Package com.opengamma.strata.loader.csv

Class FixingSeriesCsvLoader

java.lang.Object

com.opengamma.strata.loader.csv.FixingSeriesCsvLoader

public final class FixingSeriesCsvLoader
extends Object

Loads a set of historical fixing series into memory from CSV resources.

The resources are expected to be in a CSV format, with the following header row:
Reference, Date, Value.

• The 'Reference' column is the name of the index that the data is for, such as 'USD-LIBOR-3M'.
• The 'Date' column is the date that the fixing was taken, this should be a year-month for price indices.
• The 'Value' column is the fixed value.

Each fixing series must be contained entirely within a single resource, but each resource may contain more than one series. The fixing series points do not need to be ordered.

For example:

 Reference, Date, Value
 USD-LIBOR-3M, 1971-01-04, 0.065
 USD-LIBOR-3M, 1971-01-05, 0.0638
 USD-LIBOR-3M, 1971-01-06, 0.0638
 

Note that Microsoft Excel prefers the CSV file to have no space after the comma.

CSV files sometimes contain a Unicode Byte Order Mark. Callers are responsible for handling this, such as by using UnicodeBom.

Method Summary

Modifier and Type	Method	Description
static ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>	load(ResourceLocator... resources)	Loads one or more CSV format fixing series files.
static ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>	load(Collection<ResourceLocator> resources)	Loads one or more CSV format fixing series files.
static ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>	parse(Collection<CharSource> charSources)	Parses one or more CSV format fixing series files.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

load

public static ImmutableMap<ObservableId,LocalDateDoubleTimeSeries> load(ResourceLocator... resources)

Loads one or more CSV format fixing series files.

If the files contain a duplicate entry an exception will be thrown.

Parameters:

resources - the fixing series CSV resources

Returns:

the loaded fixing series, mapped by observable ID

Throws:

IllegalArgumentException - if the files contain a duplicate entry

load

public static ImmutableMap<ObservableId,LocalDateDoubleTimeSeries> load(Collection<ResourceLocator> resources)

Loads one or more CSV format fixing series files.

If the files contain a duplicate entry an exception will be thrown.

Parameters:

resources - the fixing series CSV resources

Returns:

the loaded fixing series, mapped by observable ID

Throws:

IllegalArgumentException - if the files contain a duplicate entry

parse

public static ImmutableMap<ObservableId,LocalDateDoubleTimeSeries> parse(Collection<CharSource> charSources)

Parses one or more CSV format fixing series files.

If the files contain a duplicate entry an exception will be thrown.

Parameters:

charSources - the fixing series CSV character sources

Returns:

the loaded fixing series, mapped by observable ID

Throws:

IllegalArgumentException - if the files contain a duplicate entry