fieldValueToObject(message.getByName(TIMESERIES_FIELD_NAME));
if (fieldValue instanceof LocalDateDoubleTimeSeries) {
timeseries = (LocalDateDoubleTimeSeries) fieldValue;
}
}
if (uniqueId != null && timeseries != null) {
return new SimpleHistoricalTimeSeries(uniqueId, timeseries);
} else {
throw new OpenGammaRuntimeException(
"Cannot deserialize " + message + " to SimpleHistoricalTimeSeries");
}
}
@Override
public CalculationJobItem buildObject(FudgeDeserializer deserializer, FudgeMsg message) {
ComputationTargetSpecification computationTargetSpecification =
deserializer.fudgeMsgToObject(ComputationTargetSpecification.class, message);
Validate.notNull(
computationTargetSpecification,
"Fudge message is not a CalculationJobItem - field 'computationTargetSpecification' is not present");
String functionUniqueId = message.getString(FUNCTION_UNIQUE_ID_FIELD_NAME);
Validate.notNull(
functionUniqueId,
"Fudge message is not a CalculationJobItem - field 'functionUniqueIdentifier' is not present");
FudgeField fudgeField = message.getByName(FUNCTION_PARAMETERS_FIELD_NAME);
Validate.notNull(
fudgeField,
"Fudge message is not a CalculationJobItem - field 'functionParameters' is not present");
FunctionParameters functionParameters =
deserializer.fieldValueToObject(FunctionParameters.class, fudgeField);
final long[] inputIdentifiers = (long[]) message.getByName(INPUT_FIELD_NAME).getValue();
List<ValueRequirement> desiredValues = new ArrayList<ValueRequirement>();
for (FudgeField field : message.getAllByName(DESIRED_VALUE_FIELD_NAME)) {
FudgeMsg valueMsg = (FudgeMsg) field.getValue();
ValueRequirement desiredValue =
deserializer.fudgeMsgToObject(ValueRequirement.class, valueMsg);
desiredValues.add(desiredValue);
}
return CalculationJobItem.create(
functionUniqueId,
functionParameters,
computationTargetSpecification,
inputIdentifiers,
desiredValues);
}
@Override
public FixedIncomeStripWithSecurity buildObject(
FudgeDeserializationContext context, FudgeMsg message) {
StripInstrumentType type =
context.fieldValueToObject(StripInstrumentType.class, message.getByName("type"));
Tenor tenor = context.fieldValueToObject(Tenor.class, message.getByName("tenor"));
Tenor resolvedTenor =
context.fieldValueToObject(Tenor.class, message.getByName("resolvedTenor"));
ZonedDateTimeBuilder zonedDateTimeBuilder = new ZonedDateTimeBuilder();
ZonedDateTime maturity =
zonedDateTimeBuilder.buildObject(context, message.getMessage("maturity"));
Identifier identifier =
context.fieldValueToObject(Identifier.class, message.getByName("identifier"));
Security security = (Security) context.fieldValueToObject(message.getByName("security"));
if (type == StripInstrumentType.FUTURE) {
int numFutures = message.getInt("numFutures");
return new FixedIncomeStripWithSecurity(
type, tenor, resolvedTenor, numFutures, maturity, identifier, security);
} else {
return new FixedIncomeStripWithSecurity(
type, tenor, resolvedTenor, maturity, identifier, security);
}
}
// -------------------------------------------------------------------------
@SuppressWarnings("unchecked")
@Override
public T buildObject(FudgeDeserializer deserializer, FudgeMsg outerMsg) {
FudgeField fudgeField = outerMsg.getByName("inner");
FudgeMsg msg = (FudgeMsg) fudgeField.getValue();
final FudgeField classNameField = msg.getByOrdinal(FudgeSerializer.TYPES_HEADER_ORDINAL);
final String className = (String) classNameField.getValue();
try {
final List<Object> parameters = newArrayList();
parameters.add(null); // the omitted enclosing object
for (FudgeField parameterField : msg.getAllByOrdinal(1)) {
parameters.add(deserializer.fieldValueToObject(parameterField));
}
return (T)
AccessController.doPrivileged(
new PrivilegedAction<Object>() {
@Override
public Object run() {
try {
final Class<?> innerClass = Class.forName(className);
final Constructor<?>[] ctors = innerClass.getDeclaredConstructors();
// We require that inner classes got only one ctor (anonymous inner classes will
// do)
// in order to avoid disambiguity
if (ctors.length == 1) {
final Constructor<?> ctor = ctors[0];
ctor.setAccessible(true); // solution
Object inner = ctor.newInstance(parameters.toArray());
return new AutoFudgable<Object>(inner);
}
} catch (IllegalAccessException e) {
throw new RuntimeException(e);
} catch (InstantiationException e) {
throw new RuntimeException(e);
} catch (InvocationTargetException e) {
throw new RuntimeException(e);
} catch (ClassNotFoundException e) {
throw new RuntimeException(e);
}
return null;
}
});
} catch (RuntimeException ex) {
throw new FudgeRuntimeException("Unable to deserialize: " + className, ex);
}
}
protected static SimplePosition buildObjectImpl(
final FudgeDeserializer deserializer, final FudgeMsg message) {
SimpleSecurityLink secLink = new SimpleSecurityLink();
if (message.hasField(FIELD_SECURITYKEY)) {
FudgeField secKeyField = message.getByName(FIELD_SECURITYKEY);
if (secKeyField != null) {
secLink.setExternalId(deserializer.fieldValueToObject(ExternalIdBundle.class, secKeyField));
}
}
if (message.hasField(FIELD_SECURITYID)) {
FudgeField secIdField = message.getByName(FIELD_SECURITYID);
if (secIdField != null) {
secLink.setObjectId(deserializer.fieldValueToObject(ObjectId.class, secIdField));
}
}
SimplePosition position = new SimplePosition();
position.setSecurityLink(secLink);
if (message.hasField(FIELD_UNIQUE_ID)) {
FudgeField uniqueIdField = message.getByName(FIELD_UNIQUE_ID);
if (uniqueIdField != null) {
position.setUniqueId(deserializer.fieldValueToObject(UniqueId.class, uniqueIdField));
}
}
if (message.hasField(FIELD_QUANTITY)) {
FudgeField quantityField = message.getByName(FIELD_QUANTITY);
if (quantityField != null) {
position.setQuantity(message.getFieldValue(BigDecimal.class, quantityField));
}
}
readTrades(
deserializer,
message.getFieldValue(FudgeMsg.class, message.getByName(FIELD_TRADES)),
position);
return position;
}
@Override
public MulticurveProviderDiscount buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
final Map<Currency, YieldAndDiscountCurve> discountingCurves = new LinkedHashMap<>();
final List<FudgeField> currencyFields = message.getAllByName(CURRENCY_FIELD);
final List<FudgeField> discountingCurveFields = message.getAllByName(DISCOUNTING_CURVE_FIELD);
for (int i = 0; i < currencyFields.size(); i++) {
final Currency currency = Currency.of((String) currencyFields.get(i).getValue());
final YieldAndDiscountCurve curve =
deserializer.fudgeMsgToObject(
YieldAndDiscountCurve.class, (FudgeMsg) discountingCurveFields.get(i).getValue());
discountingCurves.put(currency, curve);
}
final Map<IborIndex, YieldAndDiscountCurve> forwardIborCurves = new LinkedHashMap<>();
final List<FudgeField> indexIborFields = message.getAllByName(INDEX_IBOR_FIELD);
final List<FudgeField> forwardIborCurveFields = message.getAllByName(INDEX_IBOR_CURVE);
for (int i = 0; i < currencyFields.size(); i++) {
final IborIndex index =
deserializer.fudgeMsgToObject(
IborIndex.class, (FudgeMsg) indexIborFields.get(i).getValue());
final YieldAndDiscountCurve curve =
deserializer.fudgeMsgToObject(
YieldAndDiscountCurve.class, (FudgeMsg) forwardIborCurveFields.get(i).getValue());
forwardIborCurves.put(index, curve);
}
final Map<IndexON, YieldAndDiscountCurve> forwardONCurves = new LinkedHashMap<>();
final List<FudgeField> indexONFields = message.getAllByName(INDEX_ON_FIELD);
final List<FudgeField> forwardONCurveFields = message.getAllByName(OVERNIGHT_CURVE_FIELD);
for (int i = 0; i < currencyFields.size(); i++) {
final IndexON index =
deserializer.fudgeMsgToObject(
IndexON.class, (FudgeMsg) indexONFields.get(i).getValue());
final YieldAndDiscountCurve curve =
deserializer.fudgeMsgToObject(
YieldAndDiscountCurve.class, (FudgeMsg) forwardONCurveFields.get(i).getValue());
forwardONCurves.put(index, curve);
}
final FXMatrix fxMatrix =
deserializer.fieldValueToObject(FXMatrix.class, message.getByName(FX_MATRIX_FIELD));
return new MulticurveProviderDiscount(
discountingCurves, forwardIborCurves, forwardONCurves, fxMatrix);
}
@Override
public InflationProviderDiscount buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
final MulticurveProviderDiscount yieldCurves =
deserializer.fieldValueToObject(
MulticurveProviderDiscount.class, message.getByName(YIELD_CURVES_FIELD));
final List<FudgeField> indexFields = message.getAllByName(PRICE_INDEX_FIELD);
final List<FudgeField> indexCurveFields = message.getAllByName(PRICE_INDEX_CURVE_FIELD);
final Map<IndexPrice, PriceIndexCurve> priceIndexCurves = new LinkedHashMap<>();
final int n = indexFields.size();
for (int i = 0; i < n; i++) {
final IndexPrice index =
deserializer.fudgeMsgToObject(
IndexPrice.class, (FudgeMsg) indexFields.get(i).getValue());
final PriceIndexCurve curve =
deserializer.fudgeMsgToObject(
PriceIndexCurve.class, (FudgeMsg) indexCurveFields.get(i).getValue());
priceIndexCurves.put(index, curve);
}
return new InflationProviderDiscount(yieldCurves, priceIndexCurves);
}
@Override
public FXMatrix buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
final List<FudgeField> currencies = message.getAllByName(CURRENCY_FIELD);
final List<FudgeField> orders = message.getAllByName(ORDER_FIELD);
final Map<Currency, Integer> map = new HashMap<>();
for (int i = 0; i < currencies.size(); i++) {
final Currency currency = Currency.of((String) currencies.get(i).getValue());
final Integer order = ((Number) orders.get(i).getValue()).intValue();
map.put(currency, order);
}
final List<FudgeField> entries = message.getAllByName(ENTRIES_FIELD);
final List<FudgeField> arrays = message.getAllByName(FX_RATES_FIELD);
final double[][] fxRates = new double[entries.size()][];
for (int i = 0; i < entries.size(); i++) {
final FudgeMsg msg = (FudgeMsg) arrays.get(i).getValue();
final double[] row =
deserializer.fieldValueToObject(double[].class, msg.getByName(ROW_FIELD));
fxRates[i] = row;
}
return new FXMatrix(map, fxRates);
}
public static Scaling fromFudgeMsg(final FudgeDeserializer deserializer, final FudgeMsg msg) {
Double scalingFactor =
deserializer.fieldValueToObject(Double.class, msg.getByName(SCALING_FACTOR));
return new Scaling(scalingFactor);
}
