@Override
public CurveBuildingBlockBundle buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
final List<FudgeField> curveNames = message.getAllByName(CURVE_NAME_FIELD);
final List<FudgeField> blocks = message.getAllByName(BLOCK_FIELD);
final List<FudgeField> matrices = message.getAllByName(MATRIX_FIELD);
final int n = curveNames.size();
if (blocks.size() != n) {
throw new IllegalStateException(
"Should have one block for each curve name; have " + curveNames + " and " + blocks);
}
if (matrices.size() != n) {
throw new IllegalStateException(
"Should have one matrix for each curve name; have " + curveNames + " and " + matrices);
}
final LinkedHashMap<String, Pair<CurveBuildingBlock, DoubleMatrix2D>> data =
new LinkedHashMap<>();
for (int i = 0; i < n; i++) {
final String curveName = (String) curveNames.get(i).getValue();
final CurveBuildingBlock block =
deserializer.fieldValueToObject(CurveBuildingBlock.class, blocks.get(i));
final DoubleMatrix2D m =
new DoubleMatrix2D(deserializer.fieldValueToObject(double[][].class, matrices.get(i)));
data.put(curveName, Pair.of(block, m));
}
return new CurveBuildingBlockBundle(data);
}
@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);
}
public static Entry fromFudgeMsg(final FudgeDeserializer context, final FudgeMsg msg) {
final Entry e = new Entry();
final Iterator<FudgeField> keys = msg.getAllByOrdinal(1).iterator();
final Iterator<FudgeField> values = msg.getAllByOrdinal(2).iterator();
while (keys.hasNext() && values.hasNext()) {
final FudgeField key = keys.next();
final FudgeField value = values.next();
e.add(
context.fieldValueToObject(ExternalIdBundle.class, key),
context.fieldValueToObject(HistoricalTimeSeries.class, value));
}
return e;
}
@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 DoubleMatrix2D buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
final double[][] data =
deserializer.fieldValueToObject(double[][].class, message.getByName(DATA_FIELD_NAME));
return new DoubleMatrix2D(data);
}
protected Map<ValueSpecification, Collection<ValueSpecification>> decodeMarketDataAliases(
final FudgeDeserializer deserializer, final FudgeMsg msg) {
final FudgeMsg msgRequirements = msg.getMessage(MARKET_DATA_REQUIREMENTS_FIELD);
final FudgeMsg msgAliases = msg.getMessage(MARKET_DATA_ALIASES_FIELD);
if ((msgRequirements == null) || (msgAliases == null) || msgRequirements.isEmpty()) {
return Collections.emptyMap();
}
final Map<ValueSpecification, Collection<ValueSpecification>> result =
Maps.newHashMapWithExpectedSize(msgRequirements.getNumFields());
final Iterator<FudgeField> itrRequirements = msgRequirements.iterator();
final Iterator<FudgeField> itrAliases = msgAliases.iterator();
while (itrRequirements.hasNext() && itrAliases.hasNext()) {
final FudgeField requirement = itrRequirements.next();
final FudgeField alias = itrAliases.next();
final ValueSpecification spec =
deserializer.fieldValueToObject(ValueSpecification.class, requirement);
if (alias.getValue() == IndicatorType.INSTANCE) {
result.put(spec, Collections.singleton(spec));
} else {
final FudgeMsg msgAlias = (FudgeMsg) alias.getValue();
final String clazz = msgAlias.getString(0);
if ("list".equals(clazz)) {
final Collection<ValueSpecification> aliases =
new ArrayList<ValueSpecification>(msgAlias.getNumFields() - 1);
for (FudgeField aliasField : msgAlias) {
if (aliasField.getValue() == IndicatorType.INSTANCE) {
aliases.add(spec);
} else if (aliasField.getValue() instanceof FudgeMsg) {
aliases.add(deserializer.fieldValueToObject(ValueSpecification.class, aliasField));
}
}
result.put(spec, aliases);
} else {
result.put(
spec,
Collections.singleton(
deserializer.fieldValueToObject(ValueSpecification.class, alias)));
}
}
}
return result;
}
@SuppressWarnings("synthetic-access")
@Override
public CurrencyLabelledMatrix1D buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
final FudgeMsg msg = message.getMessage(MATRIX_FIELD_NAME);
final Queue<String> labelTypes = new LinkedList<String>();
final Queue<FudgeField> labelValues = new LinkedList<FudgeField>();
final List<Currency> keys = new LinkedList<Currency>();
final List<Object> labels = new LinkedList<Object>();
final List<Double> values = new LinkedList<Double>();
for (final FudgeField field : msg) {
switch (field.getOrdinal()) {
case LABEL_TYPE_ORDINAL:
labelTypes.add((String) field.getValue());
break;
case KEY_ORDINAL:
keys.add(Currency.of((String) field.getValue()));
break;
case LABEL_ORDINAL:
labelValues.add(field);
break;
case VALUE_ORDINAL:
values.add((Double) field.getValue());
break;
}
if (!labelTypes.isEmpty() && !labelValues.isEmpty()) {
// Have a type and a value, which can be consumed
final String labelType = labelTypes.remove();
Class<?> labelClass;
try {
labelClass = LabelledMatrix1DBuilder.getLabelClass(labelType, _loadedClasses);
} catch (final ClassNotFoundException ex) {
throw new OpenGammaRuntimeException(
"Could not deserialize label of type " + labelType, ex);
}
final FudgeField labelValue = labelValues.remove();
final Object label = deserializer.fieldValueToObject(labelClass, labelValue);
// labels.add(Currency.of((String) label));
labels.add(label);
}
}
final int matrixSize = keys.size();
final Currency[] keysArray = new Currency[matrixSize];
keys.toArray(keysArray);
final Object[] labelsArray = new Object[matrixSize];
labels.toArray(labelsArray);
final double[] valuesArray = Doubles.toArray(values);
return new CurrencyLabelledMatrix1D(keysArray, labelsArray, valuesArray);
}
@Override
public Object readFrom(
Class<Object> type,
Type genericType,
Annotation[] annotations,
MediaType mediaType,
MultivaluedMap<String, String> httpHeaders,
InputStream entityStream)
throws IOException, WebApplicationException {
InputStreamReader entityReader = new InputStreamReader(entityStream, Charsets.UTF_8);
FudgeMsgReader reader =
new FudgeMsgReader(new FudgeJSONStreamReader(getFudgeContext(), entityReader));
FudgeMsg message = reader.nextMessage();
if (message == null) {
return null;
}
FudgeDeserializer deser = new FudgeDeserializer(getFudgeContext());
return deser.fudgeMsgToObject(type, message);
}
@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;
}
public void fudgeEncoding() {
List<HistoricalTimeSeriesRatingRule> rules = new ArrayList<HistoricalTimeSeriesRatingRule>();
rules.add(HistoricalTimeSeriesRatingRule.of(DATA_SOURCE_NAME, "BLOOMBERG", 2));
rules.add(HistoricalTimeSeriesRatingRule.of(DATA_SOURCE_NAME, "REUTERS", 1));
rules.add(HistoricalTimeSeriesRatingRule.of(DATA_PROVIDER_NAME, "CMPL", 3));
HistoricalTimeSeriesRating inputConfig = HistoricalTimeSeriesRating.of(rules);
FudgeSerializer serializationContext = new FudgeSerializer(s_fudgeContext);
MutableFudgeMsg inputMsg = serializationContext.objectToFudgeMsg(inputConfig);
FudgeMsg outputMsg =
s_fudgeContext.deserialize(s_fudgeContext.toByteArray(inputMsg)).getMessage();
assertNotNull(outputMsg);
assertEquals(3, outputMsg.getNumFields());
FudgeDeserializer deserializationContext = new FudgeDeserializer(s_fudgeContext);
HistoricalTimeSeriesRating outputConfig =
deserializationContext.fudgeMsgToObject(HistoricalTimeSeriesRating.class, outputMsg);
assertEquals(inputConfig, outputConfig);
}
@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 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 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);
}
// -------------------------------------------------------------------------
@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;
}
protected Set<ComputationTargetSpecification> decodeComputationTargets(
final FudgeDeserializer deserializer, final FudgeMsg msg) {
final FudgeMsg submsg = msg.getMessage(COMPUTATION_TARGETS_FIELD);
if (submsg == null) {
return Collections.emptySet();
}
final Set<ComputationTargetSpecification> result =
Sets.newHashSetWithExpectedSize(submsg.getNumFields());
for (final FudgeField field : submsg) {
result.add(
deserializer
.fieldValueToObject(ComputationTargetReference.class, field)
.getSpecification());
}
return result;
}
@Override
public LocalDateLabelledMatrix1D buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
final FudgeMsg msg = message.getMessage(MATRIX_FIELD_NAME);
final Queue<String> labelTypes = new LinkedList<String>();
final Queue<FudgeField> labelValues = new LinkedList<FudgeField>();
final List<LocalDate> keys = new LinkedList<LocalDate>();
final List<Object> labels = new LinkedList<Object>();
final List<Double> values = new LinkedList<Double>();
for (final FudgeField field : msg) {
switch (field.getOrdinal()) {
case LABEL_TYPE_ORDINAL:
labelTypes.add((String) field.getValue());
break;
case KEY_ORDINAL:
keys.add(((FudgeDate) field.getValue()).toLocalDate());
break;
case LABEL_ORDINAL:
labelValues.add(field);
break;
case VALUE_ORDINAL:
values.add((Double) field.getValue());
break;
}
if (!labelTypes.isEmpty() && !labelValues.isEmpty()) {
// Have a type and a value, which can be consumed
final String labelType = labelTypes.remove();
Class<?> labelClass = getClass(labelType);
final FudgeField labelValue = labelValues.remove();
final Object label = deserializer.fieldValueToObject(labelClass, labelValue);
labels.add(label);
}
}
final int matrixSize = keys.size();
final LocalDate[] keysArray = new LocalDate[matrixSize];
keys.toArray(keysArray);
final Object[] labelsArray = new Object[matrixSize];
labels.toArray(labelsArray);
final double[] valuesArray = Doubles.toArray(values);
return new LocalDateLabelledMatrix1D(keysArray, labelsArray, valuesArray);
}
@Override
public ViewCalculationResultModel buildObject(FudgeDeserializer deserializer, FudgeMsg message) {
final Map<ComputationTargetSpecification, Map<Pair<String, ValueProperties>, ComputedValue>>
mapNames =
new HashMap<
ComputationTargetSpecification,
Map<Pair<String, ValueProperties>, ComputedValue>>();
for (FudgeField field : message) {
final ComputedValue value = deserializer.fieldValueToObject(ComputedValue.class, field);
final ComputationTargetSpecification target =
value.getSpecification().getTargetSpecification();
if (!mapNames.containsKey(target)) {
mapNames.put(target, new HashMap<Pair<String, ValueProperties>, ComputedValue>());
}
mapNames
.get(target)
.put(
Pair.of(
value.getSpecification().getValueName(),
value.getSpecification().getProperties()),
value);
}
return new ViewCalculationResultModel() {
@Override
public Collection<ComputationTargetSpecification> getAllTargets() {
return mapNames.keySet();
}
@Override
public Map<Pair<String, ValueProperties>, ComputedValue> getValues(
ComputationTargetSpecification target) {
return mapNames.get(target);
}
@Override
public Collection<ComputedValue> getAllValues(ComputationTargetSpecification target) {
Map<Pair<String, ValueProperties>, ComputedValue> targetValuesMap = mapNames.get(target);
return targetValuesMap != null
? Collections.unmodifiableCollection(targetValuesMap.values())
: null;
}
};
}
@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);
}
@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);
}
@SuppressWarnings("unchecked")
protected Map<ValueSpecification, Set<ValueRequirement>> decodeTerminalOutputSpecifications(
final FudgeDeserializer deserializer, final FudgeMsg msg) {
final FudgeMsg submsg = msg.getMessage(TERMINAL_OUTPUT_SPECIFICATIONS_FIELD);
if (submsg == null) {
return Collections.emptyMap();
}
final Map<ValueSpecification, Set<ValueRequirement>> result =
Maps.newHashMapWithExpectedSize(submsg.getNumFields() / 2);
LinkedList<Object> overflow = null;
ValueSpecification key = null;
Set<ValueRequirement> value = null;
for (final FudgeField field : submsg) {
if (MAP_KEY.equals(field.getOrdinal())) {
final ValueSpecification fieldValue =
deserializer.fieldValueToObject(ValueSpecification.class, field);
if (key == null) {
if (value == null) {
key = fieldValue;
} else {
result.put(fieldValue, value);
if (overflow != null) {
value = overflow.isEmpty() ? null : (Set<ValueRequirement>) overflow.removeFirst();
} else {
value = null;
}
}
} else {
if (overflow == null) {
overflow = new LinkedList<Object>();
}
overflow.add(fieldValue);
}
} else if (MAP_VALUE.equals(field.getOrdinal())) {
final FudgeMsg submsg2 = (FudgeMsg) field.getValue();
final Set<ValueRequirement> fieldValue =
Sets.newHashSetWithExpectedSize(submsg2.getNumFields());
for (final FudgeField field2 : submsg2) {
fieldValue.add(deserializer.fieldValueToObject(ValueRequirement.class, field2));
}
if (value == null) {
if (key == null) {
value = fieldValue;
} else {
result.put(key, fieldValue);
if (overflow != null) {
key = overflow.isEmpty() ? null : (ValueSpecification) overflow.removeFirst();
} else {
key = null;
}
}
} else {
if (overflow == null) {
overflow = new LinkedList<Object>();
}
overflow.add(fieldValue);
}
}
}
return result;
}
public static Scaling fromFudgeMsg(final FudgeDeserializer deserializer, final FudgeMsg msg) {
Double scalingFactor =
deserializer.fieldValueToObject(Double.class, msg.getByName(SCALING_FACTOR));
return new Scaling(scalingFactor);
}
