//-------------------------------------------------------------------------
public Trade parseTrade(FpmlDocument document, XmlElement tradeEl)
{
// supported elements:
// 'exchangedCurrency1/paymentAmount'
// 'exchangedCurrency2/paymentAmount'
// 'valueDate'
// 'currency1ValueDate'
// 'currency2ValueDate'
// 'nonDeliverableSettlement?'
// ignored elements:
// 'dealtCurrency?'
// 'exchangeRate'
XmlElement fxEl = tradeEl.getChild("fxSingleLeg");
// amounts
TradeInfoBuilder tradeInfoBuilder = document.parseTradeInfo(tradeEl);
XmlElement curr1El = fxEl.getChild("exchangedCurrency1");
XmlElement curr2El = fxEl.getChild("exchangedCurrency2");
// pay/receive and counterparty
PayReceive curr1PayReceive = document.parsePayerReceiver(curr1El, tradeInfoBuilder);
PayReceive curr2PayReceive = document.parsePayerReceiver(curr2El, tradeInfoBuilder);
if (curr1PayReceive == curr2PayReceive)
{
throw new FpmlParseException("FX single leg currencies must not have same Pay/Receive direction");
}
// amount
CurrencyAmount curr1Amount = document.parseCurrencyAmount(curr1El.getChild("paymentAmount"));
CurrencyAmount curr2Amount = document.parseCurrencyAmount(curr2El.getChild("paymentAmount"));
if (curr1PayReceive == PayReceive.PAY)
{
curr1Amount = curr1Amount.negative();
curr2Amount = curr2Amount.positive();
}
else
{
curr1Amount = curr1Amount.positive();
curr2Amount = curr2Amount.negative();
}
// payment date
LocalDate currency1Date = document.parseDate(fxEl.findChild("currency1ValueDate").orElseGet(() => fxEl.getChild("valueDate")));
LocalDate currency2Date = document.parseDate(fxEl.findChild("currency2ValueDate").orElseGet(() => fxEl.getChild("valueDate")));
// FxSingle or NDF
Optional <XmlElement> ndfEl = fxEl.findChild("nonDeliverableSettlement");
if (!ndfEl.Present)
{
return(FxSingleTrade.builder().info(tradeInfoBuilder.build()).product(FxSingle.of(Payment.of(curr1Amount, currency1Date), Payment.of(curr2Amount, currency2Date))).build());
}
if (!currency1Date.Equals(currency2Date))
{
throw new FpmlParseException("FxNdf only supports a single payment date");
}
return(parseNdf(document, fxEl, ndfEl.get(), curr1Amount, curr2Amount, currency1Date, tradeInfoBuilder));
}
private FxSingle parseLeg(XmlElement legEl, FpmlDocument document, TradeInfoBuilder tradeInfoBuilder)
{
// supported elements:
// 'exchangedCurrency1/paymentAmount'
// 'exchangedCurrency2/paymentAmount'
// 'valueDate'
// ignored elements:
// 'dealtCurrency?'
// 'exchangeRate'
// rejected elements:
// 'nonDeliverableSettlement?'
// 'currency1ValueDate'
// 'currency2ValueDate'
document.validateNotPresent(legEl, "currency1ValueDate");
document.validateNotPresent(legEl, "currency2ValueDate");
document.validateNotPresent(legEl, "nonDeliverableSettlement");
XmlElement curr1El = legEl.getChild("exchangedCurrency1");
XmlElement curr2El = legEl.getChild("exchangedCurrency2");
// pay/receive and counterparty
PayReceive curr1PayReceive = document.parsePayerReceiver(curr1El, tradeInfoBuilder);
PayReceive curr2PayReceive = document.parsePayerReceiver(curr2El, tradeInfoBuilder);
if (curr1PayReceive == curr2PayReceive)
{
throw new FpmlParseException("FX single leg currencies must not have same Pay/Receive direction");
}
// amount
CurrencyAmount curr1Amount = document.parseCurrencyAmount(curr1El.getChild("paymentAmount"));
CurrencyAmount curr2Amount = document.parseCurrencyAmount(curr2El.getChild("paymentAmount"));
if (curr1PayReceive == PayReceive.PAY)
{
curr1Amount = curr1Amount.negative();
curr2Amount = curr2Amount.positive();
}
else
{
curr1Amount = curr1Amount.positive();
curr2Amount = curr2Amount.negative();
}
// payment date
LocalDate valueDate = document.parseDate(legEl.getChild("valueDate"));
// result
return(FxSingle.of(curr1Amount, curr2Amount, valueDate));
}
