private static Set<ExternalScheme> getSchemes(String[] schemes) {
HashSet<ExternalScheme> ret = new HashSet<ExternalScheme>();
for (String scheme : schemes) {
ret.add(ExternalScheme.of(scheme));
}
return ret;
}
@BeforeMethod
public void configureService() {
MockFinancialSecuritySource securitySource = new MockFinancialSecuritySource();
ExternalId secId1 = ExternalId.of(ExternalScheme.of("d1"), "v1");
ExternalId secId2 = ExternalId.of(ExternalScheme.of("d2"), "v2");
MockSecurity sec1 = new MockSecurity("t1");
sec1.setExternalIdBundle(ExternalIdBundle.of(secId1));
sec1.setSecurityType("BOND");
securitySource.addSecurity(sec1);
MockSecurity sec2 = new MockSecurity("t2");
sec2.setExternalIdBundle(ExternalIdBundle.of(secId2));
securitySource.addSecurity(sec2);
BondSecurity bondSec =
new GovernmentBondSecurity(
"US TREASURY N/B",
"Government",
"US",
"Treasury",
Currency.USD,
YieldConventionFactory.INSTANCE.getYieldConvention("US Treasury equivalent"),
new Expiry(ZonedDateTime.of(2011, 2, 1, 12, 0, 0, 0, TimeZone.UTC)),
"",
200,
SimpleFrequencyFactory.INSTANCE.getFrequency(SimpleFrequency.SEMI_ANNUAL_NAME),
DayCountFactory.INSTANCE.getDayCount("Actual/Actual"),
ZonedDateTime.of(2011, 2, 1, 12, 0, 0, 0, TimeZone.UTC),
ZonedDateTime.of(2011, 2, 1, 12, 0, 0, 0, TimeZone.UTC),
ZonedDateTime.of(2011, 2, 1, 12, 0, 0, 0, TimeZone.UTC),
100,
100000000,
5000,
1000,
100,
100);
bondSec.setExternalIdBundle(ExternalIdBundle.of(ExternalId.of("A", "B")));
securitySource.addSecurity(bondSec);
getSecuritySourceService().setUnderlying(securitySource);
_uid1 = sec1.getUniqueId();
_uid2 = sec2.getUniqueId();
}
/**
* Utilities and constants for {@code Region}.
*
* <p>This is a thread-safe static utility class.
*/
@PublicAPI
public class RegionUtils {
/** Identification scheme for the ISO alpha 2 country code ISO standard. */
public static final ExternalScheme ISO_COUNTRY_ALPHA2 = ExternalScheme.of("ISO_COUNTRY_ALPHA2");
/** Identification scheme for the ISO alpha 3 currency code ISO standard. */
public static final ExternalScheme ISO_CURRENCY_ALPHA3 = ExternalScheme.of("ISO_CURRENCY_ALPHA3");
/** Identification scheme for the Copp Clark version of UN/LOCODE , formatted without spaces. */
public static final ExternalScheme COPP_CLARK_LOCODE = ExternalScheme.of("COPP_CLARK_LOCODE");
/** Identification scheme for the UN/LOCODE 2010-2 code standard, formatted without spaces. */
public static final ExternalScheme UN_LOCODE_2010_2 = ExternalScheme.of("UN_LOCODE_2010_2");
/** Identification scheme for the tz database time-zone standard. */
public static final ExternalScheme TZDB_TIME_ZONE = ExternalScheme.of("TZDB_TIME_ZONE");
/**
* Identification scheme for financial activity. This currently tends to be the country code, but
* can be more complex.
*/
public static final ExternalScheme FINANCIAL = ExternalScheme.of("FINANCIAL_REGION");
/** Restricted constructor. */
protected RegionUtils() {}
// -------------------------------------------------------------------------
/**
* Creates an ISO alpha 2 country code.
*
* <p>Examples might be {@code GB} or {@code US}.
*
* @param country the country, not null
* @return the region identifier, not null
*/
public static ExternalId countryRegionId(Country country) {
ArgumentChecker.notNull(country, "country");
return ExternalId.of(ISO_COUNTRY_ALPHA2, country.getCode());
}
/**
* Creates an ISO alpha 3 currency code.
*
* <p>Examples might be {@code GBP} or {@code USD}.
*
* @param currency the currency, not null
* @return the region identifier, not null
*/
public static ExternalId currencyRegionId(Currency currency) {
ArgumentChecker.notNull(currency, "currency");
return ExternalId.of(ISO_CURRENCY_ALPHA3, currency.getCode());
}
/**
* Creates a UN/LOCODE 2010-2 code, formatted without spaces.
*
* <p>Examples might be {@code GBHOH} or {@code AEDXB}.
*
* @param locode the UN/LOCODE, not null
* @return the region identifier, not null
*/
public static ExternalId unLocode20102RegionId(String locode) {
ArgumentChecker.notNull(locode, "locode");
if (locode.matches("[A-Z]{2}[A-Z0-9]{3}") == false) {
throw new IllegalArgumentException("UN/LOCODE is invalid: " + locode);
}
return ExternalId.of(UN_LOCODE_2010_2, locode);
}
/**
* Creates a Copp Clark location code, formatted without spaces. This is based on UN/LOCODE.
*
* <p>Examples might be {@code GBHOH} or {@code AEDXB}.
*
* @param locode the Copp Clark LOCODE, not null
* @return the region identifier, not null
*/
public static ExternalId coppClarkRegionId(String locode) {
ArgumentChecker.notNull(locode, "locode");
if (locode.matches("[A-Z]{2}[A-Z0-9]{3}") == false) {
throw new IllegalArgumentException("Copp Clark LOCODE is invalid: " + locode);
}
return ExternalId.of(COPP_CLARK_LOCODE, locode);
}
/**
* Creates a tz database time-zone code.
*
* <p>Examples might be {@code Europe/London} or {@code Asia/Hong_Kong}.
*
* @param zone the time-zone, not null
* @return the region identifier, not null
*/
public static ExternalId timeZoneRegionId(TimeZone zone) {
ArgumentChecker.notNull(zone, "zone");
return ExternalId.of(TZDB_TIME_ZONE, zone.getID());
}
/**
* Creates an identifier for a financial location.
*
* @param code the code, not null
* @return the region identifier, not null
*/
public static ExternalId financialRegionId(String code) {
ArgumentChecker.notNull(code, "code");
if (code.matches("[A-Z+]+") == false) {
throw new IllegalArgumentException("Code is invalid: " + code);
}
return ExternalId.of(FINANCIAL, code);
}
/**
* Creates a set of regions from a region id. This is useful in the case where the region is
* compound (e.g. NY+LON).
*
* @param regionSource The region source, not null
* @param regionId The region id, not null
* @return a set of the region(s)
*/
public static Set<Region> getRegions(RegionSource regionSource, final ExternalId regionId) {
Validate.notNull(regionSource, "region source");
Validate.notNull(regionId, "region id");
if (regionId.isScheme(RegionUtils.FINANCIAL) && regionId.getValue().contains("+")) {
final String[] regions = regionId.getValue().split("\\+");
final Set<Region> resultRegions = new HashSet<Region>();
for (final String region : regions) {
resultRegions.add(
regionSource.getHighestLevelRegion(RegionUtils.financialRegionId(region)));
}
return resultRegions;
}
return Collections.singleton(regionSource.getHighestLevelRegion(regionId));
}
}