private static ImmutableSet <string> getEntries(File jarFile, string rootPath)
{
ImmutableSet.Builder <string> builder = ImmutableSet.builder();
try
{
using (JarFile jar = new JarFile(jarFile))
{
IEnumerator <JarEntry> jarEntries = jar.entries();
while (jarEntries.MoveNext())
{
JarEntry entry = jarEntries.Current;
string entryName = entry.Name;
if (entryName.StartsWith(rootPath, StringComparison.Ordinal) && !entryName.Equals(rootPath))
{
string relativeEntryPath = entryName.Substring(rootPath.Length + 1);
if (relativeEntryPath.Trim().Length > 0)
{
builder.add(relativeEntryPath);
}
}
}
}
}
catch (Exception e)
{
throw new System.ArgumentException(Messages.format("Error scanning entries in JAR file: {}", jarFile), e);
}
return(builder.build());
}
// collect the set of indices, validating they are IborIndex
private static ImmutableSet <IborIndex> buildIndices(RateComputation floatingRate)
{
ImmutableSet.Builder <Index> builder = ImmutableSet.builder();
floatingRate.collectIndices(builder);
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
return(builder.build().Select(index => typeof(IborIndex).cast(index)).collect(toImmutableSet()));
}
// collect the set of indices
private static ImmutableSet <Index> buildIndices(ResolvedIborCapFloorLeg capFloorLeg, ResolvedSwapLeg payLeg)
{
ImmutableSet.Builder <Index> builder = ImmutableSet.builder();
builder.add(capFloorLeg.Index);
if (payLeg != null)
{
payLeg.collectIndices(builder);
}
return(builder.build());
}
// collect the set of currencies
private static ImmutableSet <Currency> buildCurrencies(IList <ResolvedSwapLeg> legs)
{
// avoid streams as profiling showed a hotspot
ImmutableSet.Builder <Currency> builder = ImmutableSet.builder();
foreach (ResolvedSwapLeg leg in legs)
{
builder.add(leg.Currency);
}
return(builder.build());
}
// collect the set of currencies
private static ImmutableSet <Currency> buildCurrencies(ResolvedIborCapFloorLeg capFloorLeg, ResolvedSwapLeg payLeg)
{
ImmutableSet.Builder <Currency> builder = ImmutableSet.builder();
builder.add(capFloorLeg.Currency);
if (payLeg != null)
{
builder.add(payLeg.Currency);
}
return(builder.build());
}
/// <summary>
/// Returns the set of indices referred to by the cap/floor.
/// <para>
/// A cap/floor will typically refer to one index, such as 'GBP-LIBOR-3M'.
/// Calling this method will return the complete list of indices.
///
/// </para>
/// </summary>
/// <returns> the set of indices referred to by this cap/floor </returns>
public ImmutableSet <Index> allIndices()
{
ImmutableSet.Builder <Index> builder = ImmutableSet.builder();
builder.add(capFloorLeg.Calculation.Index);
if (payLeg != null)
{
payLeg.collectIndices(builder);
}
return(builder.build());
}
// collect the set of indices
private static ImmutableSet <Index> buildIndices(IList <ResolvedSwapLeg> legs)
{
// avoid streams as profiling showed a hotspot
ImmutableSet.Builder <Index> builder = ImmutableSet.builder();
foreach (ResolvedSwapLeg leg in legs)
{
leg.collectIndices(builder);
}
return(builder.build());
}
public void collectCurrencies(ImmutableSet.Builder <Currency> builder)
{
if (this == MOCK_USD1)
{
builder.add(GBP, EUR, USD);
}
else
{
builder.add(GBP);
}
}
/// <summary>
/// Returns the set of rate indices referred to by the CMS.
/// <para>
/// The CMS leg will refer to one index, such as 'GBP-LIBOR-3M'.
/// The pay leg may refer to a different index.
/// The swap index will not be included.
///
/// </para>
/// </summary>
/// <returns> the set of indices referred to by this CMS </returns>
public ImmutableSet <Index> allRateIndices()
{
IborIndex cmsIndex = cmsLeg.UnderlyingIndex;
if (payLeg == null)
{
return(ImmutableSet.of(cmsIndex));
}
ImmutableSet.Builder <Index> builder = ImmutableSet.builder();
payLeg.collectIndices(builder);
builder.add(cmsIndex);
return(builder.build());
}
public ImmutableSet <Currency> allCurrencies()
{
if (payLeg == null)
{
return(ImmutableSet.of(cmsLeg.Currency));
}
else
{
ImmutableSet.Builder <Currency> builder = ImmutableSet.builder();
builder.add(cmsLeg.Currency);
builder.addAll(payLeg.allCurrencies());
return(builder.build());
}
}
//-------------------------------------------------------------------------
public ResolvedSwap resolve(ReferenceData refData)
{
// avoid streams as profiling showed a hotspot
// most efficient to loop around legs once
ImmutableList.Builder <ResolvedSwapLeg> resolvedLegs = ImmutableList.builder();
ImmutableSet.Builder <Currency> currencies = ImmutableSet.builder();
ImmutableSet.Builder <Index> indices = ImmutableSet.builder();
foreach (SwapLeg leg in legs)
{
ResolvedSwapLeg resolvedLeg = leg.resolve(refData);
resolvedLegs.add(resolvedLeg);
currencies.add(resolvedLeg.Currency);
leg.collectIndices(indices);
}
return(new ResolvedSwap(resolvedLegs.build(), currencies.build(), indices.build()));
}
// to create edits and get edits filename
private static ImmutableSet <FSEditLogOpCodes> SkippedOps()
{
ImmutableSet.Builder <FSEditLogOpCodes> b = ImmutableSet.Builder();
// Deprecated opcodes
((ImmutableSet.Builder <FSEditLogOpCodes>)((ImmutableSet.Builder <FSEditLogOpCodes>
)((ImmutableSet.Builder <FSEditLogOpCodes>)((ImmutableSet.Builder <FSEditLogOpCodes
>)b.Add(FSEditLogOpCodes.OpDatanodeAdd)).Add(FSEditLogOpCodes.OpDatanodeRemove))
.Add(FSEditLogOpCodes.OpSetNsQuota)).Add(FSEditLogOpCodes.OpClearNsQuota)).Add(FSEditLogOpCodes
.OpSetGenstampV1);
// Cannot test delegation token related code in insecure set up
((ImmutableSet.Builder <FSEditLogOpCodes>)((ImmutableSet.Builder <FSEditLogOpCodes>
)b.Add(FSEditLogOpCodes.OpGetDelegationToken)).Add(FSEditLogOpCodes.OpRenewDelegationToken
)).Add(FSEditLogOpCodes.OpCancelDelegationToken);
// Skip invalid opcode
b.Add(FSEditLogOpCodes.OpInvalid);
return((ImmutableSet <FSEditLogOpCodes>)b.Build());
}
//-------------------------------------------------------------------------
/// <summary>
/// Merges multiple sets of requirements into a single set.
/// </summary>
/// <param name="requirements"> market data requirements </param>
/// <returns> a single set of requirements containing all the requirements from the input sets </returns>
public static MarketDataRequirements combine(IList <MarketDataRequirements> requirements)
{
ImmutableSet.Builder <ObservableId> observablesBuilder = ImmutableSet.builder();
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.google.common.collect.ImmutableSet.Builder<com.opengamma.strata.data.MarketDataId<?>> nonObservablesBuilder = com.google.common.collect.ImmutableSet.builder();
ImmutableSet.Builder <MarketDataId <object> > nonObservablesBuilder = ImmutableSet.builder();
ImmutableSet.Builder <ObservableId> timeSeriesBuilder = ImmutableSet.builder();
ImmutableSet.Builder <Currency> outputCurrenciesBuilder = ImmutableSet.builder();
foreach (MarketDataRequirements req in requirements)
{
observablesBuilder.addAll(req.observables);
nonObservablesBuilder.addAll(req.nonObservables);
timeSeriesBuilder.addAll(req.timeSeries);
outputCurrenciesBuilder.addAll(req.outputCurrencies);
}
return(new MarketDataRequirements(observablesBuilder.build(), nonObservablesBuilder.build(), timeSeriesBuilder.build(), outputCurrenciesBuilder.build()));
}
//-------------------------------------------------------------------------
public void collectIndices(ImmutableSet.Builder <Index> builder)
{
builder.add(shortObservation.Index);
builder.add(longObservation.Index);
}
public void collectCurrencies(ImmutableSet.Builder <Currency> builder)
{
builder.add(index.Currency);
}
//-------------------------------------------------------------------------
/// <summary>
/// Returns the set of indices referred to by the swap.
/// <para>
/// A swap will typically refer to at least one index, such as 'GBP-LIBOR-3M'.
/// Calling this method will return the complete list of indices, including
/// any associated with FX reset.
///
/// </para>
/// </summary>
/// <returns> the set of indices referred to by this swap </returns>
public ImmutableSet <Index> allIndices()
{
ImmutableSet.Builder <Index> builder = ImmutableSet.builder();
legs.ForEach(leg => leg.collectIndices(builder));
return(builder.build());
}
/// <summary>
/// Returns the set of currencies referred to by the swap.
/// <para>
/// This returns the complete set of currencies for the swap, not just the payment currencies.
///
/// </para>
/// </summary>
/// <returns> the set of currencies referred to by this swap </returns>
public ImmutableSet <Currency> allCurrencies()
{
ImmutableSet.Builder <Currency> builder = ImmutableSet.builder();
legs.ForEach(leg => leg.collectCurrencies(builder));
return(builder.build());
}
public void collectIndices(ImmutableSet.Builder <Index> builder)
{
calculation.collectIndices(builder);
notionalSchedule.FxReset.ifPresent(fxReset => builder.add(fxReset.Index));
}
public void collectIndices(ImmutableSet.Builder <Index> builder)
{
builder.add(IborIndices.GBP_LIBOR_3M, FxIndices.EUR_GBP_ECB, OvernightIndices.EUR_EONIA);
}
//-------------------------------------------------------------------------
public void collectIndices(ImmutableSet.Builder <Index> builder)
{
builder.add(Index);
}
//-------------------------------------------------------------------------
public void collectIndices(ImmutableSet.Builder <Index> builder)
{
rateComputation.collectIndices(builder);
}
// collect the indices
internal void collectIndices(ImmutableSet.Builder <Index> builder)
{
Index.ifPresent(idx => builder.add(idx));
IndexInterpolated.ifPresent(idx => builder.add(idx));
}
// collect the currencies
internal void collectCurrencies(ImmutableSet.Builder <Currency> builder)
{
KnownAmount.ifPresent(amt => builder.add(amt.Currency));
Index.ifPresent(idx => builder.add(idx.Currency));
IndexInterpolated.ifPresent(idx => builder.add(idx.Currency));
}
public void collectIndices(ImmutableSet.Builder <Index> builder)
{
FxResetObservation.ifPresent(fxReset => builder.add(fxReset.Index));
}
public void collectIndices(ImmutableSet.Builder <Index> builder)
{
// no indices
}
public void collectCurrencies(ImmutableSet.Builder <Currency> builder)
{
// no currencies
}
public void collectIndices(ImmutableSet.Builder <Index> builder)
{
accrualPeriods.ForEach(accrual => accrual.RateComputation.collectIndices(builder));
FxReset.ifPresent(fxReset => builder.add(fxReset.Index));
}
public void collectCurrencies(ImmutableSet.Builder <Currency> builder)
{
builder.add(Currency);
calculation.collectCurrencies(builder);
notionalSchedule.FxReset.ifPresent(fxReset => builder.add(fxReset.ReferenceCurrency));
}
