ExternalVendorCode/corda
1
0
Fork 0
mirror of https://github.com/corda/corda.git synced 2024-12-20 13:33:12 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

Make OGSwapPricingCcpExample runnable from any working directory (#925)

Browse Source
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

37
samples/simm-valuation-demo/src/main/kotlin/net/corda/vega/analytics/example/OGSwapPricingCcpExample.kt
View File

@ -32,6 +32,10 @@ import com.opengamma.strata.product.common.BuySell
import com.opengamma.strata.product.swap.type.FixedIborSwapConventions import com.opengamma.strata.product.swap.type.FixedIborSwapConventions
import com.opengamma.strata.report.ReportCalculationResults import com.opengamma.strata.report.ReportCalculationResults
import com.opengamma.strata.report.trade.TradeReport 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 import java.time.LocalDate
/** /**
@ -59,31 +63,44 @@ class SwapPricingCcpExample {
/** /**
* The location of the data files. * 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. * 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_CCP1 = resourceLocator("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_CCP2 = resourceLocator("example-calibration/curves/groups-ccp2.csv")
/** /**
* The location of the curve calibration settings file for CCP1 and CCP2. * 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_CCP1 = resourceLocator("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_CCP2 = resourceLocator("example-calibration/curves/settings-ccp2.csv")
/** /**
* The location of the curve calibration nodes file for CCP1 and CCP2. * 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_CCP1 = resourceLocator("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_CCP2 = resourceLocator("example-calibration/curves/calibrations-ccp2.csv")
/** /**
* The location of the market quotes file for CCP1 and CCP2. * 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_CCP1 = resourceLocator("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_CCP2 = resourceLocator("example-calibration/quotes/quotes-ccp2.csv")
/** /**
* The location of the historical fixing file. * 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. * The first counterparty.