/// <summary>
/// Parses from the CSV row.
/// </summary>
/// <param name="row"> the CSV row </param>
/// <param name="info"> the trade info </param>
/// <param name="resolver"> the resolver used to parse additional information </param>
/// <returns> the parsed trade </returns>
internal static SwapTrade parse(CsvRow row, IList <CsvRow> variableRows, TradeInfo info, TradeCsvInfoResolver resolver)
{
SwapTrade trade = parseRow(row, info, resolver);
trade = parseVariableNotional(trade, variableRows);
trade = parseVariableRates(trade, variableRows);
return(resolver.completeTrade(row, trade));
}
// parses a trade from the CSV row
internal static SecurityQuantityTrade parseTrade(CsvRow row, TradeInfo info, TradeCsvInfoResolver resolver)
{
SecurityTrade trade = parseSecurityTrade(row, info, resolver);
SecurityTrade @base = resolver.completeTrade(row, trade);
double?tickSizeOpt = row.findValue(TICK_SIZE).map(str => LoaderUtils.parseDouble(str));
Optional <Currency> currencyOpt = row.findValue(CURRENCY).map(str => Currency.of(str));
double?tickValueOpt = row.findValue(TICK_VALUE).map(str => LoaderUtils.parseDouble(str));
double contractSize = row.findValue(CONTRACT_SIZE).map(str => LoaderUtils.parseDouble(str)).orElse(1d);
if (tickSizeOpt.HasValue && currencyOpt.Present && tickValueOpt.HasValue)
{
SecurityPriceInfo priceInfo = SecurityPriceInfo.of(tickSizeOpt.Value, CurrencyAmount.of(currencyOpt.get(), tickValueOpt.Value), contractSize);
GenericSecurity sec = GenericSecurity.of(SecurityInfo.of(@base.SecurityId, priceInfo));
return(GenericSecurityTrade.of(@base.Info, sec, @base.Quantity, @base.Price));
}
return(@base);
}
/// <summary>
/// Parses the data from a CSV row.
/// </summary>
/// <param name="row"> the CSV row object </param>
/// <param name="info"> the trade info object </param>
/// <param name="resolver"> the resolver used to parse additional information. This is not currently used in this method. </param>
/// <returns> the parsed trade, as an instance of <seealso cref="FxSingleTrade"/> </returns>
internal static FxSingleTrade parse(CsvRow row, TradeInfo info, TradeCsvInfoResolver resolver)
{
FxSingleTrade trade = parseRow(row, info);
return(resolver.completeTrade(row, trade));
}
/// <summary>
/// Parses from the CSV row.
/// </summary>
/// <param name="row"> the CSV row </param>
/// <param name="info"> the trade info </param>
/// <param name="resolver"> the resolver used to parse additional information </param>
/// <returns> the parsed trade </returns>
internal static TermDepositTrade parse(CsvRow row, TradeInfo info, TradeCsvInfoResolver resolver)
{
TermDepositTrade trade = parseRow(row, info, resolver);
return(resolver.completeTrade(row, trade));
}