PROD-7690: Add methods required for non vanilla FX options and refact…

…or. (#2325)

modules/loader/src/main/java/com/opengamma/strata/loader/csv/CsvLoaderUtils.java

@@ -6,6 +6,9 @@
 package com.opengamma.strata.loader.csv;
 
 import static com.opengamma.strata.collect.Guavate.toImmutableMap;
+import static com.opengamma.strata.loader.csv.CsvLoaderColumns.BARRIER_LEVEL_FIELD;
+import static com.opengamma.strata.loader.csv.CsvLoaderColumns.BARRIER_TYPE_FIELD;
+import static com.opengamma.strata.loader.csv.CsvLoaderColumns.KNOCK_TYPE_FIELD;
 import static com.opengamma.strata.loader.csv.CsvLoaderColumns.PREMIUM_AMOUNT_FIELD;
 import static com.opengamma.strata.loader.csv.CsvLoaderColumns.PREMIUM_CURRENCY_FIELD;
 import static com.opengamma.strata.loader.csv.CsvLoaderColumns.PREMIUM_DATE_CAL_FIELD;
@@ -42,6 +45,10 @@
 import com.opengamma.strata.product.etd.EtdSettlementType;
 import com.opengamma.strata.product.etd.EtdType;
 import com.opengamma.strata.product.etd.EtdVariant;
+import com.opengamma.strata.product.option.Barrier;
+import com.opengamma.strata.product.option.BarrierType;
+import com.opengamma.strata.product.option.KnockType;
+import com.opengamma.strata.product.option.SimpleConstantContinuousBarrier;
 
 /**
  * CSV information resolver helper.
@@ -375,6 +382,38 @@ public static AdjustablePayment parseAdjustablePayment(
     return AdjustablePayment.of(ccyAmount, adjustableDate);
   }
 
+  /**
+   * Parses a barrier from the csv row.
+   *
+   * @param row the CSV row to parse
+   * @param barrierTypeField the barrier type field
+   * @param knockTypeField the knock type field
+   * @param barrierLevelField the barrier level field
+   * @return the barrier
+   */
+  public static Barrier parseBarrier(
+      CsvRow row,
+      String barrierTypeField,
+      String knockTypeField,
+      String barrierLevelField) {
+
+    BarrierType barrierType = row.getValue(barrierTypeField, LoaderUtils::parseBarrierType);
+    KnockType knockType = row.getValue(knockTypeField, LoaderUtils::parseKnockType);
+    double barrierLevel = row.getValue(barrierLevelField, LoaderUtils::parseDouble);
+
+    return SimpleConstantContinuousBarrier.of(barrierType, knockType, barrierLevel);
+  }
+
+  /**
+   * Parses a barrier using the default barrier fields.
+   *
+   * @param row the CSV row to parse
+   * @return the barrier
+   */
+  public static Barrier parseBarrierFromDefaultFields(CsvRow row) {
+    return parseBarrier(row, BARRIER_TYPE_FIELD, KNOCK_TYPE_FIELD, BARRIER_LEVEL_FIELD);
+  }
+
   /**
    * Parses the premium using the default premium fields.
    *

modules/loader/src/main/java/com/opengamma/strata/loader/csv/CsvWriterUtils.java

@@ -51,12 +51,45 @@ private CsvWriterUtils() {
    * @param premium  the premium
    */
   public static void writePremiumFields(CsvOutput.CsvRowOutputWithHeaders csv, AdjustablePayment premium) {
-    csv.writeCell(PREMIUM_DATE_FIELD, premium.getDate().getUnadjusted());
-    csv.writeCell(PREMIUM_DATE_CNV_FIELD, premium.getDate().getAdjustment().getConvention());
-    csv.writeCell(PREMIUM_DATE_CAL_FIELD, premium.getDate().getAdjustment().getCalendar());
-    csv.writeCell(PREMIUM_DIRECTION_FIELD, PayReceive.ofSignedAmount(premium.getAmount()));
-    csv.writeCell(PREMIUM_CURRENCY_FIELD, premium.getCurrency());
-    csv.writeCell(PREMIUM_AMOUNT_FIELD, premium.getAmount());
+    writeAdjustablePayment(
+        csv,
+        premium,
+        PREMIUM_AMOUNT_FIELD,
+        PREMIUM_CURRENCY_FIELD,
+        PREMIUM_DIRECTION_FIELD,
+        PREMIUM_DATE_FIELD,
+        PREMIUM_DATE_CNV_FIELD,
+        PREMIUM_DATE_CAL_FIELD);
+  }
+
+  /**
+   * Writes an AdjustablePayment object to CSV
+   *
+   * @param csv  the csv row
+   * @param adjustablePayment  the adjustable payment
+   * @param amountField  the amount field
+   * @param currencyField  the currency field
+   * @param directionField  the direction field
+   * @param dateField  the date field
+   * @param dateConventionField  the date convention field
+   * @param dateCalendarField  the date calendar field
+   */
+  public static void writeAdjustablePayment(
+      CsvOutput.CsvRowOutputWithHeaders csv,
+      AdjustablePayment adjustablePayment,
+      String amountField,
+      String currencyField,
+      String directionField,
+      String dateField,
+      String dateConventionField,
+      String dateCalendarField) {
+
+    csv.writeCell(amountField, adjustablePayment.getAmount());
+    csv.writeCell(currencyField, adjustablePayment.getCurrency());
+    csv.writeCell(directionField, PayReceive.ofSignedAmount(adjustablePayment.getAmount()));
+    csv.writeCell(dateField, adjustablePayment.getDate().getUnadjusted());
+    csv.writeCell(dateConventionField, adjustablePayment.getDate().getAdjustment().getConvention());
+    csv.writeCell(dateCalendarField, adjustablePayment.getDate().getAdjustment().getCalendar());
   }
 
   /**
@@ -87,7 +120,7 @@ public static void writeCurrencyAmount(
    * @param barrier  the barrier
    * @param obsDate  the barrier observation date
    */
-  public static void writeBarrierFields(CsvOutput.CsvRowOutputWithHeaders csv, Barrier barrier, LocalDate obsDate) {
+  public static void writeBarrier(CsvOutput.CsvRowOutputWithHeaders csv, Barrier barrier, LocalDate obsDate) {
     csv.writeCell(BARRIER_TYPE_FIELD, barrier.getBarrierType());
     csv.writeCell(KNOCK_TYPE_FIELD, barrier.getKnockType());
     csv.writeCell(BARRIER_LEVEL_FIELD, barrier.getBarrierLevel(obsDate));

modules/loader/src/main/java/com/opengamma/strata/loader/csv/FxSingleBarrierOptionTradeCsvPlugin.java

@@ -24,15 +24,12 @@
 import com.opengamma.strata.basics.currency.AdjustablePayment;
 import com.opengamma.strata.collect.io.CsvOutput;
 import com.opengamma.strata.collect.io.CsvRow;
-import com.opengamma.strata.loader.LoaderUtils;
 import com.opengamma.strata.product.Trade;
 import com.opengamma.strata.product.TradeInfo;
 import com.opengamma.strata.product.fxopt.FxSingleBarrierOption;
 import com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade;
 import com.opengamma.strata.product.fxopt.FxVanillaOptionTrade;
-import com.opengamma.strata.product.option.BarrierType;
-import com.opengamma.strata.product.option.KnockType;
-import com.opengamma.strata.product.option.SimpleConstantContinuousBarrier;
+import com.opengamma.strata.product.option.Barrier;
 
 /**
  * Handles the CSV files format for FX Single Barrier Option trades.
@@ -84,15 +81,12 @@ public Optional<Trade> parseTrade(
 
   private FxSingleBarrierOptionTrade parse(CsvRow row, TradeInfo info, TradeCsvInfoResolver resolver) {
     FxVanillaOptionTrade vanillaOptionTrade = resolver.parseFxVanillaOptionTrade(row, info);
-
-    BarrierType barrierType = row.getValue(BARRIER_TYPE_FIELD, LoaderUtils::parseBarrierType);
-    KnockType knockType = row.getValue(KNOCK_TYPE_FIELD, LoaderUtils::parseKnockType);
-    double barrierLevel = row.getValue(BARRIER_LEVEL_FIELD, LoaderUtils::parseDouble);
+    Barrier barrier = CsvLoaderUtils.parseBarrierFromDefaultFields(row);
     AdjustablePayment premium = CsvLoaderUtils.parsePremiumFromDefaultFields(row);
 
     FxSingleBarrierOption.Builder productBuilder = FxSingleBarrierOption.builder()
         .underlyingOption(vanillaOptionTrade.getProduct())
-        .barrier(SimpleConstantContinuousBarrier.of(barrierType, knockType, barrierLevel));
+        .barrier(barrier);
 
     CsvLoaderUtils.tryParseCurrencyAmountWithDirection(
         row,
@@ -133,7 +127,7 @@ public void writeCsv(CsvOutput.CsvRowOutputWithHeaders csv, FxSingleBarrierOptio
 
   void writeSingleBarrierOption(CsvOutput.CsvRowOutputWithHeaders csv, FxSingleBarrierOption product) {
     CsvWriterUtils.writeFxVanillaOption(csv, product.getUnderlyingOption());
-    CsvWriterUtils.writeBarrierFields(csv, product.getBarrier(), LocalDate.now(ZoneId.systemDefault()));
+    CsvWriterUtils.writeBarrier(csv, product.getBarrier(), LocalDate.now(ZoneId.systemDefault()));
     product.getRebate().ifPresent(ccyAmount -> CsvWriterUtils.writeCurrencyAmount(
         csv,
         ccyAmount,