@Override
public String classifyPosition(final Position position) {
final Security security = resolveSecurity(position);
if (security instanceof CreditDefaultSwapOptionSecurity) {
final CreditDefaultSwapOptionSecurity cdsOption = (CreditDefaultSwapOptionSecurity) security;
final ExternalId underlyingId = cdsOption.getUnderlyingId();
final Security underlying = _securitySource.getSingle(underlyingId.toBundle());
final String redCode =
((CreditDefaultSwapSecurity) underlying).getReferenceEntity().getValue();
final Organization organisation = _organizationSource.getOrganizationByRedCode(redCode);
return organisation.getObligor().getObligorShortName();
} else if (security instanceof CreditDefaultSwapIndexSecurity) {
final CreditDefaultSwapIndexSecurity cdsIndex = (CreditDefaultSwapIndexSecurity) security;
final CreditDefaultSwapIndexDefinitionSecurity definition =
(CreditDefaultSwapIndexDefinitionSecurity)
_securitySource.getSingle(ExternalIdBundle.of(cdsIndex.getReferenceEntity()));
return definition.getName();
} else if (security instanceof CreditDefaultSwapSecurity) {
final AbstractCreditDefaultSwapSecurity cds = (AbstractCreditDefaultSwapSecurity) security;
final String redCode = cds.getReferenceEntity().getValue();
final Organization organisation = _organizationSource.getOrganizationByRedCode(redCode);
if (organisation != null) {
return organisation.getObligor().getObligorShortName();
} else {
return redCode;
}
}
return NOT_APPLICABLE;
}
@Override
public List<ExternalId> visitCreditDefaultSwapOptionSecurity(
final CreditDefaultSwapOptionSecurity security) {
final CreditDefaultSwapSecurity underlyingCDS =
(CreditDefaultSwapSecurity)
_securitySource.getSingle(
ExternalIdBundle.of(security.getUnderlyingId())); // TODO version
final ExternalId regionId = underlyingCDS.getRegionId();
final String securityType = security.getSecurityType();
return Arrays.asList(
ExternalId.of(SECURITY_IDENTIFIER, securityType + SEPARATOR + regionId.getValue()));
}