Package com.opengamma.strata.loader.csv

Interface LightweightPositionCsvInfoResolver

All Superinterfaces:

PositionCsvInfoResolver

public interface LightweightPositionCsvInfoResolver
extends PositionCsvInfoResolver

Resolves additional information when parsing position CSV files.

Data loaded from a CSV may contain additional information that needs to be captured. This plugin point allows the additional CSV columns to be parsed and captured. It also allows the ETD contract specification to be loaded.

This extension to PositionCsvInfoResolver parses positions without the need for reference data. When an ETD row is found, EtdIdUtils is used to create an identifier. This resolver must always return an instance of SecurityPosition from the parsing methods.

Method Summary

Modifier and Type	Method	Description
static LightweightPositionCsvInfoResolver	of(ReferenceData refData)	Obtains an instance that uses the specified set of reference data.
default Position	parseEtdFuturePosition(CsvRow row, PositionInfo info)	Parses an ETD future position from the CSV row.
default Position	parseEtdOptionPosition(CsvRow row, PositionInfo info)	Parses an ETD future position from the CSV row.
default Position	parseNonEtdPosition(CsvRow row, PositionInfo info)	Parses a non-ETD position from the CSV row.
static LightweightPositionCsvInfoResolver	standard()	Obtains an instance that uses the standard set of reference data.

Methods inherited from interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver

completePosition, completePosition, completePosition, getReferenceData, parseEtdContractSpec, parseEtdFutureSecurityPosition, parseEtdOptionSecurityPosition, parseNonEtdSecurityPosition, parsePositionInfo, parseStandardAttributes

Method Detail

standard

static LightweightPositionCsvInfoResolver standard()

Obtains an instance that uses the standard set of reference data.

Returns:

the resolver

of

static LightweightPositionCsvInfoResolver of(ReferenceData refData)

Obtains an instance that uses the specified set of reference data.

Parameters:

refData - the reference data

Returns:

the resolver

parseNonEtdPosition

default Position parseNonEtdPosition(CsvRow row,
                                     PositionInfo info)

Description copied from interface: PositionCsvInfoResolver

Parses a non-ETD position from the CSV row.

This parses the basic SecurityPosition and then tries to parse the extra details to convert it into a GenericSecurityPosition.

Specified by:

parseNonEtdPosition in interface PositionCsvInfoResolver

Parameters:

row - the CSV row to parse

info - the position information

Returns:

the parsed position

parseEtdFuturePosition

default Position parseEtdFuturePosition(CsvRow row,
                                        PositionInfo info)

Description copied from interface: PositionCsvInfoResolver

Parses an ETD future position from the CSV row.

This is intended to use reference data to find the ETD future security, returning it as an instance of EtdFuturePosition. The reference data lookup uses PositionCsvInfoResolver.parseEtdContractSpec(CsvRow, EtdType) by default, however it could be overridden to lookup the security directly in reference data.

Specified by:

parseEtdFuturePosition in interface PositionCsvInfoResolver

Parameters:

row - the CSV row to parse

info - the position information

Returns:

the parsed position

parseEtdOptionPosition

default Position parseEtdOptionPosition(CsvRow row,
                                        PositionInfo info)

Description copied from interface: PositionCsvInfoResolver

Parses an ETD future position from the CSV row.

This is intended to use reference data to find the ETD future security, returning it as an instance of EtdOptionPosition. The reference data lookup uses PositionCsvInfoResolver.parseEtdContractSpec(CsvRow, EtdType) by default, however it could be overridden to lookup the security directly in reference data.

Specified by:

parseEtdOptionPosition in interface PositionCsvInfoResolver

Parameters:

row - the CSV row

info - the position info

Returns:

the parsed position