Package com.opengamma.strata.loader.csv

Interface TradeCsvInfoResolver

public interface TradeCsvInfoResolver

Resolves additional information when parsing trade 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.

Method Summary

Modifier and Type	Method	Description
default IborCapFloorTrade	completeTrade(CsvRow row, IborCapFloorTrade trade)	Completes the CapFloor trade, potentially parsing additional columns.
default CdsIndexTrade	completeTrade(CsvRow row, CdsIndexTrade trade)	Completes the CDS Index trade, potentially parsing additional columns.
default CdsTrade	completeTrade(CsvRow row, CdsTrade trade)	Completes the CDS trade, potentially parsing additional columns.
default TermDepositTrade	completeTrade(CsvRow row, TermDepositTrade trade)	Completes the trade, potentially parsing additional columns.
default FraTrade	completeTrade(CsvRow row, FraTrade trade)	Completes the FRA trade, potentially parsing additional columns.
default FxNdfTrade	completeTrade(CsvRow row, FxNdfTrade trade)	Completes the FX NDF trade, potentially parsing additional columns.
default FxSingleTrade	completeTrade(CsvRow row, FxSingleTrade trade)	Completes the FX Forward trade, potentially parsing additional columns.
default FxSwapTrade	completeTrade(CsvRow row, FxSwapTrade trade)	Completes the FX Swap trade, potentially parsing additional columns.
default FxVanillaOptionTrade	completeTrade(CsvRow row, FxVanillaOptionTrade trade)	Completes the FX Vanilla Option trade, potentially parsing additional columns.
default BulletPaymentTrade	completeTrade(CsvRow row, BulletPaymentTrade trade)	Completes the trade, potentially parsing additional columns.
default SecurityTrade	completeTrade(CsvRow row, SecurityTrade trade)	Completes the trade, potentially parsing additional columns.
default SwapTrade	completeTrade(CsvRow row, SwapTrade trade)	Completes the Swap trade, potentially parsing additional columns.
default SwaptionTrade	completeTrade(CsvRow row, SwaptionTrade trade)	Completes the Swaption trade, potentially parsing additional columns.
default <T extends Trade> T	completeTradeCommon(CsvRow row, T trade)	Completes the trade, potentially parsing additional columns.
ReferenceData	getReferenceData()	Gets the reference data being used.
static TradeCsvInfoResolver	of(ReferenceData refData)	Obtains an instance that uses the specified set of reference data.
default Optional<Trade>	overrideParseTrade(String typeUpper, CsvRow row, TradeInfo info)	Parses any kind of trade from CSV before standard matching.
default BulletPaymentTrade	parseBulletPaymentTrade(CsvRow row, TradeInfo info)	Parses a Bullet Payment trade from CSV.
default IborCapFloorTrade	parseCapFloorTrade(CsvRow row, TradeInfo info)	Parses a CapFloor trade from CSV.
default CdsIndexTrade	parseCdsIndexTrade(CsvRow row, TradeInfo info)	Parses a CDS Index trade from CSV.
default CdsTrade	parseCdsTrade(CsvRow row, TradeInfo info)	Parses a CDS trade from CSV.
default FraTrade	parseFraTrade(CsvRow row, TradeInfo info)	Parses a FRA trade from CSV.
default FxNdfTrade	parseFxNdfTrade(CsvRow row, TradeInfo info)	Parses a FX NDF trade from CSV.
default FxSingleTrade	parseFxSingleTrade(CsvRow row, TradeInfo info)	Parses a FX Single trade from CSV.
default FxSwapTrade	parseFxSwapTrade(CsvRow row, TradeInfo info)	Parses a FX Swap trade from CSV.
default FxVanillaOptionTrade	parseFxVanillaOptionTrade(CsvRow row, TradeInfo info)	Parses a FX Vanilla Option trade from CSV.
default Optional<Trade>	parseOtherTrade(String typeUpper, CsvRow row, TradeInfo info)	Parses any kind of trade from CSV after standard matching.
default SecurityQuantityTrade	parseSecurityTrade(CsvRow row, TradeInfo info)	Parses a Security trade from CSV.
default void	parseStandardAttributes(CsvRow row, TradeInfoBuilder builder)	Parses standard attributes into TradeInfo.
default SwaptionTrade	parseSwaptionTrade(CsvRow row, List<CsvRow> variableRows, TradeInfo info)	Parses a Swaption trade from CSV.
default SwapTrade	parseSwapTrade(CsvRow row, List<CsvRow> variableRows, TradeInfo info)	Parses a Swap trade from CSV.
default TermDepositTrade	parseTermDepositTrade(CsvRow row, TradeInfo info)	Parses a Term Deposit trade from CSV.
default void	parseTradeInfo(CsvRow row, TradeInfoBuilder builder)	Parses attributes into TradeInfo.
static TradeCsvInfoResolver	standard()	Obtains an instance that uses the standard set of reference data.

Method Detail

standard

static TradeCsvInfoResolver standard()

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

Returns:

the resolver

of

static TradeCsvInfoResolver of(ReferenceData refData)

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

Parameters:

refData - the reference data

Returns:

the resolver

getReferenceData

ReferenceData getReferenceData()

Gets the reference data being used.

Returns:

the reference data

parseStandardAttributes

default void parseStandardAttributes(CsvRow row,
                                     TradeInfoBuilder builder)

Parses standard attributes into TradeInfo.

This parses the standard set of attributes, which are the three constants in AttributeType. The column names are 'Description', 'Name' and 'CCP'.

Parameters:

row - the CSV row to parse

builder - the builder to update

parseTradeInfo

default void parseTradeInfo(CsvRow row,
                            TradeInfoBuilder builder)

Parses attributes into TradeInfo.

If they are available, the trade ID, date, time and zone will have been set before this method is called. They may be altered if necessary, although this is not recommended.

Parameters:

row - the CSV row to parse

builder - the builder to update

completeTradeCommon

default <T extends Trade> T completeTradeCommon(CsvRow row,
                                                T trade)

Completes the trade, potentially parsing additional columns.

This is called by each of the completeTrade methods.

Type Parameters:

T - the trade type

Parameters:

row - the CSV row to parse

trade - the parsed trade

Returns:

the updated trade

completeTrade

default FraTrade completeTrade(CsvRow row,
                               FraTrade trade)

Completes the FRA trade, potentially parsing additional columns.

This is called after the trade has been parsed and after parseTradeInfo(CsvRow, TradeInfoBuilder).

By default this calls completeTradeCommon(CsvRow, Trade).

Parameters:

row - the CSV row to parse

trade - the parsed trade

Returns:

the updated trade

completeTrade

default SecurityTrade completeTrade(CsvRow row,
                                    SecurityTrade trade)

Completes the trade, potentially parsing additional columns.

This is called after the trade has been parsed and after parseTradeInfo(CsvRow, TradeInfoBuilder).

By default this calls completeTradeCommon(CsvRow, Trade).

Parameters:

row - the CSV row to parse

trade - the parsed trade

Returns:

the updated trade

completeTrade

default SwapTrade completeTrade(CsvRow row,
                                SwapTrade trade)

Completes the Swap trade, potentially parsing additional columns.

This is called after the trade has been parsed and after parseTradeInfo(CsvRow, TradeInfoBuilder).

By default this calls completeTradeCommon(CsvRow, Trade).

Parameters:

row - the CSV row to parse

trade - the parsed trade

Returns:

the updated trade

completeTrade

default SwaptionTrade completeTrade(CsvRow row,
                                    SwaptionTrade trade)

Completes the Swaption trade, potentially parsing additional columns.

This is called after the trade has been parsed and after parseTradeInfo(CsvRow, TradeInfoBuilder).

By default this calls completeTradeCommon(CsvRow, Trade).

Parameters:

row - the CSV row to parse

trade - the parsed trade

Returns:

the updated trade

completeTrade

default BulletPaymentTrade completeTrade(CsvRow row,
                                         BulletPaymentTrade trade)

Completes the trade, potentially parsing additional columns.

This is called after the trade has been parsed and after parseTradeInfo(CsvRow, TradeInfoBuilder).

By default this calls completeTradeCommon(CsvRow, Trade).

Parameters:

row - the CSV row to parse

trade - the parsed trade

Returns:

the updated trade

completeTrade

default TermDepositTrade completeTrade(CsvRow row,
                                       TermDepositTrade trade)

Completes the trade, potentially parsing additional columns.

This is called after the trade has been parsed and after parseTradeInfo(CsvRow, TradeInfoBuilder).

By default this calls completeTradeCommon(CsvRow, Trade).

Parameters:

row - the CSV row to parse

trade - the parsed trade

Returns:

the updated trade

completeTrade

default FxSingleTrade completeTrade(CsvRow row,
                                    FxSingleTrade trade)

Completes the FX Forward trade, potentially parsing additional columns.

This is called after the trade has been parsed and after parseTradeInfo(CsvRow, TradeInfoBuilder).

By default this calls completeTradeCommon(CsvRow, Trade).

Parameters:

row - the CSV row to parse

trade - the parsed trade

Returns:

the updated trade

completeTrade

default FxSwapTrade completeTrade(CsvRow row,
                                  FxSwapTrade trade)

Completes the FX Swap trade, potentially parsing additional columns.

This is called after the trade has been parsed and after parseTradeInfo(CsvRow, TradeInfoBuilder).

By default this calls completeTradeCommon(CsvRow, Trade).

Parameters:

row - the CSV row to parse

trade - the parsed trade

Returns:

the updated trade

completeTrade

default FxVanillaOptionTrade completeTrade(CsvRow row,
                                           FxVanillaOptionTrade trade)

Completes the FX Vanilla Option trade, potentially parsing additional columns.

This is called after the trade has been parsed and after parseTradeInfo(CsvRow, TradeInfoBuilder).

By default this calls completeTradeCommon(CsvRow, Trade).

Parameters:

row - the CSV row to parse

trade - the parsed trade

Returns:

the updated trade

completeTrade

default FxNdfTrade completeTrade(CsvRow row,
                                 FxNdfTrade trade)

Completes the FX NDF trade, potentially parsing additional columns.

This is called after the trade has been parsed and after parseTradeInfo(CsvRow, TradeInfoBuilder).

By default this calls completeTradeCommon(CsvRow, Trade).

Parameters:

row - the CSV row to parse

trade - the parsed trade

Returns:

the updated trade

completeTrade

default CdsTrade completeTrade(CsvRow row,
                               CdsTrade trade)

Completes the CDS trade, potentially parsing additional columns.

This is called after the trade has been parsed and after parseTradeInfo(CsvRow, TradeInfoBuilder).

By default this calls completeTradeCommon(CsvRow, Trade).

Parameters:

row - the CSV row to parse

trade - the parsed trade

Returns:

the updated trade

completeTrade

default CdsIndexTrade completeTrade(CsvRow row,
                                    CdsIndexTrade trade)

Completes the CDS Index trade, potentially parsing additional columns.

This is called after the trade has been parsed and after parseTradeInfo(CsvRow, TradeInfoBuilder).

By default this calls completeTradeCommon(CsvRow, Trade).

Parameters:

row - the CSV row to parse

trade - the parsed trade

Returns:

the updated trade

completeTrade

default IborCapFloorTrade completeTrade(CsvRow row,
                                        IborCapFloorTrade trade)

Completes the CapFloor trade, potentially parsing additional columns.

This is called after the trade has been parsed and after parseTradeInfo(CsvRow, TradeInfoBuilder).

By default this calls completeTradeCommon(CsvRow, Trade).

Parameters:

row - the CSV row to parse

trade - the parsed trade

Returns:

the updated trade

parseFraTrade

default FraTrade parseFraTrade(CsvRow row,
                               TradeInfo info)

Parses a FRA trade from CSV.

Parameters:

row - the CSV row to parse

info - the trade info

Returns:

the FRA trade

Throws:

RuntimeException - if the row contains invalid data

parseSecurityTrade

default SecurityQuantityTrade parseSecurityTrade(CsvRow row,
                                                 TradeInfo info)

Parses a Security trade from CSV.

Parameters:

row - the CSV row to parse

info - the trade info

Returns:

the Security trade

Throws:

RuntimeException - if the row contains invalid data

parseSwapTrade

default SwapTrade parseSwapTrade(CsvRow row,
                                 List<CsvRow> variableRows,
                                 TradeInfo info)

Parses a Swap trade from CSV.

Parameters:

row - the CSV row to parse

variableRows - the CSV rows representing variable notional/rate etc

info - the trade info

Returns:

the Swap trade

Throws:

RuntimeException - if the row contains invalid data

parseSwaptionTrade

default SwaptionTrade parseSwaptionTrade(CsvRow row,
                                         List<CsvRow> variableRows,
                                         TradeInfo info)

Parses a Swaption trade from CSV.

Parameters:

row - the CSV row to parse

variableRows - the CSV rows representing variable notional/rate etc

info - the trade info

Returns:

the Swaption trade

Throws:

RuntimeException - if the row contains invalid data

parseBulletPaymentTrade

default BulletPaymentTrade parseBulletPaymentTrade(CsvRow row,
                                                   TradeInfo info)

Parses a Bullet Payment trade from CSV.

Parameters:

row - the CSV row to parse

info - the trade info

Returns:

the Bullet Payment trade

Throws:

RuntimeException - if the row contains invalid data

parseTermDepositTrade

default TermDepositTrade parseTermDepositTrade(CsvRow row,
                                               TradeInfo info)

Parses a Term Deposit trade from CSV.

Parameters:

row - the CSV row to parse

info - the trade info

Returns:

the Term Deposit trade

Throws:

RuntimeException - if the row contains invalid data

parseFxSingleTrade

default FxSingleTrade parseFxSingleTrade(CsvRow row,
                                         TradeInfo info)

Parses a FX Single trade from CSV.

Parameters:

row - the CSV row to parse

info - the trade info

Returns:

the FX Single trade

Throws:

RuntimeException - if the row contains invalid data

parseFxSwapTrade

default FxSwapTrade parseFxSwapTrade(CsvRow row,
                                     TradeInfo info)

Parses a FX Swap trade from CSV.

Parameters:

row - the CSV row to parse

info - the trade info

Returns:

the FX Swap trade

Throws:

RuntimeException - if the row contains invalid data

parseFxVanillaOptionTrade

default FxVanillaOptionTrade parseFxVanillaOptionTrade(CsvRow row,
                                                       TradeInfo info)

Parses a FX Vanilla Option trade from CSV.

Parameters:

row - the CSV row to parse

info - the trade info

Returns:

the FX Vanilla Option trade

Throws:

RuntimeException - if the row contains invalid data

parseFxNdfTrade

default FxNdfTrade parseFxNdfTrade(CsvRow row,
                                   TradeInfo info)

Parses a FX NDF trade from CSV.

Parameters:

row - the CSV row to parse

info - the trade info

Returns:

the FX NDF trade

Throws:

RuntimeException - if the row contains invalid data

parseCdsTrade

default CdsTrade parseCdsTrade(CsvRow row,
                               TradeInfo info)

Parses a CDS trade from CSV.

Parameters:

row - the CSV row to parse

info - the trade info

Returns:

the CDS trade

Throws:

RuntimeException - if the row contains invalid data

parseCdsIndexTrade

default CdsIndexTrade parseCdsIndexTrade(CsvRow row,
                                         TradeInfo info)

Parses a CDS Index trade from CSV.

Parameters:

row - the CSV row to parse

info - the trade info

Returns:

the CDS trade

Throws:

RuntimeException - if the row contains invalid data

parseCapFloorTrade

default IborCapFloorTrade parseCapFloorTrade(CsvRow row,
                                             TradeInfo info)

Parses a CapFloor trade from CSV.

Parameters:

row - the CSV row to parse

info - the trade info

Returns:

the CapFloor trade

Throws:

RuntimeException - if the row contains invalid data

overrideParseTrade

default Optional<Trade> overrideParseTrade(String typeUpper,
                                           CsvRow row,
                                           TradeInfo info)

Parses any kind of trade from CSV before standard matching.

This is called before the standard matching on the 'Product Type' column. As such, it allows the standard parsing to be replaced for a given type.

Parameters:

typeUpper - the upper case product type column

row - the CSV row to parse

info - the trade info

Returns:

the trade, empty if the product type is not known, or if standard parsing should occur

Throws:

RuntimeException - if the product type is known but the row contains invalid data

parseOtherTrade

default Optional<Trade> parseOtherTrade(String typeUpper,
                                        CsvRow row,
                                        TradeInfo info)

Parses any kind of trade from CSV after standard matching.

This is called after the standard matching on the 'Product Type' column. As such, it allows non-matched rows to be captured.

Parameters:

typeUpper - the upper case product type column

row - the CSV row to parse

info - the trade info

Returns:

the trade, empty if the product type is not known

Throws:

RuntimeException - if the product type is known but the row contains invalid data