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Make OGSwapPricingCcpExample runnable from any working directory (#925)

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This commit is contained in:
Andrzej Cichocki 2017-06-27 19:06:14 +01:00 committed by GitHub
parent 58da76c052
commit 77e1d54c43
1 changed files with 27 additions and 10 deletions
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37
samples/simm-valuation-demo/src/main/kotlin/net/corda/vega/analytics/example/OGSwapPricingCcpExample.kt
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@ -32,6 +32,10 @@ import com.opengamma.strata.product.common.BuySell
import com.opengamma.strata.product.swap.type.FixedIborSwapConventions
import com.opengamma.strata.report.ReportCalculationResults
import com.opengamma.strata.report.trade.TradeReport
import net.corda.core.div
import net.corda.core.exists
import java.nio.file.Path
import java.nio.file.Paths
import java.time.LocalDate
/**
@ -59,31 +63,44 @@ class SwapPricingCcpExample {
/**
* The location of the data files.
*/
private val PATH_CONFIG = "src/main/resources/"
private val resourcesUri = run {
// Find src/main/resources by walking up the directory tree starting at a classpath root:
var module = Paths.get(javaClass.getResource("/").toURI())
val relative = "src" / "main" / "resources"
var path: Path
while (true) {
path = module.resolve(relative)
path.exists() && break
module = module.parent
}
path.toUri()
}
private fun resourceLocator(uri: String) = ResourceLocator.ofUrl(resourcesUri.resolve(uri).toURL())
/**
* The location of the curve calibration groups file for CCP1 and CCP2.
*/
private val GROUPS_RESOURCE_CCP1 = ResourceLocator.of(ResourceLocator.FILE_URL_PREFIX + PATH_CONFIG + "example-calibration/curves/groups.csv")
private val GROUPS_RESOURCE_CCP2 = ResourceLocator.of(ResourceLocator.FILE_URL_PREFIX + PATH_CONFIG + "example-calibration/curves/groups-ccp2.csv")
private val GROUPS_RESOURCE_CCP1 = resourceLocator("example-calibration/curves/groups.csv")
private val GROUPS_RESOURCE_CCP2 = resourceLocator("example-calibration/curves/groups-ccp2.csv")
/**
* The location of the curve calibration settings file for CCP1 and CCP2.
*/
private val SETTINGS_RESOURCE_CCP1 = ResourceLocator.of(ResourceLocator.FILE_URL_PREFIX + PATH_CONFIG + "example-calibration/curves/settings.csv")
private val SETTINGS_RESOURCE_CCP2 = ResourceLocator.of(ResourceLocator.FILE_URL_PREFIX + PATH_CONFIG + "example-calibration/curves/settings-ccp2.csv")
private val SETTINGS_RESOURCE_CCP1 = resourceLocator("example-calibration/curves/settings.csv")
private val SETTINGS_RESOURCE_CCP2 = resourceLocator("example-calibration/curves/settings-ccp2.csv")
/**
* The location of the curve calibration nodes file for CCP1 and CCP2.
*/
private val CALIBRATION_RESOURCE_CCP1 = ResourceLocator.of(ResourceLocator.FILE_URL_PREFIX + PATH_CONFIG + "example-calibration/curves/calibrations.csv")
private val CALIBRATION_RESOURCE_CCP2 = ResourceLocator.of(ResourceLocator.FILE_URL_PREFIX + PATH_CONFIG + "example-calibration/curves/calibrations-ccp2.csv")
private val CALIBRATION_RESOURCE_CCP1 = resourceLocator("example-calibration/curves/calibrations.csv")
private val CALIBRATION_RESOURCE_CCP2 = resourceLocator("example-calibration/curves/calibrations-ccp2.csv")
/**
* The location of the market quotes file for CCP1 and CCP2.
*/
private val QUOTES_RESOURCE_CCP1 = ResourceLocator.of(ResourceLocator.FILE_URL_PREFIX + PATH_CONFIG + "example-calibration/quotes/quotes.csv")
private val QUOTES_RESOURCE_CCP2 = ResourceLocator.of(ResourceLocator.FILE_URL_PREFIX + PATH_CONFIG + "example-calibration/quotes/quotes-ccp2.csv")
private val QUOTES_RESOURCE_CCP1 = resourceLocator("example-calibration/quotes/quotes.csv")
private val QUOTES_RESOURCE_CCP2 = resourceLocator("example-calibration/quotes/quotes-ccp2.csv")
/**
* The location of the historical fixing file.
*/
private val FIXINGS_RESOURCE = ResourceLocator.of(ResourceLocator.FILE_URL_PREFIX + PATH_CONFIG + "example-marketdata/historical-fixings/usd-libor-3m.csv")
private val FIXINGS_RESOURCE = resourceLocator("example-marketdata/historical-fixings/usd-libor-3m.csv")
/**
* The first counterparty.