public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "swapTenor", _swapTenor);
s.WriteInline(a, "optionExpiry", _optionExpiry);
a.Add("relativeStrike", _relativeStrike);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer message, IFudgeSerializer s)
{
message.Add("name", Name);
if (_uniqueID != null)
{
message.Add("uniqueId", _uniqueID.ToString());
}
s.WriteInline(message, "identifier", PortfolioIdentifier);
s.WriteInline(message, "user", User);
s.WriteInline(message, "resultModelDefinition", ResultModelDefinition);
if (DefaultCurrency != null)
{
message.Add("currency", DefaultCurrency.ISOCode);
}
WriteNullableTimeSpanField(message, "minDeltaCalcPeriod", MinDeltaCalcPeriod);
WriteNullableTimeSpanField(message, "maxDeltaCalcPeriod", MaxDeltaCalcPeriod);
WriteNullableTimeSpanField(message, "fullDeltaCalcPeriod", MinFullCalcPeriod);
WriteNullableTimeSpanField(message, "maxFullCalcPeriod", MaxFullCalcPeriod);
foreach (var calcConfig in CalculationConfigurationsByName.Values)
{
FudgeMsg calcConfigMsg = s.Context.NewMessage();
calcConfig.ToFudgeMsg(calcConfigMsg, s);
message.Add("calculationConfiguration", calcConfigMsg);
}
}
protected override void SerializeImpl(ValueSpecification obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
new ComputationTargetSpecificationBuilder(serializer.Context, typeof(ComputationTargetSpecification)).Serialize(obj.TargetSpecification, msg, serializer);
serializer.WriteInline(msg, "properties", obj.Properties);
msg.Add("valueName", obj.ValueName);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "pagingRequest", _pagingRequest);
if (_name != null)
{
a.Add("name", _name);
}
if (_portfolioObjectIds != null)
{
s.WriteInline(a, "portfolioObjectIds", _portfolioObjectIds);
}
if (_nodeObjectIds != null)
{
s.WriteInline(a, "nodeObjectIds", _nodeObjectIds);
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
a.Add("type", EnumBuilder <StripInstrumentType> .GetJavaName(InstrumentType));
s.WriteInline(a, "tenor", CurveNodePointTime);
a.Add("conventionName", ConventionName);
if (InstrumentType == StripInstrumentType.Future)
{
a.Add("numFutures", NthFutureFromTenor);
}
}
public static void AddMessageFields(IFudgeSerializer fudgeSerializer, IAppendingFudgeFieldContainer msg, ComputationTargetSpecification @object)
{
msg.Add("computationTargetType", EnumBuilder <ComputationTargetType> .GetJavaName(@object.Type));
UniqueId uid = @object.Uid;
if (uid != null)
{
fudgeSerializer.WriteInline(msg, "computationTargetIdentifier", uid);
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
if (_valuationTime != default(DateTimeOffset))
{
a.Add("valuation", _valuationTime);
}
if (_marketDataSpecification != null)
{
s.WriteInline(a, "marketDataSpecification", _marketDataSpecification);
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteTypeHeader(a, typeof(ManageableVolatilityCubeSnapshot));
var valuesMessage = MapBuilder.ToFudgeMsg(s, _values);
a.Add("values", valuesMessage);
s.WriteInline(a, "otherValues", _otherValues);
var strikesMessage = MapBuilder.ToFudgeMsg(s, _strikes);
a.Add("strikes", strikesMessage);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
if (_valuationTime != default(DateTimeOffset))
{
a.Add("valuation", _valuationTime);
}
if (_marketDataSpecification != null)
{
s.WriteInline(a, "marketDataSpecification", _marketDataSpecification);
}
}
protected override void SerializeImpl(ExecutionOptions obj, IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "executionSequence", obj.ExecutionSequence);
foreach (var entry in FlagFieldNames)
{
var flag = entry.Key;
var fieldName = entry.Value;
bool hasFlag = (obj.Flags & flag) != 0;
a.Add(fieldName, hasFlag.ToString());
}
if (obj.MaxSuccessiveDeltaCycles != null)
{
a.Add("maxSuccessiveDeltaCycles", obj.MaxSuccessiveDeltaCycles);
}
if (obj.DefaultExecutionOptions != null)
{
s.WriteInline(a, "defaultExecutionOptions", obj.DefaultExecutionOptions);
}
s.WriteInline(a, "versionCorrection", obj.VersionCorrection);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
a.Add("currency", _currency.ISOCode);
if (_region != null)
{
a.Add("region", _region);
}
a.Add("name", _name);
a.Add("interpolatorName", _interpolatorName);
foreach (var fixedIncomeStrip in Strips)
{
s.WriteInline(a, "strip", fixedIncomeStrip);
}
}
/// <summary>
/// Serializes all the values as a sequence of submessages with the same field name and ordinal.
/// </summary>
/// <typeparam name="T">Type of objects.</typeparam>
/// <param name="serializer">Serializer to write the fields.</param>
/// <param name="msg">Parent message for the sub-message.</param>
/// <param name="name">Name of the fields.</param>
/// <param name="ordinal">Ordinal of the fields (may be <c>null</c>).</param>
/// <param name="objects">Objects to serialize.</param>
/// <remarks>See the remarks in <see cref="WriteInline"/> regarding the limitations of writing as an in-line sub-message.</remarks>
/// <remarks><c>null</c>s in the sequence are written as Fudge <see cref="IndicatorType"/>s.</remarks>
public static void WriteAllInline <T>(this IFudgeSerializer serializer, IAppendingFudgeFieldContainer msg, string name, int?ordinal, IEnumerable <T> objects)
{
foreach (T obj in objects)
{
if (obj != null)
{
serializer.WriteInline(msg, name, ordinal, obj);
}
else
{
msg.Add(name, ordinal, IndicatorType.Instance);
}
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "globalValues", _globalValues);
a.Add("name", Name);
a.Add("basisViewName", _basisViewName);
if (_uniqueId != null)
{
a.Add("uniqueId", _uniqueId);
}
a.Add("yieldCurves", MapBuilder.ToFudgeMsg(s, _yieldCurves));
a.Add("volatilityCubes", MapBuilder.ToFudgeMsg(s, _volatilityCubes));
a.Add("volatilitySurfaces", MapBuilder.ToFudgeMsg(s, _volatilitySurfaces));
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "identifiers", _identifiers.ToList());
a.Add("searchType", EnumBuilder<ExternalIdSearchType>.GetJavaName(_searchType));
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer message, IFudgeSerializer s)
{
message.Add("name", Name);
if (_uniqueID != null)
{
message.Add("uniqueId", _uniqueID.ToString());
}
s.WriteInline(message, "identifier", PortfolioIdentifier);
s.WriteInline(message, "user", User);
s.WriteInline(message, "resultModelDefinition", ResultModelDefinition);
if (DefaultCurrency != null)
{
message.Add("currency", DefaultCurrency.ISOCode);
}
WriteNullableTimeSpanField(message, "minDeltaCalcPeriod", MinDeltaCalcPeriod);
WriteNullableTimeSpanField(message, "maxDeltaCalcPeriod", MaxDeltaCalcPeriod);
WriteNullableTimeSpanField(message, "fullDeltaCalcPeriod", MinFullCalcPeriod);
WriteNullableTimeSpanField(message, "maxFullCalcPeriod", MaxFullCalcPeriod);
foreach (var calcConfig in CalculationConfigurationsByName.Values)
{
FudgeMsg calcConfigMsg = s.Context.NewMessage();
calcConfig.ToFudgeMsg(calcConfigMsg, s);
message.Add("calculationConfiguration", calcConfigMsg);
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
a.Add("valuationTime", _valuationTime);
s.WriteInline(a, "values", _values);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "identifiers", _identifiers.ToList());
a.Add("searchType", EnumBuilder <ExternalIdSearchType> .GetJavaName(_searchType));
}
protected override void SerializeImpl(UserMarketDataSpecification obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
serializer.WriteTypeHeader(msg, obj.GetType());
serializer.WriteInline(msg, "userSnapshotId", obj.UserSnapshotID);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "identifier", _security);
s.WriteInline(a, "strip", _strip);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer msg, IFudgeSerializer s)
{
msg.Add("valueName", ValueName);
ComputationTargetSpecificationBuilder.AddMessageFields(s, msg, TargetSpecification);
s.WriteInline(msg, "constraints", Constraints);
}
/// <summary>
/// Serializes an object as an in-line submessage field with a given name.
/// </summary>
/// <param name="serializer">Serializer to write the field.</param>
/// <param name="msg">Parent message for the sub-message.</param>
/// <param name="name">Name of field.</param>
/// <param name="value">Object to serialize.</param>
/// <remarks>
/// By serializing the object as a sub-value, it will be written multiple times if referenced
/// multple times in the object graph, it cannot be part of a cycle of references, and it does
/// not support polymorphism. If you need any of these features then use the normal
/// <see cref="IAppendingFudgeFieldContainer.Add(string,object)"/> method.
/// instead.
/// </remarks>
public static void WriteInline(this IFudgeSerializer serializer, IAppendingFudgeFieldContainer msg, string name, object value)
{
serializer.WriteInline(msg, name, null, value);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
a.Add("currency", _currency.ISOCode);
if (_region != null)
a.Add("region", _region);
a.Add("name", _name);
a.Add("interpolatorName", _interpolatorName);
foreach (var fixedIncomeStrip in Strips)
{
s.WriteInline(a, "strip", fixedIncomeStrip);
}
}
protected override void SerializeImpl(CombinedMarketDataSpecification obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
serializer.WriteTypeHeader(msg, obj.GetType());
serializer.WriteInline(msg, "preferredSpecification", obj.PreferredSpecification);
serializer.WriteInline(msg, "fallbackSpecification", obj.FallbackSpecification);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "pagingRequest", _pagingRequest);
if (_name != null)
{
a.Add("name", _name);
}
if (_portfolioObjectIds != null)
{
s.WriteInline(a, "portfolioObjectIds", _portfolioObjectIds);
}
if (_nodeObjectIds != null)
{
s.WriteInline(a, "nodeObjectIds", _nodeObjectIds);
}
}
private void InlineSerialize(MorePropertyData prop, object val, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
serializer.WriteInline(msg, prop.PropertyData.SerializedName, val);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "identifier", _security);
s.WriteInline(a, "strip", _strip);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer msg, IFudgeSerializer s)
{
msg.Add("valueName", ValueName);
ComputationTargetSpecificationBuilder.AddMessageFields(s, msg, TargetSpecification);
s.WriteInline(msg, "constraints", Constraints);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "test", Test);
}
