@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 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);
}
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 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);
}